39:09
Brownian Motion (Wiener process)
Brownian Motion (Wiener process)
Financial Mathematics 3.0 - Brownian Motion (Wiener process) applied to Finance
10:08
Paul Wilmott on Quantitative Finance, Chapter 3, First Stochastic Differential Equation
Paul Wilmott on Quantitative Finance, Chapter 3, First Stochastic Differential Equation
In Chapter 3 I learned how to model asset prices using normal returns, both for discrete time and for continuous time using a Wiener process. The first stochastic differential equation!
13:50
Monte Carlo Simulation of Wiener Process for First-Passage Time
Monte Carlo Simulation of Wiener Process for First-Passage Time
The world presents us with many situations whose quantities cannot be analytically found. In some cases, an analytic method is for some reason incomplete or undesirable. A Monte Carlo Simulation is great means for studying stochastic phenomena. Broader than a numerical method but just falling short of a discipline in its own right, this relatively simple general process involving the four steps, designating input variables, randomly generating them, evaluating the output values, and analyzing the simulation, has an unending range of applications in science and applied and pure mathematics. Featured in this video is a brief overview of Monte Carlo Simulation with the example of a Wiener process random walk. The objective is to demonstrate the power as well as the superiority of Monte Carlo Simulation in many of its possible applications. See also: www.youtube.com docs.google.com
0:24
Correlated Wiener Processes
Correlated Wiener Processes
demonstrations.wolfram.com The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily. This Demonstration displays the paths of two correlated Wiener processes. Contributed by: Andrzej Kozlowski
5:37
MBACalculator.com Calculate Market Volatility CAPM
MBACalculator.com Calculate Market Volatility CAPM
Volatility most frequently refers to the standard deviation of the continuously compounded returns of a financial instrument with a specific time horizon. It is often used to quantify the risk of the instrument over that time period. Volatility is typically expressed in annualized terms, and it may either be an absolute number ($5) or a fraction of the mean (5%). Volatility can be traded directly in today's markets through options and variance swaps. For a financial instrument whose price follows a Gaussian random walk, or Wiener process, the volatility increases as time increases. Conceptually, this is because there is an increasing probability that the instrument's price will be farther away from the initial price as time increases. However, rather than increase linearly, the volatility increases with the square-root of time as time increases, because some fluctuations are expected to cancel each other out, so the most likely deviation after twice the time will not be twice the distance from zero. More broadly, volatility refers to the degree of (typically short-term) unpredictable change over time of a certain variable. It may be measured via the standard deviation of a sample, as mentioned above. However, price changes actually do not follow Gaussian distributions. Better distributions used to describe them actually have "fat tails" although their variance remains finite. Therefore, other metrics may be used to describe the degree of spread of the variable. As such <b>...</b>
1:43
Cute Wiener Dog Running in "Slow Motion"
Cute Wiener Dog Running in "Slow Motion"
Look Down for more info on Slow Motion ⇓ Cute Wiener Dog Running in "Slow Motion" Slow Motion is the result of high speed cameras capturing an event and recording it at a noticeably higher fps than the human brain can usually process. What does this mean? Our eyes see at millions of "Frames per Second", which means our eyes can take millions "pictures" every second. Our brains can't process those pictures that fast, so it takes out some of the pictures and our brains receive around 24 fps. Machines can process this data much better than our brains. A camera can shoot and record up to 1 billion fps (as of July of 2011) and record it. When a camera records at say 240 fps that means it takes 240 fps and records it. When the resulting video is replayed it is playing 10 times slower than normal. Now we can view the event at a speed 10 times slower than you would have been able to see. In this case we can see how a dog with such short legs can run so fast!!! So that is Slow Motion Explained Thanks For Watching!!!
2:19
Johann Strauss : Process Polka op.298 - Zubin Mehta / Wiener Philharmoniker
Johann Strauss : Process Polka op.298 - Zubin Mehta / Wiener Philharmoniker
Wonderful !
4:47
Gold Minting Process by Mayer - Germany
Gold Minting Process by Mayer - Germany
Look how the goid coins are minted in Germany by Mayer, the oldest european Minting Factory
58:02
EE Distinguished Lecturer Series: 11/11/10 - Dr. Andrew J. Viterbi
EE Distinguished Lecturer Series: 11/11/10 - Dr. Andrew J. Viterbi
AA Markov proposed and developed a statistical concept which suggests that future action should depend only on the current state of the system or process. Exploitation of the statistical properties of Markov processes has produced important results in optimum linear (Wiener) filtering, with principal applications to navigation, tracking, orbit determination and even economics; and in finite-state sequence determination, with applications to information (Shannon) theory, digital communication, voice and optical character recognition, data recording, search engines, and DNA sequence analysis. Both areas will be discussed and compared, as well as the merits of any societal implications of the Markov concept.
0:16
Brownian Bridge
Brownian Bridge
demonstrations.wolfram.com The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily. A Brownian bridge is a continuous stochastic process with a probability distribution that is the conditional distribution of a Wiener process given prescribed values at the beginning and end of the process. This Demonstration displays a specified number... Contributed by: Andrzej Kozlowski
3:19
Johann Strauß II - Process-Polka (Polka schnell), op.294
Johann Strauß II - Process-Polka (Polka schnell), op.294
ポルカ「訴訟」 from NEW YEAR CONCERT 2000 Composed by Johann Strauss II Performed by Wiener Philharmoniker Conducter : Riccardo MUTI 作曲:ヨハン・シュトラウスⅡ 演奏:ウィーン・フィルハーモニー管弦楽団指揮:リッカルド・ムーティ
3:26
Dr. Greg Wiener on NBC 5 Chicago
Dr. Greg Wiener on NBC 5 Chicago
Board certified plastic and reconstructive surgeon Dr. Gregory Wiener comments on comments on scar maintenance and prevention. Just because an incision or cut has healed does not mean that the maintenance process is over. Dr. Greg Wiener urges anyone who is at risk of scarring due to surgery, accidents or acne to take avid steps to avoiding scarring.
7:32
St. Cloud Skate Plaza
St. Cloud Skate Plaza
A video about the process of the St. Cloud Skate Plaza opening up at Heritage Park. Editing by Mike Wiener, Mike Thienes, Jake Kamenick and Scott Thiry. Footage from The Youth Shelter Supply, Jake Kamenick, Austin Lee and Mike Chau. Music from The XX-Crystalised and Fragile State-Every day a Story.
4:06
Aaron Wiener-Artist, Teacher, Dreamer of Dreams
Aaron Wiener-Artist, Teacher, Dreamer of Dreams
An introduction to the art and life of Water Gallery co-founder Aaron Wiener.
3:50
Art Interactive: Crossing Narratives with Mark Wiener!
Art Interactive: Crossing Narratives with Mark Wiener!
This is a short film of our recent interactions with Mark Wiener. Brought to you by the Roger Smith Hotel and Panman Productions. Panman Mixtape no 31 Crossing Narratives "Millions of feet mark the city streets every day - people, likely unaware of their actions... Responding to this as an observer, I create the works I call Crossing Narratives" - Mark Wiener, 2009 Mark Wiener (b. New York City, 1951) studied under Bauhaus influences at Philadelphia College of Art, where he focused on painting and photography. Driven by visionaries Alexi Brodivitch, Frank Zachry and Alexander Lieberman, he developed an open mind toward working in simultaneously in several disciplines. Devoting his first years to photography and photojournalism, Wiener, based upon observation of Irving Penns process, conceived of an approach to painting he calls, the white surface - an acting out of a visual story during the creation of the work - which became and remains a driving force, alongside the Bauhaus ideal of the underlying structure in concert with natural spontaneity. In Wieners latest works it is manifest as his organic gesture of throwing, dripping and pouring paint, orchestrated between drawing and painting layers of geometric objects. The Roger Smith is a hub for social media in #NYC. People. Art. Food. Wine. For 10% off our best available rooms rate: bit.ly web: rogersmith.com blog: rogersmithlife.com fb: facebook.com twitter: twitter.com
1:26
Art Interactive with Mark Wiener
Art Interactive with Mark Wiener
Mark Wiener (b. New York City, 1951) is an abstract painter who studied under Bauhaus influences at Philadelphia College of Art, where he focused on painting and photography. Driven by visionaries Alexi Brodivitch, Frank Zachry and Alexander Lieberman, he developed an open mind toward working in simultaneously in several disciplines. Devoting his first years to photography, Wiener, based upon observations of Irving Penns process, he conceived of an approach to painting he calls, the white surface - an acting out of a visual story during the creation of the work - which became and remains a driving force, alongside the Bauhaus ideal of the underlying structure in concert with natural spontaneity. In Wieners latest works it is manifest as his organic gesture of throwing, dripping and pouring paint, orchestrated between drawing and painting layers of geometric objects. The Roger Smith is a hub for social media in #NYC. People. Art. Food. Wine. For 10% off our best available rooms rate: bit.ly web: rogersmith.com blog: rogersmithlife.com fb: facebook.com twitter: twitter.com
3:12
"The Building Blocks of a Successful Virginia Workers' Compensation Case," Eric Wiener
"The Building Blocks of a Successful Virginia Workers' Compensation Case," Eric Wiener
Link to Lawline CLE Seminar: www.lawline.com Course Description: For individuals who have been injured on the job, it is imperative to timely file a proper workers' compensation claim in order to maximize benefits. Join Virginia employment attorney Eric Wiener in this program that walks viewers through the process of building a successful workers' compensation case. Mr. Wiener provides practical tips on gathering key information from clients and initiating the claim. He reviews the types of compensation that may be awarded by Virginia's Workers' Compensation Commission (TTD, TPD, PPD), explains how to conduct discovery, and discusses the possible outcomes of a claim. Mr. Wiener concludes with a discussion of the hearing, post-hearing hearing, and strategies for settling claims. This is a great course for attorneys who would like to learn about Virginia's workers' compensation process.
3:05
Nina Levett: Silkscreen Printing Process
Nina Levett: Silkscreen Printing Process
www.ninalevett.com
10:53
Rep. Anthony Weiner on Rachel Maddow Show
Rep. Anthony Weiner on Rachel Maddow Show
THISVIDEO IS "FAIR USE" COMMENTARY OF NEWSWORTHY RESEARCH VALUE. IT'S USE FALLS UNDER THE CATEGORY OF NON-COMMERCIAL FREE SPEECH. STANDARD COPYRIGHT LAW DOES NOT APPLY. I REQUEST SAFE HARBOR UNDER THE FAIR USE DOCTRINE PERMITTED BY THE FIRST AMENDMENT OF THE CONSTITUTION OF THE UNITED STATES OF AMERICA. (In accordance with Title 17 USC Section 107, this material is distributed without profit to those who have expressed a prior interest in receiving the included information for research and educational purposes.) The Rachel Maddow Show, MSNBC, 8-21-2009 rachel maddow anthony weiner universal health care public option government single payer insurance hr3200 hr676 medicare for all
6:41
Atkins Diet Recipes Low Carb Wiener Schnitzel How To Lose Weight Fast
Atkins Diet Recipes Low Carb Wiener Schnitzel How To Lose Weight Fast
mgjmp.com DOWNLOAD YOUR COPY NOW FOR FREE.... Dreaming about loosing weight quickly? Treadmills and weight vests certainly can help" Tens of thousands of men and women in more than 141 countries are now enjoying the lean and muscular bodies they never believed they could have. The best part is, they did it without drugs, supplements or starvation diets, and without messing up their metabolisms... mgjmp.com The Real Secret To Permanent Fat Loss is NON-STOP MOTIVATION! Here is the TRUTH about creating long-term weight loss tips! There is "no such thing" as a good, bad, right, wrong, perfect, or imperfect weight loss strategy, approach or program! There are only "different kinds" of weight loss strategies, approaches and programs that "suit" different kinds of people! Check out this link and try this program for remarkable changes that will going to happen to you right now... mgjmp.com How Atkins Diet Help In Losing Weight? Atkins Diet is a system that enables our body to lose weight in a natural way by inducing a change in metabolism. Our body is capable of burning both fat and carbohydrates to provide the energy required to function properly. Carbohydrate, in the form of glucose, is the first fuel used to provide energy to our body. Dr Atkins suggests that when we reduce our intake of carbohydrates significantly, our body convert from burning carbohydrates to burning fat as fuel. This process is known as lipolysis. The secondary result of this process is ketosis. When fat <b>...</b>
9:00
Victor DeLuca & Ann Wiener, Jessie Smith Noyes Foundation
Victor DeLuca & Ann Wiener, Jessie Smith Noyes Foundation
Leadership Insights What Foundation Executives and Trustees are Saying About Diversity and Inclusion A video series featuring leaders sharing their insights about their organizational journey to become more diverse and inclusive and lessons learned along the way.