Quantifying Model Performance in Financial Risk Engineering

Quantifying Model Performance in Financial Risk Engineering

NYU Tandon School of Engineering via YouTube Direct link

Financial Portfolio

5 of 15

5 of 15

Financial Portfolio

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Classroom Contents

Quantifying Model Performance in Financial Risk Engineering

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  1. 1 Intro
  2. 2 Outline
  3. 3 Features and Issues
  4. 4 Replication
  5. 5 Financial Portfolio
  6. 6 Inversion
  7. 7 Expectations
  8. 8 Conditional Expectations
  9. 9 Arbitrary Strategy
  10. 10 Replication Financial Meaning
  11. 11 Hedging Payoff
  12. 12 Daily
  13. 13 Recipe
  14. 14 Extra Conditions
  15. 15 Conclusion

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