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Implied volatility
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Related lectures (32)
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Mean-Variance Portfolio Theory
Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.
DeFi and DEXes: Liquidity Book Model
Explores the evolution of DeFi and DEXes through the Liquidity Book model.
Quantitative Risk Management: Volatility Modeling
Covers volatility modeling in quantitative risk management, including ARMA, ARCH, GARCH models, and forecasting.
Flash Drum: Principles and Mass Balance in Separation Processes
Covers the principles of flash drums and the mass and energy balances involved in separation processes.
Time Series: Forecasting and Long Memory
Explores forecasting in time series analysis, long memory processes, and ARCH models for volatility modeling.
High Frequency Trading: Optimal Behavior Analysis
Explores optimal trading behavior in high frequency trading and its impact on market dynamics.
Optimal Dispatch of Power Generation Units
Explores the optimal dispatch of power generation units and the economics of power systems in deregulated environments.
Flash Crash Systemic Event
Explores the flash crash as a systemic event, discussing its propagation and regulatory implications.
Energy Contracts & Market Mechanisms
Explores energy contracts, spot markets, and risk management strategies in power system restructuring and deregulation.
Financial Applications of Blockchains
Explores the financial applications of blockchains, including DeFi, lending protocols, DAOs, flash loans, and token-based insurance solutions.
Electricity Market: Balancing and Liberalization
Explores ancillary services, capacity market, and electricity market liberalization, emphasizing system balancing and peak demand challenges.
Principles of Finance: Options in Corporate Finance
Explores options in corporate finance, covering graphical representations, option pricing, call-put parity, early exercise, and volatility estimation.
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