Відео

Thank you for sharing. This has been very helpful !

Hi Brian. Thank you for making this video available to us. Are you aware of any library that does this computation in vectorized format, i.e. for multiple stocks simultaneously?

how about scrab data from page directly instead of using yfinace?

Thank you for posting this Brian! Does this work for an arbitrary date? For example September 29, 2008?

Dónde puedo descargar el dataset??

Thanx

❤india

ممنونم خیلی خوب و آموزنده بود

I had no clue you could use Python scripts in Google

Hi Brian, amazing video, but an error shows saying no module named wooldridge in line 5

Have you used panda profiling?

Can you please share this dataset.

can i get the code sir?

All videos are useful.

too informative sir -Abuzar

how to do it without using volatilty? Putting zero is an error obviously

Thank so much, professor. can you help me write command for extract result of GARCH in R to csv???

I was looking for that kind of content all day long. I am happy that I found you channel.

Hello Mr. Brian, i appreciate your work, but i have to ask, in this line where you calculated d1 : EuroPrice = CBlackScholes::BSPrice(Spot,K,r,q,v,T,'P'); d1 = (log(Sx/K) + (r-q+v*v/2.0))/v/sqrt(T); why havent you multiplied (r - q + 0.5v²) by T as in the original paper of Barone Adesi and Whaley ?

Hii I wanted to create a same model based on indian dataset which I have create, I wanted to compare Random forest, knn, xgboost and lstm and I dont have any reference for creating that can you help

where we used vba?

The best lecturer ever! Thanks for sharing

My Vianace , is different , i use nominal numbers for calculations , and not percentage - its a problem?

love the Cython video! do you got any plan on making more videos about Cython implementations? I would love to see more like this. Great content, cheers!

I have to give input to this model so that it predicts whether the company is bankrupt or not. how do i do it? can you please help...?

decent explanation, but not much conceptually gained. Still helpful tho cuz i understand the walkthrough of the calculation now.

outstanding

So is forward float rate and Sk or strick is fixed rate Correct me if m wrong?

So=6.02 is a forward at 5th year or for the 5+3= 8 year

Thank you a million times!

Thank you very much for sharing your work, you have helped me so much, I have no words to say how grateful I am. greetings. :)

Hello Brian, What would you do if you wanted to have the probability of default for 3 years from now?

hello. Great video. I have a question about the outliers. What can we do about them?

hello , thanks for the video please how can I get the book its very intersting

thank for this video, it is very helpful

Where can feed our yield_curve data with live data? Ideally with the same data format

Thank you, very informative!

Hi Brian . My name is Ilker. I am writing from Turkey. Can I Ask a question to you? Can we apply this model within companies? (Merton Structural Model). Thanks.

why is p = 1 - d / u - d ; should it be e^rt - u / u -d ?

Good work sir🙌🏻

Great explanation, thank you for the help.

Promo_SM 🙃

Font size too small..can't see anything on a phone screen. Great content though! Liked and subscribed!

Brian, I appreciate your content on python and the JPM course in particular. I would love to connect with you, I'm a beginner in the space and would like to hear from you on what are the best sources to learn python in a finance context

I took the Stanford course years ago in R but I'm a python user (in finance, NYC) so this is an excellent updated resource. I'm recommending this to some college kids in my extended family. Very nice summary, thank you.

hello sir, why my c++ doesnt have any colour?. Only white and blue for %%writefile main.cpp and %%script bash

Thank you so much, Brian; I just started my study for the CFA L2. For 2024, the CFA added some practice modules related to Python. This will be helpful.

Thanks for your video sir.. Can you give me R code Heston model options pricing 🙏