Aneesh Mistry
Aneesh Mistry
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1.3 The multi-period binomial model - Stochastic Calculus for Finance I
In this video, we review pages 8 to 15 from Steven Shreve's Stochastic Calculus for Finance part I where we derive the risk-neutral price and delta hedge required for a multi-period binomial model. We revisit the delta hedging formula and risk-neutral pricing formula within a multi-period model to demonstrate how they can influence the fair price of the option at time 0.
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Visit my website for all my blogs and videos on software engineering: www.aneesh.co.uk
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zhlédnutí: 116

Video

Introduction to Matplotlib Pyplot 2024 - Python Tutorial
zhlédnutí 224Před 5 měsíci
Take a look at the matplotlib pyplot package with Python. Explore how you can create a simple line graph before enriching it with titles, legends and axis labels. We will also take a look at the figure and axes objects as well as python subplots and how you can format your graphs with colours, markers and line styles. Link to source code: github.com/4neesh/CZcams-Channel/tree/main/Python File: ...
1.2 Risk-neutral pricing and Delta hedge - Stochastic Calculus for Finance I
zhlédnutí 109Před 5 měsíci
In this video, we will walk through pages 4 to 8 of Steven Shreve's Stochastic calculus for finance part 1 where we develop the risk-neutral pricing formula and delta hedging ratio for a one-period binomial model. Please like, subscribe and leave a comment to let me know what you think! Visit my website for all my blogs and videos on software engineering: www.aneesh.co.uk Icon made by FreePik f...
Merging data with Panda DataFrames - Python Tutorial
zhlédnutí 91Před 5 měsíci
Explore some of the ways you can merge DataFrames with the pandas library. This involves handling indexed columns, specifying columns to merge upon and how to merge with an inner, left, right and outer join. Link to source code: github.com/4neesh/CZcams-Channel/tree/main/Python File: Pandas 4.ipynb 🕒 Timestamps 🕒 00:00 - Introduction 00:18 - Inner Join 03:44 - Left Join 04:41 - Right Join 05:26...
1.1 The Binomial Model - Stochastic Calculus for Finance I
zhlédnutí 368Před 5 měsíci
Walkthrough the first 4 pages of Steven Shreve's Stochastic calculus for finance I, where we introduce the one-period binomial model and how a replicating portfolio can be created for a European call option in the stock and money market. Please like, subscribe and leave a comment to let me know what you think! Visit my website for all my blogs and videos on quantitative finance and engineering:...
How to combine DataFrames - Python tutorial
zhlédnutí 18Před 5 měsíci
Walkthrough how you can use the concat method with the pandas library to combine DataFrames both on the x axis and y axis. Link to source code: github.com/4neesh/CZcams-Channel/tree/main/Python File: Pandas_3.ipynb Please like, subscribe and leave a comment to let me know what you think! Visit my website for all my blogs and videos on software engineering: www.aneesh.co.uk Icon made by FreePik ...
Statistical methods with Pandas - Python Tutorial
zhlédnutí 83Před 5 měsíci
A walkthrough of some of the most common statistical methods you can perform out of the box with the Pandas library. This includes: Sorting data, filtering data, finding correlations amongst fields, replacing values and sampling data. Link to source code: github.com/4neesh/CZcams-Channel/tree/main/Python File: Pandas_2.ipynb 🕒 Timestamps 🕒 00:00 - Introduction 00:15 - Sorting data 02:11 - Min a...
Python Series and DataFrame Basics 2024
zhlédnutí 78Před 6 měsíci
This video serves as an introduction to Python Series and DataFrame structures from the pandas library. We will walk through the key built-in methods that enable you to create the structures, select, filter and transform the data. Link to source code: github.com/4neesh/CZcams-Channel/tree/main/Python File: Python_1.ipynb 🕒 Timestamps 🕒 00:00 - Introduction 00:27 - Panda Series 02:25 - Panda Dat...
Python tutorial - learn the basics of Numpy
zhlédnutí 119Před 7 měsíci
Follow along in this Python tutorial where I introduce the basic methods and operations that you can perform with numpy. We will take a look at how you can create an array in numpy, reshaping it into different matrix sizes and selecting specific rows and columns from that matrix. We also dive into the different ways you can generate and obtain random numbers with numpy. And lastly we will concl...
Complete Tutorial to Authentication with Angular + MongoDB
zhlédnutí 3,4KPřed rokem
Complete Tutorial to Authentication with Angular MongoDB
Logout and automated authentication with MongoDb and Angular - Tutorial
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How to enhance UIUX for Authentication with Angular - Tutorial
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How to enhance UIUX for Authentication with Angular - Tutorial
How to use Route Guards with Angular - Tutorial
zhlédnutí 270Před rokem
How to use Route Guards with Angular - Tutorial
Log-in and Web tokens with Angular and MongoDB - Tutorial
zhlédnutí 573Před rokem
Log-in and Web tokens with Angular and MongoDB - Tutorial
Create a sign-up form with Angular and MongoDB
zhlédnutí 1,8KPřed rokem
Create a sign-up form with Angular and MongoDB
Java 14 Syntax enhancements - Tutorial
zhlédnutí 129Před rokem
Java 14 Syntax enhancements - Tutorial
How to verify static methods with PowerMock - Tutorial
zhlédnutí 2,9KPřed rokem
How to verify static methods with PowerMock - Tutorial
How to use the Repeated Test Annotation - JUnit Tutorial
zhlédnutí 1,1KPřed rokem
How to use the Repeated Test Annotation - JUnit Tutorial
Build a full-stack MEAN application 2022 - Step by step Tutorial
zhlédnutí 5KPřed rokem
Build a full-stack MEAN application 2022 - Step by step Tutorial
Set-up and persist data with MongoDB - Tutorial
zhlédnutí 337Před rokem
Set-up and persist data with MongoDB - Tutorial
How to send PUT, DELETE and POST requests with Express - Tutorial
zhlédnutí 219Před rokem
How to send PUT, DELETE and POST requests with Express - Tutorial
Build your first RESTful service with Express.js - Tutorial
zhlédnutí 408Před 2 lety
Build your first RESTful service with Express.js - Tutorial
Build your first Node.js backend server - Tutorial
zhlédnutí 848Před 2 lety
Build your first Node.js backend server - Tutorial
Create your first SPA with Angular - Tutorial
zhlédnutí 2KPřed 2 lety
Create your first SPA with Angular - Tutorial
Complete JUnit & Mockito Tutorial Course: From Zero to Hero 2022
zhlédnutí 42KPřed 2 lety
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A complete guide to Java 12 syntax changes
zhlédnutí 212Před 2 lety
A complete guide to Java 12 syntax changes
How to use Teeing with Java 12 Collections - Tutorial
zhlédnutí 586Před 2 lety
How to use Teeing with Java 12 Collections - Tutorial
The easy way to compare files with Java 12 - Tutorial
zhlédnutí 2,7KPřed 2 lety
The easy way to compare files with Java 12 - Tutorial
How Java 12 enhanced the String class - Tutorial
zhlédnutí 223Před 2 lety
How Java 12 enhanced the String class - Tutorial
Angular Routing and Nested Routes Fundamentals - Tutorial
zhlédnutí 597Před 2 lety
Angular Routing and Nested Routes Fundamentals - Tutorial