Teaching Experience
Course: Financial Models / Empirical Finance
I teach a course using the book Elements of Financial Risk Manangement, by Peter Christoffersen. You can find the videos that go over each chapter:
Chapter 1: Youtube Video of Chapter 1
Chapter 2: Youtube Video of Chapter 2
Chapter 3: Youtube Video of Chapter 3
Chapter 4: Youtube Video of Chapter 4 and the video of Excel Exercises Chapter 4
Chapter 5: Youtube Video of Chapter 5
Chapter 6: Youtube Video of Chapter 6
Chapter 7: Youtube Video of Chapter 7
Chapter 8: Youtube Video of Chapter 8
Chapter 9: Youtube Video of Chapter 9 and the video of Excel Exercises Chapter 9
Chapter 10: Youtube Video of Chapter 10Â
Course: Fixed Income Securities
Chapter 1: Introduction Bonds part 1: Youtube Video
Chapter 1: Introduction Bonds part 2: Youtube Video
Chapter 1: Introduction Auctions part 3: Youtube Video
Chapter 1: Introduction Repos part 4: Youtube Video
Chapter 3: Yield to Maturity: Youtube Video
Chapter 4: Forwards: Youtube Video
Chapter 5: Risk Management, Delta part 1: Youtube Video
Chapter 5: Risk Management, Immunization part 2: Youtube Video
Chapter 5: Risk Management, Convexity part 3: Youtube Video
Chapter 5: Risk Management, Theta part 4: Youtube Video
Chapter 5: Risk Management, Barbers and bullets part 5: Youtube Video
Chapter 5: Risk Management, Summary and graphic representation of delta and gamma part 6: Youtube Video
Chapter 6: Interest rate trees part 1: Youtube Video
Chapter 6: Interest rate trees part 2: Youtube Video
Chapter 7: Vasicek part 1: Youtube Video
Chapter 7: Vasicek part 2: Youtube Video
Chapter 7: Vasicek part 3: Youtube Video
Chapter 8: Bond options: Youtube Video
Chapter 9: Bond with embedded options: Youtube Video
Chapter 10: Floating rate notes: Youtube Video
A video on the intuition behind a histogram: