Brooklyn Quant Experience - A Tale of Two Tails: Size, Volatility, and Uncertainty
New York University (NYU) via YouTube
Overview
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Explore the intricacies of size, volatility, and uncertainty in financial markets through this compelling lecture from the Brooklyn Quant Experience Lecture Series. Join Maggie Copeland as she delves into "A Tale of Two Tails," examining two-tailed mortality, applications, continued value, and trading implications. Discover insights on optimal capital structure, local mortality tables, and the impact of economic policy uncertainty (EPU) on financial markets. Analyze the effects of the financial crisis and standard deviation on market behavior. Engage in a thought-provoking discussion that bridges theoretical concepts with practical applications in quantitative finance and risk management.
Syllabus
Introduction
Twotailed Mortality
Applications
Continued Value
Trading Implications
Tale of Two Tail
Optimal Capital Structure
Quiz Tape
Local Mortality Table
EPU
Mortality
Financial Crisis
Standard Deviation
Discussion
Taught by
NYU Tandon School of Engineering