Mathematical Models of Financial Derivatives: Oxford Mathematics 3rd Year Student Lecture

Ғылым және технология

Our latest student lecture features the first lecture in the third year course on Mathematical Models of Financial Derivatives from Sam Cohen where students learn that the aim of any financial model is not to make money but to avoid being exploited.
We are making these lectures available to give an insight in to the student experience and how we teach Maths in Oxford. All first and second year lectures are followed by tutorials where students meet their tutor to go through the lecture and associated problem sheet and to talk and think more about the maths. Third and fourth year lectures are followed by classes.
You can also watch many other student lectures via our main Student Lectures playlist (also check out specific student lectures playlists): • Oxford Mathematics Stu...

Пікірлер: 91

  • @AlonsoRules
    @AlonsoRules4 жыл бұрын

    I never knew Charles Darwin decided to study maths

  • @waverider1674

    @waverider1674

    4 жыл бұрын

    may be he had evolved into a mathematician :)

  • @mrs.kmansingh5622

    @mrs.kmansingh5622

    4 жыл бұрын

    @@waverider1674 yah in galapagous island

  • @alfiemed1317

    @alfiemed1317

    4 жыл бұрын

    More like boltzmann

  • @sakhawat2moon

    @sakhawat2moon

    4 жыл бұрын

    haha, You Anthony Kerich are Very funny😁

  • @spookidrew4284

    @spookidrew4284

    3 жыл бұрын

    @@mrs.kmansingh5622 you mean galapa-goose island 🤣😂😭

  • @garrycotton7094
    @garrycotton70943 жыл бұрын

    Much better than many of the other recorded Oxford lectures I've seen. Much more engaging.

  • @j.a.emmanueltemplemann5627
    @j.a.emmanueltemplemann56276 ай бұрын

    Sam Cohen is a great teacher. Thank you Sam and Oxford Uni for Sharing.

  • @elisaordeman2546
    @elisaordeman25464 жыл бұрын

    I have absolutely no idea what he is talking about nor whats going on, but this man makes it so interesting! I love this man

  • @vishruthdhamodharan

    @vishruthdhamodharan

    3 жыл бұрын

    Same here xD

  • @fjtjeoslek
    @fjtjeoslek4 жыл бұрын

    it s really good asmr.. i fell asleep within like 30 seconds..

  • @grf73tube
    @grf73tube4 жыл бұрын

    Now I want to see the next lecture! :P

  • @vishwajitsinhdayma5774
    @vishwajitsinhdayma57744 жыл бұрын

    THANK YOU SO MUCH PLEASE CONTINUE TO GIVE MORE KNOWLEDGE About a fenomenal topic Mathematical Model🙏 .

  • @aaabbb-py5xd

    @aaabbb-py5xd

    2 жыл бұрын

    Learn to spell.

  • @s.d.1985

    @s.d.1985

    2 жыл бұрын

    😂

  • @vibinpenguin7021
    @vibinpenguin70212 жыл бұрын

    This is so great! As a Y12 student, even though a lot of it went over my head, it really did make me interested!

  • @brianterry8775

    @brianterry8775

    2 жыл бұрын

    Just as a note, I'm watching this having done a degree in mathematics and taken modules in math finance. I went to an ok (but definitely not good) uni for maths and can understand all of this fine (I'm watching it for revision as I want to do some further study on the topic). I'm sure the lectures ramp up in difficulty and the problem sheets are likely very tricky but when you come to picking universities next year, don't think Oxford is the only place this gets taught :p Might be useless info but I wish someone said that to me honestly when I was picking unis 😂 (p.s. if you're thinking of studying maths/statistics at uni do actually hit me up as I can talk for days about it but otherwise feel free to discount this as unsolicited, unwanted advice 😂)

  • @vibinpenguin7021

    @vibinpenguin7021

    2 жыл бұрын

    @@brianterry8775 I totally get what you are saying, not even applying to Oxford lol but my youtube recommended page is a strange place. A lot of my current choices for unis are pretty competitive but I think I will be fine... hopefully.

  • @Ghost____Rider

    @Ghost____Rider

    2 жыл бұрын

    @@brianterry8775 hi I'm a maths student too haha

  • @celine9174

    @celine9174

    2 жыл бұрын

    same there were some concepts which were kind of difficult to understand but i'm interested in learning more

  • @eduardoolsson1702
    @eduardoolsson17023 жыл бұрын

    Wow love this thanks u @oxford for this video

  • @mhs90
    @mhs903 жыл бұрын

    I just kept watching because of his nice handwriting

  • @olbaprabocse9940
    @olbaprabocse99404 жыл бұрын

    Just watched a 50 minute restoration of a super nintendo... Basic ASMR Now im ready for this advanced ASMR

  • @kmishy
    @kmishy3 жыл бұрын

    I found a genius prof

  • @kenkl123
    @kenkl1232 жыл бұрын

    Are there more lectures on this?

