'Daily closing price' presentation slideshows

Online Social Networks and Media

1.08k views • 91 slides

Week 10: VaR and GARCH model

Week 10: VaR and GARCH model. Estimation of VaR with Pareto tail. Disadvantages (parametric and nonparametric method): For parametric method: the assumption of normal distribution is always not true.

608 views • 41 slides

Option Pricing and Implied Volatility

Option Pricing and Implied Volatility. A Course 7 Common Core Case Study. Preliminary Information. This case study will focus on the determination of the measure of volatility used when applying the Black-Scholes option pricing formula.

658 views • 31 slides

Fixed and Flexible Cash Rental Arrangements

329 views • 20 slides

Overview of DS 101

Slides by Spiros Velianitis CSUS. Overview of DS 101. Summary Slide. Why do I discuss the DS 101 overview with the class? ASA Recommendations for Teaching Statistics Our Teaching Philosophy Introduction Course Content Variation, Variation, and Variation Read Bead Experiment

377 views • 18 slides

Exchange rates modeling using Copulas

Exchange rates modeling using Copulas. Author: Tzu-Yang Hsu. Motivations. National economical, trade and financial situation will be reflected in the exchange rate, that is, exchange rate movements can see the country in a given period of the financial situation.

174 views • 10 slides

Online Discovery of Group Level Events in Time Series

10. 15. 5. 8. Online Discovery of Group Level Events in Time Series. 10. 0. 6. 7. 0.35. 5. x 10. 4. 2.5. -5. 0. Vipin Kumar kumar@cs.umn.edu Computer Science & Engineering University of Minnesota. Gagan Bansal Gagan.Bansal@microsoft.com Cloud and Information Services Lab

162 views • 1 slides