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FinanceAndEconomics
Germany
เข้าร่วมเมื่อ 30 พ.ค. 2021
The channel covers topics in finance and economics.
Contact me via LinkedIn: www.linkedin.com/in/nicolas-röver-1ab3b1181/
Contact me via LinkedIn: www.linkedin.com/in/nicolas-röver-1ab3b1181/
Event Studies in Finance and Economics
This is a comprehensive explanation of the event study methodology commonly used in finance and economics. If you want to do this yourself, use my python package:
www.piwheels.org/project/easyeventstudies/
The central source for this methodology is:
Campbell, John Y., Andrew W. Lo, A. Craig MacKinlay, and Robert F. Whitelaw. "The econometrics of financial markets." Macroeconomic Dynamics 2, no. 4 (1998): 559-562.
www.piwheels.org/project/easyeventstudies/
The central source for this methodology is:
Campbell, John Y., Andrew W. Lo, A. Craig MacKinlay, and Robert F. Whitelaw. "The econometrics of financial markets." Macroeconomic Dynamics 2, no. 4 (1998): 559-562.
มุมมอง: 236
วีดีโอ
EasyEventStudies - A Python Package to Run Event Studies
มุมมอง 3512 หลายเดือนก่อน
I wrote this package to simplify running event studies. Here is the documentation: pypi.org/project/EasyEventStudies/
oTree Live Pages Tutorial
มุมมอง 2784 หลายเดือนก่อน
This is a quick introduction into Live pages in oTree. Here is the full code for the application: github.com/NicolasRoever/bargaining_experiment.git Here is a quick introduction to functional programming: th-cam.com/video/8z_bUIl_uPo/w-d-xo.html
The Rise of Populism
มุมมอง 6275 หลายเดือนก่อน
I have started a project on understanding the recent rise in populism, and here are my first thoughts. I have not produced a working paper yet, but I will post it here and on my website as soon as possible. LITERATURE: Alesina, A., & Tabellini, M. (n.d.). The Political Effects of Immigration: Culture or Economics? Ash, E., Mukand, S. W., & Rodrik, D. (n.d.). Economic Interests, Worldviews, and ...
Liquidity Risk Explained
มุมมอง 6K7 หลายเดือนก่อน
This video is part of my series "Risk Management at Banks" and considers liquidity risk.
Bayesian vs. Frequentist Regression
มุมมอง 4809 หลายเดือนก่อน
I want to give a short introduction into true Bayesian thinking. I hope this helps, let me know if anything is unclear or if I should elaborate on something. MUSIC: Aesthetics (pixabay.com/music/beats-aesthetics-138637/) Funky Teaser (pixabay.com/music/funk-funky-teaser-introduction-funk-background-music-intro-theme-120446/)
Solow Growth Model in 1 Minute
มุมมอง 19110 หลายเดือนก่อน
Here is the most important insight I got from the Solow Growth Model. Let me know what you think! Source for Scale Icon: www.flaticon.com/free-icons/feasibility" title="feasibility icons" - Feasibility icons created by Design Circle - Flaticon
Piketty in 8 Minutes
มุมมอง 55211 หลายเดือนก่อน
This is my summary of the key concepts in "Capital in the 21st Century". Picture Credits: Piketty: Gobierno de Chile, CC BY 2.0, via Wikimedia Commons
How This Guy Wants to Revolutionise Education | Interview with Friedrich Wicke
มุมมอง 445ปีที่แล้ว
Here is the link to the website of Sophia Edu Labs: sophiaedulabs.com You also find the links to the App Store and Play Store there. Thank you so much Friedrich for taking the time!
Solow Model Explained
มุมมอง 649ปีที่แล้ว
This is my attempt at explain the slow growth model. If anything is unclear, please ask!
Why 99.9% of Investment Advice is WRONG
มุมมอง 517ปีที่แล้ว
This is part 13 in my series "The DNA of Wall Street". It is a topic close to my heart :)
Renaissance Medaillon Fund ACTUAL Trading Strategies
มุมมอง 2.7Kปีที่แล้ว
This is lesson 14 in my series "The DNA of Wall Street". MUSIC: Aesthetics (pixabay.com/music/beats-aesthetics-138637/) Funky Teaser (pixabay.com/music/funk-funky-teaser-introduction-funk-background-music-intro-theme-120446/) Galaxy Echo (pixabay.com/music/beats-galaxy-echo-140676/)
Why Sustainable Finance is FAILING
มุมมอง 583ปีที่แล้ว
This is lesson 15 in my series "The DNA of Wall Street". Tackling climate change is obviously one of the most important issues on our agenda right now, and I am happy to discuss these ideas. I just remembered one quote from Andrew Oswald that sums up my train of thought quite well: "Climate change is a behavioural science question now, not a natural science question." MUSIC: Aesthetics (pixabay...
What you SHOULD know about the CAPM
มุมมอง 522ปีที่แล้ว
I realised, I simplified the Eugene Fama Paper a bit too much. He does not test Sharpe ratios- but the alphas in the factor models. But I have not talked about factor models in this course, so if you think in terms of Sharpe ratios, this gives you perfect intuition. PAPER ON BEATING THE MARKET: Fama, Eugene F., and Kenneth R. French. "Luck versus skill in the cross‐section of mutual fund return...
The Most FAMOUS Formula in Finance | Security Market Line Explained
มุมมอง 525ปีที่แล้ว
The Most FAMOUS Formula in Finance | Security Market Line Explained
If there's one finance model you SHOULD know, it's THIS.
มุมมอง 659ปีที่แล้ว
If there's one finance model you SHOULD know, it's THIS.
Decoding Stock Prices: What REALLY Drives Markets
มุมมอง 212ปีที่แล้ว
Decoding Stock Prices: What REALLY Drives Markets
The Most POWERFUL Model in Economics | Equilibrium Explained
มุมมอง 411ปีที่แล้ว
The Most POWERFUL Model in Economics | Equilibrium Explained
What the World's RICHEST Investor is Doing.
มุมมอง 324ปีที่แล้ว
What the World's RICHEST Investor is Doing.
The Nobel Prize Portfolio (2/2) | Mean-Variance Analysis
มุมมอง 445ปีที่แล้ว
The Nobel Prize Portfolio (2/2) | Mean-Variance Analysis
The Nobel Prize Portfolio (1/2) | Mean-Variance Analysis
มุมมอง 587ปีที่แล้ว
The Nobel Prize Portfolio (1/2) | Mean-Variance Analysis
Modigliani Miller | Nobel Price Model Explained
มุมมอง 9Kปีที่แล้ว
Modigliani Miller | Nobel Price Model Explained
The DNA of Wall Street | Full Finance Course
มุมมอง 2.9Kปีที่แล้ว
The DNA of Wall Street | Full Finance Course
GMM (Generalized Method of Moments) Explained
มุมมอง 12Kปีที่แล้ว
GMM (Generalized Method of Moments) Explained
Fuzzy Regression Discontinuity (RD) Explained
มุมมอง 4.9Kปีที่แล้ว
Fuzzy Regression Discontinuity (RD) Explained
Thank you for your videos! You are saving me two days before my exam. My lecturer taught me nothing over this semester so combining reading the module book with your videos is great! Thanks for your work :)
Thanks for the great explanation! Out of curiosity, What note-taking software are you using?
Like how ? I don't get it , was there a insider info ?
Where st goes?
superb video!
Amazing explanation! I'm just writing my master thesis in psychology and your video is a saving grace, thank you! :)
I forgot who did it, but there was someone who analyzed the private jets of CEO's then plot them and it gives insight into mergers and acquisitions. The guy who tracked Elon Musks private plane was a GOAT.
What I think he got wrong is part of G , is actually contributing to inequality, e.g. Technology stocks, Amazon, Microsoft, Google, it is basically all or nothing game.
The 3% are guys like Roaring Kitty
very good job... thanks for the video!
Even if you know this, are you in a better position to yield positive returns as an investor
Thank you so much my brother, awesome video. You gained a subscriber
thank u
Quite technical but good vid
Sehr stark erklärt!
Thank you!!!
Great way of explaining it!
Can we use data dimensions reduction techniques for the weights
so demure
This was just one of the craziest explanation of one of the most fundamental and confusing thing, deserve more views!!! great work!!
seb mosammi bye bye, daaru peelo dhaaye dhaaye
why are you using partial derviative for the taylor series expansion at 5:18 when there is only one variable?
Nice channel. Thanks for teaching this. Im a mechanical engineer and want to pursue my masters degree. What do you suggest if i want to pivot to quant finance? I have great coding and math skills and think i should take math masters to try and get interviews. Thanks for these videos
Nice. Do more
omg this explanation is so crisp and elegant...loved the playlist...tysm for making this <3
Not good.
Thank you for this series of videos! It really help me understand risk management from the balance sheet point of view! They are very insightful!!
When you described the type, the Change in age (e.g. from 25-30 to 30-35) shouldn’t have been on the horizontal component? You did it in the horizontal component as well, is it right?
Love these videos bro
this is really wrong
which specific aspect?
can you please create a playlist for macroeconomic, explains all the framework and models in it
Great video!
Danke
Bankster mumbo jumbo
I loved the jab at Nassim Taleb 7:12 😂
What are event studies?
Thank you for the question. I will put out a longer video in the next week.
We need more videos like you used to
Great content 💯
When you're calculation the Expected value by an integral that is f(x) * x where f(x) is your PDF of Normal Distribution and x is your payoff. How come that if x = f(Ste^(mu-1/2sigma^2)(T-t) + sigma^2(SQRT(T-t)Y)) with f(x) i.e. the PDF you only look at the Y variable. You completely ignore mu, sigma, T-t, St. You're basically saying when calculating f(x) i.e. the PDF that x is effectively just Y the normally distributed variable, completely ignore all other variables that come into the ST calculation
Nice explanation!
Good video... But you need a microphone dude...
Great video thank you! Would you say a bank should perform a risk assessment and risk inventory specifically for ICAAP, or can they use they bank wide risk taxonomy ?
Great video. For those who want to go into it a little deeper. Check out Wiener Processes and Ito's Lemma, chapter 14 in John Hull's OPTIONS, FUTURES, AND OTHER DERIVATIVES. Ninth edition on my bookshelf. The DERIVATION OF ITO'S LEMMA is in the appendix of chapter 14. Good luck! 🤓
Cool explanation!
Thanks. So this average that you mention at the end is the product of the average deviation of that teacher and this weight. So it could be that a teacher has an average large negative residual but because the weight is low his final score would be higher than a teacher with a smaller average residual with a high weight?
Its not liquidity cash ratio, its liquidity coverage ratio (LCR)
Nice explanation
Extraordinary
really helpful content, thanks a lot. does Pillar 2 approach always encompass Pillar 1 or is it specific to market risk?
This video series is single-handedly saving my grade for my last semester actuarial class on financial mathematics
same!! where are you studying actuarial science?
@hieronymushoffmann7428 why shame dude? There is nothing wrong with using a TH-cam video to study. Incredibly smart people post videos here shame on you
@@Jesus_777.2 where did I say shame? 💀
@@Jesus_777.2 i said SAME as in, I am also studying actuarial science and these videos are helping me. 🙈
@@Jesus_777.2 and then I asked where you were studying because I thought you were polite. I guess not
Thank you so much 🙏
This is brilliant, thanks for the explanation