ARCH and GARCH Models

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Black-Scholes Formula: Risk-neutral Pricing and Option Pricing Log in to Mediaspace to watch this video

Explores the Black-Scholes formula for option pricing and risk-neutral pricing in financial economics.

Principles of Finance: Efficient Portfolios and Risk Management Log in to Mediaspace to watch this video

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Principles of Finance: Risk and Return Log in to Mediaspace to watch this video

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Kalman Filter: State Space Models Log in to Mediaspace to watch this video

Introduces the Kalman Filter for estimating the state of a dynamic system from noisy measurements, covering prediction, updating, and filtering steps.

Multiperiod Binomial Pricing Log in to Mediaspace to watch this video

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Macrofinance Models Analysis Log in to Mediaspace to watch this video

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Kalman Filters: Estimation and Localization Log in to Mediaspace to watch this video

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Linear Regression Basics Log in to Mediaspace to watch this video

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Integrated Assessment Models: Overview Log in to Mediaspace to watch this video

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