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For an efficient study, we recommend that you download the video file once to your
computer and open your Real Player (modem, LAN)
or QuickTime (DSL) on the
top of the syllabus; this allows you to stop the lecture and execute the virtual
experiments directly when they are discussed.
- 0. Welcome and Interview
- 0.0.0
modem (3.6MB),
LAN (15.MB),
DSL (30.MB), Welcome address, 14 min.
- 0.1.0
modem (3.4MB),
LAN (3.4MB),
DSL (48.MB), Interview with
99) echo "Dr Peter Cotton, "; else echo "Dr Peter Cotton, "; ?>
Morgan Stanley, New York, 22 min.
1. Introduction
- 1.2.0 modem (3.6MB), LAN (16.MB), DSL (30.MB), Capital and markets, 14 min.
- 1.3.0 modem (7.0MB), LAN (35.MB), DSL (66.MB), Risk / return from conventional assets, 30 min.
- 1.4.0 modem (4.1MB), LAN (18.MB), DSL (33.MB), Modern Portfolio Theory, 16 min.
- 2. A variety of securities
- 2.1.1 modem (4.7MB), LAN (20.MB), DSL (38.MB), The Stockmarket, 18 min.
- 2.1.2 modem (1.6MB), LAN (7.0MB), DSL (12.MB), Forward and futures, 6 min.
- 2.1.3 modem (3.5MB), LAN (15.MB), DSL (28.MB), Vanilla options, 14 min.
- 2.1.4 modem (2.0MB), LAN (8.6MB), DSL (15.MB), Exotic options, 8 min.
- 2.1.5 modem (0.5MB), LAN (2.1MB), DSL (3.8MB), Warrants, 2 min.
- 2.2.1 modem (1.6MB), LAN (7.0MB), DSL (13.MB), The bond market, 6 min.
- 2.2.2 modem (2.4MB), LAN (10.MB), DSL (19.MB), Interest rate swaps, 9 min.
- 2.2.3 modem (2.7MB), LAN (12.MB), DSL (22.MB), Bondmarket derivatives, 10 min.
- 3. Predicting with uncertainty
- 3.3.1 modem (1.6MB), LAN (6.9MB), DSL (12.MB), Wiener processes, 6 min.
- 3.3.2 modem (0.7MB), LAN (3.4MB), DSL (6.0MB), Stochastic calculus, 3 min.
- 3.3.3 modem (1.6MB), LAN (7.0MB), DSL (13.MB), Ito Lemma, 6 min.
- 3.4.0 modem (1.9MB), LAN (8.4MB), DSL (15.MB), Black-Scholes analysis, 7 min.
- 3.5.0 modem (1.8MB), LAN (7.9MB), DSL (14.MB), Vasicek analysis, 7 min.
- 4. European payoff dynamics
- 4.1.1 modem (3.2MB), LAN (14.MB), DSL (26.MB), European Black-Scholes analysis for dummies, 13 min.
- 4.1.2 modem (4.3MB), LAN (19.MB), DSL (34.MB), Option parameters with VMARKET experiments, 17 min.
- 4.1.3 modem (1.3MB), LAN (5.7MB), DSL (10.MB), Application, time value and implied volatility, 5 min.
- 4.2.1 modem (0.9MB), LAN (3.9MB), DSL (7.0MB), Binary options, 3 min.
- 4.2.2 modem (0.7MB), LAN (3.0MB), DSL (5.6MB), Barrier options, 3 min.
- 4.3.1 modem (2.1MB), LAN (9.3MB), DSL (19.MB), Black-Scholes solution using analytic methods, 8 min.
- 4.3.2 modem (3.9MB), LAN (17.MB), DSL (32.MB), Black-Scholes solution using finite differences, 15 min.
- 4.3.3 modem (2.3MB), LAN (10.MB), DSL (19.MB), Black-Scholes solution using Monte-Carlo sampling, part 1, 9 min.
- 4.3.4 modem (2.7MB), LAN (12.MB), DSL (22.MB), Black-Scholes solution using Monte-Carlo sampling, part 2, 10 min.
- 5. Bonds, swaps and derivatives
- 5.1.1 modem (2.3MB), LAN (9.9MB), DSL (19.MB), Vasicek analysis for dummies, 9 min.
- 5.1.2 modem (2.4MB), LAN (11.MB), DSL (20.MB), Bond parameters with VMARKET experiments, 10 min.
- 5.2.1 modem (1.4MB), LAN (6.0MB), DSL (11.MB), Swap parameters with VMARKET experiments, 5 min.
- 5.3.1 modem (2.0MB), LAN (8.7MB), DSL (17.MB), Solution for a bond using finite elements, part 1, 8 min.
- 5.3.2 modem (2.5MB), LAN (11.MB), DSL (21.MB), Vasicek solution for a bond using finite elements, part 2, 10 min.
- 5.3.3 modem (0.8MB), LAN (3.8MB), DSL (7.2MB), Extensions of the Vasicek model, 3 min.
- 6. American payoff dynamics
- 6.1.1 modem (1.2MB), LAN (5.1MB), DSL (9.8MB), American Black-Scholes analysis for dummies, 5 min.
- 6.1.2 modem (0.6MB), LAN (2.6MB), DSL (5.0MB), Option parameters with VMARKET experiments, 3 min.
- 6.2.1 modem (4.2MB), LAN (18.MB), DSL (35.MB), Solution with free boundary condition using finite elements, 17 min.
";
} else {
echo "
- 1. Introduction
- 1.2.0
modem (3.6MB),
LAN (16.MB),
DSL (30.MB),
Capital and markets, 14 min.
