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# Financial Engineering

• 09:57

### Regression #3: Standard Error in Linear Regression

A simple (two-variable) regression has three standard errors: one for each coefficient (slope, intercept) and one for the predicted Y (standard error of regression).While the population regression function (PRF) is singular, sample regression functions (S

• 26:08

### The Black-Litterman Model: Part 1

The video discusses the intuition and formula of the Black-Litterman asset allocation model

• 26:46

### Treynor-Black Model: Excel

This video demonstrates the implementation of the Treynor-Black Model in Excel

• 09:55

### EWMA versus GARCH(1,1) volatility

This is a side-by-side comparison of EWMA and GARCH(1,1) to show their similarities (i.e., both are conditional estimates that give greater weight to more recent returns) and isolate on the key difference (GARCH adds mean reversion).You can get a copy of

• 2:22:29

### Lecture 5: Introduction to Monte Carlo in Finance

Lecturer: Prof. Shimon BenningaTel Aviv University2.8.11

• 2:12:27

### Lecture 4: Random Numbers; Binomial Model

Lecturer: Prof. Shimon BenningaTel Aviv University26.7.11

• 39:09

### Brownian Motion (Wiener process)

Financial Mathematics 3.0 - Brownian Motion (Wiener process) applied to Finance

• 2:10:40

### Lecture 2: Computing Efficient Portfolios

Lecturer: Prof. Shimon BenningaTel Aviv University12.7.11

• 10:27

### Lagrangian Multiplier Method

This is a brief video on constrained minimization using Lagrangian Multipliers

• 2:43:01

### Lecture 1: Portfolio Choice with Multiple Assets

Lecturer: Prof. Shimon BenningaTel Aviv University5.7.11

• 09:50

### Intro to Quant Finance: Square root rule

Volatility (and parametric VaR) scale by the square root of time. A convenient rule, but it requires assumptions that are immediately voilated

• 2:17:12