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The Black-Scholes Model
2 years ago - 5:07
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Volatility Surface Modelling: An Introduction
1 year ago - 5:55
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Risk Neutral Density: The Breeden-Litzenberger Formula
1 year ago - 3:50
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The Volatility Smile and Skew
2 years ago - 4:31
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The Heston Model (Part I)
2 years ago - 7:22
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Introduction to Option Greeks and Risk Management
2 years ago - 5:09
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The SABR Model Part I: an Introduction
1 year ago - 5:11
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Options, Pricing and Risk Management Part III - Course Overview
1 year ago - 3:41
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The Option Greek Delta Explained
2 years ago - 5:15
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Greeks and Risk Management of Exotic Options: An Introduction
1 year ago - 4:25
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Volatility Surface Parameterization: the SVI Model - Course Overview
1 year ago - 2:54
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Credit Risk: An Introduction
1 year ago - 8:42
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Credit Risk Modelling: an Introduction to Reduced-Form Models
9 months ago - 4:25
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Introduction to Derivatives - Barrier Options
2 years ago - 2:43
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Artificial Neural Network for Option Pricing with Python Code
1 year ago - 8:59
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Replication and Risk Management of Exotic Options: Overview of the Course
1 year ago - 1:06
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Exotic Options - Part I
2 years ago - 6:42
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The Cox-Ross-Rubinstein Binomial Option Pricing Model
2 years ago - 6:22
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Credit Risk Modelling: Pricing of a Defaultable Bond with Reduced-Form Models Part I
8 months ago - 4:17
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Credit Risk Modelling: The Probability of Default
1 year ago - 7:54
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Introduction to Stochastic Calculus
2 years ago - 7:03
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Credit Risk Modelling: Pricing of a Defaultable Bond with Reduced-Form Models Part IV
3 months ago - 6:06
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Options, Pricing and Risk Management Part II: Overview of the Course
1 year ago - 2:13
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The SABR Model: Course Overview
1 year ago - 2:15
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Exotic Options - Part II
2 years ago - 6:32
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The Black-Scholes Formula Explained
2 years ago - 5:52
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Introduction to Finite Difference Methods for Option Pricing
1 year ago - 5:48
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American Option Pricing with Binomial Tree
1 year ago - 5:13
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Implied Volatility Calculation with Newton-Raphson Algorithm
2 years ago - 5:13
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Credit Risk Modelling: Pricing of a Defaultable Bond with Reduced Form Models Part II
6 months ago - 4:17
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The Heston Model (Part II)
2 years ago - 10:22
PIMCO U.S.
Quant’s Next Frontier: Harness New Opportunities in Complex Markets
2 years ago - 2:44
DC Perspective
Quant next move 🚀 #quant #qnt #trading #trade
2 years ago - 0:08
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Finite Difference Methods for Option Pricing: Overview of the Course
1 year ago - 1:23
PIMCO Hong Kong
Quant’s Next Frontier: Harness New Opportunities in Complex Markets
2 years ago - 2:44