Video library
169 animated lessons · about 17 h 17 min. Each video sits on top of its written lesson, with the worked examples and self-check below it.
7:08Locked: included in All AccessTime-weighted vs money-weighted returnRates and Returns
5:40Locked: included in All AccessAnnualised and continuously compounded returnsRates and Returns
6:34Locked: included in All AccessGross, net, after-tax, real and leveraged returnsRates and Returns
6:43Locked: included in All AccessLevel-payment instruments: mortgages and amortizing loansTime Value of Money in Finance
6:35Locked: included in All AccessTarget downside deviation and coefficient of variationStatistical Measures of Asset Returns
5:35Locked: included in All AccessSkewness and kurtosisStatistical Measures of Asset Returns
6:54Locked: included in All AccessExpected value, variance and standard deviationProbability Trees and Conditional Expectations
6:22Locked: included in All AccessConditional expected values and variancesProbability Trees and Conditional Expectations
4:58Locked: included in All AccessBayes' formula: updating a probability with new informationProbability Trees and Conditional Expectations
5:33Locked: included in All AccessPortfolio expected return and variancePortfolio Mathematics
6:48Locked: included in All AccessFrom continuous returns to lognormal pricesSimulation Methods
6:08Locked: included in All AccessThe standard error of the sample meanEstimation and Inference
5:02Locked: included in All AccessType I and Type II errors, significance and powerHypothesis Testing
6:50Locked: included in All AccessCritical values, p-values and the decision ruleHypothesis Testing
6:25Locked: included in All AccessTwo means: independent vs paired samplesHypothesis Testing
6:50Locked: included in All AccessTesting variances: chi-square and FHypothesis Testing
6:49Locked: included in All AccessThe Spearman rank correlation testParametric and Non-Parametric Tests of Independence
6:18Locked: included in All AccessContingency tables and the chi-square test of independenceParametric and Non-Parametric Tests of Independence
6:35Locked: included in All AccessThe four assumptions and residual plotsSimple Linear Regression
5:49Locked: included in All AccessSums of squares, \(R^2\), the ANOVA table and the SEESimple Linear Regression
6:38Locked: included in All AccessTesting the slope: t-test, correlation test and F-testSimple Linear Regression
7:02Locked: included in All AccessFunctional forms: log-lin, lin-log and log-logSimple Linear Regression
6:20Locked: included in All AccessConvertible bonds, warrants and contingent convertiblesFixed-Income Cash Flows and Types
6:21Locked: included in All AccessRepo mechanics: repo rate, initial margin, haircut and variation marginFixed-Income Markets for Corporate Issuers
6:45Locked: included in All AccessPricing a bond with a market discount rateFixed-Income Bond Valuation: Prices and Yields
6:38Locked: included in All AccessBetween coupon dates: accrued interest, flat and full priceFixed-Income Bond Valuation: Prices and Yields
6:19Locked: included in All AccessHow coupon, maturity and yield drive bond pricesFixed-Income Bond Valuation: Prices and Yields
6:27Locked: included in All AccessMatrix pricing for illiquid and new bondsFixed-Income Bond Valuation: Prices and Yields
6:44Locked: included in All AccessPeriodicity and converting annual yieldsYield and Yield Spread Measures for Fixed-Rate Bonds
6:36Locked: included in All AccessCallable bonds: yield-to-call, yield-to-worst and option-adjusted yieldYield and Yield Spread Measures for Fixed-Rate Bonds
6:19Locked: included in All AccessI-spread, Z-spread and option-adjusted spreadYield and Yield Spread Measures for Fixed-Rate Bonds
6:53Locked: included in All AccessPricing an FRN and estimating its discount marginYield and Yield Spread Measures for Floating-Rate Instruments
6:38Locked: included in All AccessBond equivalent yield: comparing money market instrumentsYield and Yield Spread Measures for Floating-Rate Instruments
6:24Locked: included in All AccessPricing a bond with spot ratesThe Term Structure of Interest Rates: Spot, Par, and Forward Curves
6:21Locked: included in All AccessPar rates and the par curveThe Term Structure of Interest Rates: Spot, Par, and Forward Curves
6:24Locked: included in All AccessImplied forward rates from spot ratesThe Term Structure of Interest Rates: Spot, Par, and Forward Curves
6:20Locked: included in All AccessThe three sources of return on a fixed-rate bondInterest Rate Risk and Return
6:42Locked: included in All AccessReinvestment risk, price risk and the duration gapInterest Rate Risk and Return
6:22Locked: included in All AccessCalculating Macaulay duration on a coupon dateInterest Rate Risk and Return
6:41Locked: included in All AccessFrom Macaulay duration to modified durationYield-Based Bond Duration Measures and Properties