  • @vishv3062
    @vishv30624 жыл бұрын

    Thanks .....

  • @jisanhasnat6770
    @jisanhasnat67704 ай бұрын

    Thank you for sharing this

  • @hiderunbride8431
    @hiderunbride84314 жыл бұрын

    Love those white boards.

  • @dylanbesson2117
    @dylanbesson21174 жыл бұрын

    15:18 You can ‘owne’?

  • @SOMITON
    @SOMITON4 жыл бұрын

    thnk u teacher sam

  • @PARENTALADVISORYPODCAST

    @PARENTALADVISORYPODCAST

    4 жыл бұрын

    Professor

  • @martinc.720

    @martinc.720

    4 жыл бұрын

    *Thank

  • @ranausama5763
    @ranausama57634 ай бұрын

    I need the complete mathematical model related to demand demand-driven input-output model and supply driven input-output model related to energy shortages' impact on Pakistan's economy. Can you provide it to me?

  • @adarsh.98
    @adarsh.98Ай бұрын

    Can we get more of these lectures,?

  • @gombalmukiyopujaanku
    @gombalmukiyopujaanku4 жыл бұрын

    Forget Calculus..I like this math, bcos it's talk about money..!

  • @CHROMIUMHEROmusic

    @CHROMIUMHEROmusic

    4 жыл бұрын

    Calculus is frequently involved in mathematical finance, so its still very useful

  • @xsamsungg5735

    @xsamsungg5735

    4 жыл бұрын

    He said "Mathematical Models of Financial Derivatives", that is literally calculus...

  • @lesserspottedmugwump.363

    @lesserspottedmugwump.363

    4 жыл бұрын

    It’s maths.

  • @letsgoramesh548
    @letsgoramesh5483 жыл бұрын

    I am thinking that why not large white board are in my college+2. It's take to clean the board holl time

  • @mohammedaa7973
    @mohammedaa79732 жыл бұрын

    I have question. Is the mathematical models in finance is applied on the practical side or not ? I am afraid if banks not apply it special in Arab countries. Please clarify to me.

  • @anglonrx2754

    @anglonrx2754

    Ай бұрын

    Mathematical models are the basis of modern finance. So yes, they are applied.

  • @GordonHugenay
    @GordonHugenay3 ай бұрын

    is there some way to see the rest of this lecture?

  • @OxfordMathematics

    @OxfordMathematics

    3 ай бұрын

    If you mean the whole course, then no, this is the only lecture from the course for now, though we will show more in the future.

  • @dac8939
    @dac8939 Жыл бұрын

    At least some useful maths that can actually use in real world to make $$$

  • @dongkengdiponegoro8900
    @dongkengdiponegoro89002 жыл бұрын

    What is white board called?

  • @lihlezonela6377
    @lihlezonela63774 жыл бұрын

    So Charles Darwin is a time traveller?

  • @omarsaid8518
    @omarsaid85182 жыл бұрын

    He actually sounds like my Financial Director Cousins.

  • @greenieone1838
    @greenieone18382 жыл бұрын

    contintiniously

  • @chungcheeyuen2644
    @chungcheeyuen26444 жыл бұрын

    Can anyone hit profit in stock market after watching this video lecture

  • @AlonsoRules

    @AlonsoRules

    4 жыл бұрын

    not at the moment unless you can get away with short selling

  • @thebeerwaisnetwork8024
    @thebeerwaisnetwork80244 жыл бұрын

    I have so many criticisms.

  • @sb_dunk

    @sb_dunk

    4 жыл бұрын

    Well, share them then.

  • @johnc.wrigley6147

    @johnc.wrigley6147

    4 жыл бұрын

    @@sb_dunk Financial mathematics is a load of bunk. These models are more customary than anything else. There is no more truth to a Black-Scholes or a risk-neutral pricing result than any other number, since it relies on impossible assumptions . It might "make sense" in a ideal market, but in the real-world it corresponds to an essentially arbitrary set of technical conditions and model specification, the idea of a self-replicating portfolio.

  • @sb_dunk

    @sb_dunk

    4 жыл бұрын

    @@johnc.wrigley6147 In a world where you barter, a monetary system is inevitable, value will be need to be calculated and financial analysis will naturally arise. I feel like a more appropriate conclusion would be that financial mathematics is immature rather than useless. Can you give me an example of an assumption that is impossible? It's worth noting that assumptions have to be made in any field, including pure mathematics.

