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May I know for calculating the fair value of swap, why we use 0.64current exchange rate, but not the projected forward rate?

what is a ZCV?

amazing explanation

if we condition on F, where F = 0 , why do we not get back to PD(i)?

@finRGB , So the notional value won't change as the FX rates are locked in at the beginning and since EUR/USD has their own interest rate (Interest rate parity). Won't it have two risk: 1) Interest rate fluctuation risk 2) FX currency risk (where proceeds are received in quote currency and to covert the the same in base currency?

Amazing explanation! thank you so much, it was really helpful

Isn't the left tail is for the loss distribution and right tail for the profit distribution?

Extremely clear, as usual ... which is key for a video on such a technical topic.

Very clear indeed! Thanks!

If we use 3 year historical data, will it predict loss for the next 3 years?

Thanks a lot for the best explain and derivation of the BM! May I ask where is the 2nd part of this topic? That how you convert back from discrete to continuous. Really appreciate it!

Thanks Sir, Simplest explanation😃

Sir an example would be really helpful to grasp the concept better..

Great video as usual ! Thank you so much for clarifying this concept.

Hey I'm extremely weak in Quants, what should I learn before I take the FRM ? Im planning to write it next year in 2025.

Thank you for the video

indians are everywhere now. I started from programming tutorials and now i watch a finance tutorial and look at this :O

very well explained

Great video as always ! I just have a quick question, what's the difference between the usual VaR and Credit VaR ?

Expected Shortfall fixes some of the disadvantages that VaR has. VaR says how much loss can be expected at a certain likelihood. E.S. tells you more about the shape of the bell curve and what happens beyond the VaR level.

Great insight.

Wow

Does this include Machine learning?

Very helpful video. Thank you. On the Volatility smile graph (for bullish markets), I guess the video does not explain on why the In-the-money calls have an Implied Vol (IV) that is so much higher than the At-the-money calls. Would you be able to explain briefly, please?

Thanks a lot sir..... :)

Question: What is the diffrence between the calculation the economic capital and the IRB Risk weight function ? and btw your one of the best teacher i've encontered in youtube thank so much for your videos !

Nice explanation

thank you!!!

Very well explained can you also try to make some videos on option Greeks, Black-Scholes model

For Case B, if 3m implied SOFR is 1.70%, wouldn’t I make a loss on the futures instead of a gain? And the loss from futures will add on to the overall borrowing cost?

I just realised this is the only educational video on IRP, so perfect and making the learner's life easy😃

Very well explained

Intuitive way of understanding why the law of large numbers is talking about mean, and there is nothing that stops us from fluctuating a lot

Superb explanation.

Great presentation, thank you sir, but can you tell me why u divided by 10,000 to get the fwd rate?

Question : what's the diffrence between vasicek for credit risk capital and this vasicek ? Btw your the only one who explain's advanced concepts with simple words in youtube thank you so much.

Hi does anyone trade 3msofr futures?

Very good and succint explanation. Do you do a case example on those calculations anywhere on your channel? it would be really great if you go through the steps with examples.

This video forms Part 2 of three videos on Binomial Option Pricing Model. The other parts are available here: Part 1 (Perfect Hedge approach): ruclips.net/video/GCamKDy9p2M/видео.html Part 2 (Replicating Portfolio approach): ruclips.net/video/Ld9E4f5xxK0/видео.html

This video forms Part 2 of three videos on Binomial Option Pricing Model. The other parts are available here: Part 1 (Perfect Hedge approach): ruclips.net/video/GCamKDy9p2M/видео.html Part 3 (Risk Neutral approach): ruclips.net/video/fEu-2uS7534/видео.html

I like the way you presenting the concept! Simple and clear! Cheers!

P0= around 150?

answer ?

What if my null is U> 10,Alt is U<10 and calculated CI came U<15. Then U>15 will be inconsistent with CI. But not 10< U<15. What does this mean?

Wow that was superb. Thank you so much.

Thanks for the info @finRGB! Can I clarify if the margin on the swap is different from that fix payable leg paid to the bank by the hedge fund? or is it the same thing

goated video thanks bro

the explanation is incorrect. In fact the difference between the "risk neutral world" and the "real world" doesn't affect the volatility of the stochastic process but only its drift term (mean).

This is the most easy to understand explanation i have ever heard! Thank you so much!

Where is the 2% comimg from