This video gives a high-level & structured view of must-know models used in Quantitative Finance bucketed into categories:
-Derivatives Pricing
-Econometric & Time series
-Asset Pricing & Portfolio Optimization
-Risk models
-Fixed Income & Credit models
-Volatility models
-AI
The video also talks in general about why models are needed, considerations to be kept in mind while using them and how to decide which model to use when!
00:15: Why are models needed?
01:17: Structured view of Quant Finance Models
01:35: Must-know Quant Finance Models
15:25: Model considerations
16:44: Deciding which model to use
#QuantFinance #VolatilityModels #MachineLearningFinance #ARCH #GARCH #SABRModel #HestonModel #SVJModel #LocalVolatility #SupervisedLearning #UnsupervisedLearning #ReinforcementLearning #GenerativeAI #FinanceAI #StochasticVolatility #FinancialModeling #OptionPricing #RiskModeling
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