The Logic of Risk

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182 videos

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...

Latest Videos

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

Dr. Jürgen Hakala Quants in the Financial derivatives industry in 2025

Prof. Dr. Sara Svaluto-Ferro Signature-based Models. Theory, Calibration, and Expansions

Dr. Artur Sepp Robust Optimization of Multi-Asset Portfolios with Private and Public Assets

Dr. Cyril Bachelard Quant as a service. Active investment solutions at passive costs

Prof. Dr. Nassim N. Taleb Data Hacking in Low and High Dimensions

Prof. Dr. Dilip Madan Financial Finance

Prof. Dr. Lorenzo Torricelli Overcoming misconceptions about local volatility

The Peter Carr Conference Charting the Future of Quantitative Finance

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

Mind in the Making (teaser)

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