- 1.3.1
modem (2.9MB),
LAN (12.MB),
DSL (66.MB),
Risk / return from conventional assets, 30 min.
- 1.3.2
modem (5.2MB),
LAN (22.MB),
DSL (above),
Risk / return from conventional assets, part 2.
- 1.4.0
modem (4.1MB),
LAN (17.MB),
DSL (33.MB),
Modern Portfolio Theory, 16 min.
- 1.5.0
modem (0.0MB),
LAN (0.0MB),
DSL (0.0MB),
Historical data and modeling, 0 min.
- 2. A variety of securities
- 2.1.1
modem (4.7MB),
LAN (20.MB),
DSL (38.MB),
The Stockmarket, 18 min.
- 2.1.2
modem (1.6MB),
LAN (7.0MB),
DSL (12.MB),
Forward and futures, 6 min.
- 2.1.3
modem (3.5MB),
LAN (15.MB),
DSL (28.MB),
Vanilla options, 14 min.
- 2.1.4
modem (2.0MB),
LAN (8.6MB),
DSL (15.MB),
Exotic options, 8 min.
- 2.1.5
modem (0.5MB),
LAN (2.1MB),
DSL (3.8MB),
Warrants, 2 min.
- 2.2.1
modem (1.6MB),
LAN (7.0MB),
DSL (13.MB),
The bond market, 6 min.
- 2.2.2
modem (2.4MB),
LAN (10.MB),
DSL (19.MB),
Interest rate swaps, 9 min.
- 2.2.3
modem (2.7MB),
LAN (12.MB),
DSL (22.MB),
Bondmarket derivatives, 10 min.
- 3. Forecasting with uncertainty
- 3.1.0
modem (0.0MB),
LAN (0.0MB),
DSL (0.0MB),
Option pricing for dummies, 0 min.
- 3.2.0
modem (0.0MB),
LAN (0.0MB),
DSL (0.0MB),
Simple valuation model using stochastic calculus, 0 min.
- 3.3.1
modem (1.6MB),
LAN (6.8MB),
DSL (12.MB),
Wiener processes, 6 min.
- 3.3.2
modem (0.8MB),
LAN (3.4MB),
DSL (6.3MB),
Ito lemma, 3 min.
- 3.3.3
modem (1.6MB),
LAN (7.0MB),
DSL (13.MB),
Evaluate an expectancy or elimiate the uncertainty, 6 min.
- 3.4.0
modem (1.9MB),
LAN (8.4MB),
DSL (15.MB),
Black-Scholes analysis, 7 min.
- 3.5.0
modem (1.8MB),
LAN (7.9MB),
DSL (14.MB),
Vasicek analysis, 7 min.
- 4. European payoff dynamics
- 4.1.1
modem (3.2MB),
LAN (14.MB),
DSL (26.MB),
European Black-Scholes analysis for dummies, 13 min.
- 4.1.2
modem (4.3MB),
LAN (19.MB),
DSL (34.MB),
Option parameters with VMARKET experiments, 17 min.
- 4.1.3
modem (1.3MB),
LAN (5.7MB),
DSL (10.MB),
Application, time value and implied volatility, 5 min.
- 4.2.1
modem (0.9MB),
LAN (3.9MB),
DSL (7.0MB),
Binary options, 3 min.
- 4.2.2
modem (0.7MB),
LAN (3.0MB),
DSL (5.6MB),
Barrier options, 3 min.
- 4.3.1
modem (2.1MB),
LAN (9.3MB),
DSL (19.MB),
Black-Scholes solution using analytic methods, 8 min.
- 4.3.2
modem (3.9MB),
LAN (17.MB),
DSL (32.MB),
Black-Scholes solution using finite differences, 15 min.
- 4.3.3
modem (2.3MB),
LAN (10.MB),
DSL (19.MB),
Black-Scholes solution using Monte-Carlo sampling, part 1, 9 min.
- 4.3.4
modem (2.7MB),
LAN (12.MB),
DSL (22.MB),
Black-Scholes solution using Monte-Carlo sampling, part 2, 10 min.
- 5. Bonds, swaps and derivatives
- 5.1.1
modem (2.3MB),
LAN (9.9MB),
DSL (19.MB),
Vasicek analysis for dummies, 9 min.
- 5.1.2
modem (2.4MB),
LAN (11.MB),
DSL (20.MB),
Bond parameters with VMARKET experiments, 10 min.
- 5.2.1
modem (1.4MB),
LAN (6.0MB),
DSL (11.MB),
Swap parameters with VMARKET experiments, 5 min.
- 5.3.1
modem (2.0MB),
LAN (8.7MB),
DSL (17.MB),
Solution for a bond using finite elements, part 1, 8 min.
- 5.3.2
modem (2.5MB),
LAN (11.MB),
DSL (21.MB),
Vasicek solution for a bond using finite elements, part 2, 10 min.
- 5.3.3
modem (0.8MB),
LAN (3.8MB),
DSL (7.2MB),
Extensions of the Vasicek model, 3 min.
- 6. American payoff dynamics
- 6.1.1
modem (1.2MB),
LAN (5.1MB),
DSL (9.8MB),
American Black-Scholes analysis for dummies, 5 min.
- 6.1.2
modem (0.6MB),
LAN (2.6MB),
DSL (5.0MB),
Option parameters with VMARKET experiments, 3 min.
- 6.2.1
modem (4.2MB),
LAN (18.MB),
DSL (35.MB),
Solution with free boundary condition using finite elements, 17 min.
";
}
?>
All the video copyrights ©
André Jaun, Stockholm, August 2003
Test RealPlayer 8 with a sample
modem (0.12MB),
LAN (1.9MB),
DSL (1.9MB). QuickTime:
