The Logic of Risk
Hi there, I am Pasquale and "The Logic of Risk" is my channel containing videos about risk management, extreme value theory, probability, and applications in economics and finance.
I will try to share my knowledge in a clear and hopefully funny way.
For comments and suggestions, please do not hesitate to contact me.
It would be nice if you could also follow me on Twitter: @DrCirillo.
If you want to have an idea of my teaching, you can have a look here: https://www.edx.org/course/introduction-credit-risk-management-delftx-tw3421x-2 (free and open)
More info about me: http://www.pasqualecirillo.eu
Prof. Dr. Josef Teichmann: Path Dependent Modelling in Finance and Technology
Prof. Dr. Umberto Cherubini: Betting around the Clock. Time Change and Long-term Model Risk
Д-р Юрген Хакала: Кванты в индустрии производных финансовых инструментов в 2025 году
Доктор Артур Сепп: Надежная оптимизация многоактивных портфелей с частными и государственными акт...
Dr. Cyril Bachelard: Quant as a service. Active investment solutions at passive costs
Профессор, доктор Нассим Н. Талеб: Взлом данных в низких и высоких измерениях
Prof. Dr. Dilip Madan: Financial Finance
Профессор, доктор Лоренцо Торричелли: Преодоление заблуждений о локальной волатильности
Survival Analysis (Part 3)
Survival Analysis (Part 2)
Survival Analysis (Part 1)
CVA and DVA
An introduction to dependence measures (Part 2)
An introduction to dependence measures (Part 1)
Episodio 1 S3: Il rischio in ambito nucleare
LOR18: Introducing (simple) moments
LOR17: Extremes and Outliers
Episodio 9 S2: La volatilità
LOR16: The quantile function, the survival function and the PDF
LOR15: The cumulative distribution function of a random variable
A teaser of something to come?
LOR14: Sigma-algebras and probability spaces
Episodio 8 S2: La correlazione (di Pearson!)
LOR13: Back to risk, introducing risk measures
LOR12: Keynes, Jeffreys, Jaynes and finally Kolmogorov
LOR11: Probability as logic, and the logic of probability.
Episodio 7 S2: Ergodicità e rischio