6:33Locked: included in All AccessMoney duration and the price value of a basis pointYield-Based Bond Duration Measures and Properties
6:10Locked: included in All AccessEstimating price changes with duration and convexityYield-Based Bond Convexity and Portfolio Properties
6:34Locked: included in All AccessPortfolio duration and convexityYield-Based Bond Convexity and Portfolio Properties
6:37Locked: included in All AccessEffective convexity: callable versus putable bondsCurve-Based and Empirical Fixed-Income Risk Measures
6:42Locked: included in All AccessKey rate duration and yield curve shape riskCurve-Based and Empirical Fixed-Income Risk Measures
5:32Locked: included in All AccessExpected loss: POD × LGDCredit Risk
6:17Locked: included in All AccessHow spread changes move bond pricesCredit Risk
6:04Locked: included in All AccessCalculating credit ratiosCredit Analysis for Corporate Issuers
6:35Locked: included in All AccessSeniority, priority of claims and recoveryCredit Analysis for Corporate Issuers
5:37Locked: included in All AccessTranching: who is paid first and who loses firstFixed-Income Securitization
6:10Locked: included in All AccessCredit enhancement: OC, excess spread and tranchingAsset-Backed Security (ABS) Instrument and Market Features
6:23Locked: included in All AccessPrepayment risk and time tranchingMortgage-Backed Security (MBS) Instrument and Market Features
6:33Locked: included in All AccessAgency and non-agency RMBS, and pass-throughsMortgage-Backed Security (MBS) Instrument and Market Features
6:35Locked: included in All AccessCollateralized mortgage obligations (CMOs)Mortgage-Backed Security (MBS) Instrument and Market Features
5:19Locked: included in All AccessLong, short and leveraged positions: leverage ratio, margin return and margin callsMarket Organization and Structure
5:40Locked: included in All AccessOrders: execution, validity and clearing instructionsMarket Organization and Structure
5:34Locked: included in All AccessWhat an index is: value, price return and total returnSecurity Market Indexes
5:27Locked: included in All AccessPrice-weighted and equal-weighted indexesSecurity Market Indexes
5:24Locked: included in All AccessMarket-cap, float-adjusted and fundamental weightingSecurity Market Indexes
5:34Locked: included in All AccessWeak, semi-strong and strong formsMarket Efficiency
5:25Locked: included in All AccessMarket anomalies I: calendar, momentum, size and valueMarket Efficiency
5:07Locked: included in All AccessPreference shares: cumulative, participating and convertibleOverview of Equity Securities
5:26Locked: included in All AccessBook value, market value, ROE and the cost of equityOverview of Equity Securities
5:40Locked: included in All AccessOperating costs and operating leverageCompany Analysis: Past and Present
5:30Locked: included in All AccessProfitability, market share trends and concentration (HHI)Industry and Competitive Analysis
5:36Locked: included in All AccessIndustry structure: Porter's Five ForcesIndustry and Competitive Analysis
5:30Locked: included in All AccessScenario analysis: risk factors, cost structure and sensitivityCompany Analysis: Forecasting
5:37Locked: included in All AccessIntrinsic value, mispricing and the three model familiesEquity Valuation: Concepts and Basic Tools
5:30Locked: included in All AccessDividends, splits, buybacks and the payment timelineEquity Valuation: Concepts and Basic Tools
4:46Locked: included in All AccessPresent value models: DDM and FCFEEquity Valuation: Concepts and Basic Tools
5:39Locked: included in All AccessPreferred stock and the Gordon growth modelEquity Valuation: Concepts and Basic Tools
4:53Locked: included in All AccessMultistage dividend discount modelsEquity Valuation: Concepts and Basic Tools
5:40Locked: included in All AccessPrice multiples and the method of comparablesEquity Valuation: Concepts and Basic Tools
5:28Locked: included in All AccessEnterprise value multiples, asset-based valuation and choosing a modelEquity Valuation: Concepts and Basic Tools
5:31Locked: included in All AccessFutures contracts and daily settlementForward Commitment and Contingent Claim Features and Instruments
5:45Locked: included in All AccessSwaps as a series of forwardsForward Commitment and Contingent Claim Features and Instruments
5:33Locked: included in All AccessOptions and call payoffsForward Commitment and Contingent Claim Features and Instruments
5:35Locked: included in All AccessPut payoffs and the four option positionsForward Commitment and Contingent Claim Features and Instruments
5:26Locked: included in All AccessCredit default swapsForward Commitment and Contingent Claim Features and Instruments
5:13Locked: included in All AccessForward commitments versus contingent claimsForward Commitment and Contingent Claim Features and Instruments
5:19Locked: included in All AccessArbitrage and the law of one priceArbitrage, Replication, and the Cost of Carry in Pricing Derivatives
5:28Locked: included in All AccessReplicating a forward commitmentArbitrage, Replication, and the Cost of Carry in Pricing Derivatives
5:58Locked: included in All AccessThe cost of carry: income and costs of owning the underlyingArbitrage, Replication, and the Cost of Carry in Pricing Derivatives
5:01Locked: included in All AccessCommodities, convenience yield and carry by asset classArbitrage, Replication, and the Cost of Carry in Pricing Derivatives
5:37Locked: included in All AccessValuing a forward during its lifePricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities
5:40Locked: included in All AccessPricing and valuing FX forwardsPricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities
6:02Locked: included in All AccessImplied forward ratesPricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities
5:48Locked: included in All AccessForward rate agreements (FRAs)Pricing and Valuation of Forward Contracts and for an Underlying with Varying Maturities
5:23Locked: included in All AccessShort-term interest rate futures versus FRAsPricing and Valuation of Futures Contracts
5:29Locked: included in All AccessPricing a swap: the par swap ratePricing and Valuation of Interest Rates and Other Swaps
5:22Locked: included in All AccessSwap price versus swap valuePricing and Valuation of Interest Rates and Other Swaps
5:58Locked: included in All AccessArbitrage: forwards versus options, and option price boundsPricing and Valuation of Options
5:47Locked: included in All AccessFactors that determine an option's valuePricing and Valuation of Options
5:49Locked: included in All AccessFiduciary call, protective put and put–call parityOption Replication Using Put–Call Parity
5:49Locked: included in All AccessSynthetic positions and option strategies from parityOption Replication Using Put–Call Parity
5:43Locked: included in All AccessThe hedge ratio and the riskless portfolioValuing a Derivative Using a One-Period Binomial Model
5:26Locked: included in All AccessRisk neutrality and risk-neutral probabilitiesValuing a Derivative Using a One-Period Binomial Model
6:31Locked: included in All AccessRisk aversion and utilityPortfolio Risk and Return: Part I
6:32Locked: included in All AccessIndifference curves and the capital allocation linePortfolio Risk and Return: Part I
6:48Locked: included in All AccessMeasuring asset and portfolio riskPortfolio Risk and Return: Part I
6:38Locked: included in All AccessCorrelation and the power of diversificationPortfolio Risk and Return: Part I
6:32Locked: included in All AccessMinimum-variance and efficient frontiersPortfolio Risk and Return: Part I
6:42Locked: included in All AccessOptimal risky portfolio and the optimal investor portfolioPortfolio Risk and Return: Part I
6:41Locked: included in All AccessThe risk-free asset, the market portfolio and the CMLPortfolio Risk and Return: Part II
6:10Locked: included in All AccessLending, borrowing and leveraged portfolios on the CMLPortfolio Risk and Return: Part II
6:17Locked: included in All AccessSystematic and nonsystematic riskPortfolio Risk and Return: Part II
6:41Locked: included in All AccessReturn-generating models, the market model and betaPortfolio Risk and Return: Part II
6:29Locked: included in All AccessThe CAPM: assumptions, the SML and its limitsPortfolio Risk and Return: Part II
6:44Locked: included in All AccessSharpe ratio, Treynor ratio, M² and Jensen's alphaPortfolio Risk and Return: Part II
6:49Locked: included in All AccessApplying the CAPM: budgeting, security selection and portfolio buildingPortfolio Risk and Return: Part II
6:41Locked: included in All AccessInstitutional investors and their needsPortfolio Management: An Overview
6:25Locked: included in All AccessRisk objectives and risk tolerance: ability vs willingnessBasics of Portfolio Planning and Construction
6:34Locked: included in All AccessReturn objectives and the required returnBasics of Portfolio Planning and Construction
6:57Locked: included in All AccessConstraints: liquidity, horizon, tax, legal and unique circumstancesBasics of Portfolio Planning and Construction
6:35Locked: included in All AccessCognitive errors versus emotional biasesThe Behavioral Biases of Individuals
7:05Locked: included in All AccessInformation-processing biases: anchoring, mental accounting, framing and availabilityThe Behavioral Biases of Individuals
6:32Locked: included in All AccessEmotional biases I: loss aversion and overconfidenceThe Behavioral Biases of Individuals
6:25Locked: included in All AccessRisk tolerance and risk budgetingIntroduction to Risk Management
6:31Locked: included in All AccessModifying risk: avoid, accept, transfer or shiftIntroduction to Risk Management
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