Search for tag: "portfolio"

UC Davis - Financial Times Biz Quiz: Featured Executive Interview with Marcie Frost, CEO, CalPERS, and Peter Spiegel, US Managing Editor, The Financial Times

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Program Overview Part 3: The PACE4Equity Process

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UC Davis-Financial Times Biz Quiz: Interview with Jennifer Johnson, President and CEO, Franklin Templeton Investments

Peter Spiegel, the U.S. managing editor of the Financial Times, interviewing UC Davis alumna Jennifer Johnson, president and CEO of Franklin Templeton.

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mat133-2021-06-02-minimum-variance-line

Geometry of portfolios. Minimum-variance line (curve). mat133-2021s-notes-2021-06-02.pdf 3D graphics: hw6B_3D_1_X=6_Y=8_Z=0.html hw6B_3D_2_X=6_Y=8_Z=0.html Videos and all other materials are…

From  Matthias Koeppe 0 likes 45 plays 0  

mat133-2021-05-26-risk-measures--expectation--variance

Risk measures. Expectation and variance. Portfolio weights. mat133-2021s-notes-2021-05-26.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational…

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mat133-2021-05-12-arbitrage-portfolios

Arbitrage portfolios and the fundamental theorem. mat133-2021s-notes-2021-05-12.pdf models-2021-05-12.zip (arbitrage-2periods.mod) Videos and all other materials are copyright 2021 Matthias…

From  Matthias Koeppe 0 likes 48 plays 0  

mat133-2021-05-07-multiperiod-replication

Replication in the multi-period binomial model. mat133-2021s-notes-2021-05-07-1.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources…

From  Matthias Koeppe 0 likes 58 plays 0  

mat133-2021-04-21-review--return--expectation

Review: Returns, logarithmic returns, expectation of a random variable. mat133-2021s-notes-2021-04-21.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open…

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mat133-2021-04-18-office-hours-model-free-replication

Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources subject to the Creative Commons Attribution-ShareAlike 3.0 Unported (CC BY-SA 3.0)…

From  Matthias Koeppe 0 likes 76 plays 0  

mat133-2021-04-16-put-option--model-free-replication

Put options. Model-free analysis of payoff functions using linear algebra. mat133-2021s-notes-2021-04-16.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open…

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mat133-2021-04-14-forward-price--call-option

Determining the correct forward price. Pricing call options. mat133-2021s-notes-2021-04-14.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational…

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mat133-2021-04-12-replication--complete-markets--forward-contracts

Replication, complete markets, forward contracts. mat133-2021s-notes-2021-04-12.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources…

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mat133-2021-04-09-arbitrage--replication

The no-arbitrage principle. Replication. mat133-2021s-notes-2021-04-09.pdf models-2021-04-09.zip (contains arbitrage1.mod) Videos and all other materials are copyright 2021 Matthias Köppe and…

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mat133-2021-04-07-ampl-as-a-calculator--no-arbitrage

Using AMPL as a calculator or declarative programming system. The no-arbitrage principle. mat133-2021s-notes-04-07.pdf models-2021-04-07.zip (contains cz_exercise_1_2.mod) Videos and all other…

From  Matthias Koeppe 0 likes 66 plays 0  

mat133-2021-04-05-filtrations--adapted-stoch-processes--returns--portfolios

Filtrations, adapted stochastic processes, returns, portfolios. mat133-2021s-notes-2021-04-05.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational…

From  Matthias Koeppe 0 likes 71 plays 0  

UWP Spring Dadigan - Week 1 Introductions

From  Marc Dadigan 0 likes 30 plays 0