  • @johnc.wrigley6147

    @johnc.wrigley6147

    4 жыл бұрын

    @@sb_dunk The assumptions in Black-Scholes are never realized in actual markets (1) no transaction costs, (2) continuous price quotes, (3) price follows geometric Brownian motion, (4) constant volatility. I suggest you learn more about this subject before trying to pontificate. It is a fascinating field that deserves to be challenged, but not in such inane terms. Financial mathematics, if anything, is mature and now dying due to the rug being pulled under itself in the 2008 crisis. Most quant shops now use machine learning and treat pricing as an arbitrary optimization problem. Happy reading! en.wikipedia.org/wiki/Black%E2%80%93Scholes_model

  • @sb_dunk

    @sb_dunk

    4 жыл бұрын

    @@johnc.wrigley6147 So your issue is with Black-Scholes and valuation of derivatives rather than financial mathematics as a whole? I also find your statement about needing to learn more before pontificating incredibly ironic.

  • @finstat5439
    @finstat54392 жыл бұрын

    Why there is no class interaction? He is just teaching, teaching and teaching. Is it the normal way of teaching in UK?

  • @aaabbb-py5xd

    @aaabbb-py5xd

    2 жыл бұрын

    Wtf do you expect the class to say when the class is learning about 1+1=2

  • @finstat5439

    @finstat5439

    2 жыл бұрын

    @@aaabbb-py5xd I also teach finance but never taught like this. I always try to engage the class. This course can be made very interesting by incorporating various example and engagung students by asking them questions.

  • @aaabbb-py5xd

    @aaabbb-py5xd

    2 жыл бұрын

    @@finstat5439 If the prospect of $$$$$$$$$$$$$$$$$$$$$ is insufficient to engage and interest your students, you need to disband your trailer trash student body, but then again, you'd be without a job so you wouldn't actually disband your diploma mill. Simply put, students are not served when made to suffer through a lecturer's pathetic attempt to prove his or her worth. Moreover, I suspect your "examples" and "enrichment material" is not much besides gossip, so dealt to hide your own mediocrity that you are acutely aware of. Stop watering down your curriculum with "examples". Stand up and read this paragraph aloud as many times as you need to change your behavior.

  • @cnutsiggardason2014

    @cnutsiggardason2014

    2 жыл бұрын

    lecturers lecture and tutors tutor

  • @celine9174

    @celine9174

    2 жыл бұрын

    I think Oxford has a tutorial system so there’s more engagement during the tutorials I guess

  • @olbaprabocse9940
    @olbaprabocse99404 жыл бұрын

    Advanced ASMR

  • @Zz-hq8gn
    @Zz-hq8gn2 жыл бұрын

    In germany professor dont give a fuck about students. Imagine have this man as a lecturer

  • @Quarantineism

    @Quarantineism

    Ай бұрын

    Then you wouldn't pass.

  • @louisdang8477
    @louisdang84773 жыл бұрын

    Gamestonk

  • @BlijVrouw
    @BlijVrouw4 жыл бұрын

    Okay, who else clicked for the beard?

  • @mrboyban
    @mrboyban4 жыл бұрын

    Is that Santa Claus undercover?

  • @YD07
    @YD073 жыл бұрын

    LOOL, he spelt Own wrong with owne

  • @Sleepless-777
    @Sleepless-7773 жыл бұрын

    I THING HE HAVE THE BEARD JUST FOR LOOKING AS A REAL PROFESSOR

  • @faisalbarliandi3204
    @faisalbarliandi32044 жыл бұрын

    3rd

  • @bytrixx6901
    @bytrixx69013 жыл бұрын

    ._.XD

  • @sardanapale2302
    @sardanapale23024 жыл бұрын

    The problem are not simple vanilla derivatives, that is the complex ones, exotics, that are the cause of crisis. That and greed. Greed.

  • @HienNguyen-jv1px
    @HienNguyen-jv1px2 жыл бұрын

    now hear me out. At this point math isn't about numbers anymore, it had turned into English and symbols.

  • @Amankumar-ci1yj
    @Amankumar-ci1yj4 жыл бұрын

    1 St comment

  • @awarabacha750
    @awarabacha7504 жыл бұрын

    Assalamu Alaikum sir University mathematic Quran ? Pakistan sammer abbas

  • @deer4684
    @deer46843 жыл бұрын

    Boring hits

  • @thecasualfront7432
    @thecasualfront74324 жыл бұрын

    Propaganda mathematics

  • @johnc.wrigley6147

    @johnc.wrigley6147

    4 жыл бұрын

    Yep. Just like most of economics, but especially quantitative finance. A load of nonsense to mystify a layperson away from asking, why the **** do you people get to gamble like this???

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