The Logic of Risk

@UC_0XoTuNrd_B7V0S7Q0FoVA - 10.7K subscribers

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: www.edx.org/course/introduction-credit-risk-manage… (free and open) More info about me: www.pasqualecirillo.eu

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Prof. Dr. Josef Teichmann: Path Dependent Modelling in Finance and Technology

Prof. Dr. Josef Teichmann: Path Dependent Modelling in Finance and Technology The Logic of Risk

261 views - 3 months ago

Prof. Dr. Umberto Cherubini: Betting around the Clock. Time Change and Long-term Model Risk

Prof. Dr. Umberto Cherubini: Betting around the Clock. Time Change and Long-term Model Risk The Logic of Risk

153 views - 3 months ago

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

Dr. Jürgen Hakala: Quants in the Financial derivatives industry in 2025 The Logic of Risk

155 views - 3 months ago

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

Prof. Dr. Sara Svaluto-Ferro: Signature-based Models. Theory, Calibration, and Expansions The Logic of Risk

107 views - 3 months ago

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

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

192 views - 3 months ago

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

Dr. Cyril Bachelard: Quant as a service. Active investment solutions at passive costs The Logic of Risk

123 views - 3 months ago

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

Prof. Dr. Nassim N. Taleb: Data Hacking in Low and High Dimensions The Logic of Risk

1.1K views - 3 months ago

Prof. Dr. Dilip Madan: Financial Finance

Prof. Dr. Dilip Madan: Financial Finance The Logic of Risk

128 views - 3 months ago

Prof. Dr. Lorenzo Torricelli: Overcoming misconceptions about local volatility

Prof. Dr. Lorenzo Torricelli: Overcoming misconceptions about local volatility The Logic of Risk

164 views - 3 months ago

The Peter Carr Conference: Charting the Future of Quantitative Finance

The Peter Carr Conference: Charting the Future of Quantitative Finance The Logic of Risk

247 views - 3 months ago

Survival Analysis (Part 3)

Survival Analysis (Part 3) The Logic of Risk

119 views - 3 months ago

Survival Analysis (Part 2)

Survival Analysis (Part 2) The Logic of Risk

74 views - 3 months ago

Survival Analysis (Part 1)

Survival Analysis (Part 1) The Logic of Risk

195 views - 3 months ago

CVA and DVA The Logic of Risk

260 views - 3 months ago

An introduction to dependence measures (Part 2)

An introduction to dependence measures (Part 2) The Logic of Risk

237 views - 4 months ago

An introduction to dependence measures (Part 1)

An introduction to dependence measures (Part 1) The Logic of Risk

255 views - 4 months ago

Episodio 1 S3: Il rischio in ambito nucleare

Episodio 1 S3: Il rischio in ambito nucleare The Logic of Risk

378 views - 4 months ago

Mind in the Making (teaser)

Mind in the Making (teaser) The Logic of Risk

252 views - 4 months ago

LOR18: Introducing (simple) moments

LOR18: Introducing (simple) moments The Logic of Risk

369 views - 9 months ago

LOR17: Extremes and Outliers

LOR17: Extremes and Outliers The Logic of Risk

256 views - 9 months ago

Episodio 9 S2: La volatilità

Episodio 9 S2: La volatilità The Logic of Risk

368 views - 9 months ago

LOR16: The quantile function, the survival function and the PDF

LOR16: The quantile function, the survival function and the PDF The Logic of Risk

210 views - 10 months ago

LOR15: The cumulative distribution function of a random variable

LOR15: The cumulative distribution function of a random variable The Logic of Risk

193 views - 10 months ago

A teaser of something to come?

A teaser of something to come? The Logic of Risk

326 views - 10 months ago

LOR14: Sigma-algebras and probability spaces

LOR14: Sigma-algebras and probability spaces The Logic of Risk

238 views - 10 months ago

Episodio 8 S2: La correlazione (di Pearson!)

Episodio 8 S2: La correlazione (di Pearson!) The Logic of Risk

374 views - 11 months ago

LOR13: Back to risk, introducing risk measures

LOR13: Back to risk, introducing risk measures The Logic of Risk

306 views - 11 months ago

LOR12: Keynes, Jeffreys, Jaynes and finally Kolmogorov

LOR12: Keynes, Jeffreys, Jaynes and finally Kolmogorov The Logic of Risk

385 views - 11 months ago

LOR11: Probability as logic, and the logic of probability.

LOR11: Probability as logic, and the logic of probability. The Logic of Risk

3K views - 11 months ago

Episodio 7 S2: Ergodicità e rischio

Episodio 7 S2: Ergodicità e rischio The Logic of Risk

723 views - 11 months ago

LOR10: Fighting the hydra of frequentism, or why subjectivism is preferable

LOR10: Fighting the hydra of frequentism, or why subjectivism is preferable The Logic of Risk

260 views - 11 months ago

LOR9: Probability does not exist, or the subjectivist approach

LOR9: Probability does not exist, or the subjectivist approach The Logic of Risk

276 views - 11 months ago

Episodio 6 S2: L'accettabilità del rischio

Episodio 6 S2: L'accettabilità del rischio The Logic of Risk

177 views - 1 year ago

LOR8: Propensity in play, from quantum mechanics to one-shot events

LOR8: Propensity in play, from quantum mechanics to one-shot events The Logic of Risk

279 views - 1 year ago

LOR7: Probability as propensity

LOR7: Probability as propensity The Logic of Risk

258 views - 1 year ago

Episodio 5 S2: Risk Inequality, quando il rischio non è uguale per tutti.

Episodio 5 S2: Risk Inequality, quando il rischio non è uguale per tutti. The Logic of Risk

187 views - 1 year ago

LOR6: Frequentism, its pros and its cons

LOR6: Frequentism, its pros and its cons The Logic of Risk

309 views - 1 year ago

Brain Teasers: 17. The missing integers (summation formulas).

Brain Teasers: 17. The missing integers (summation formulas). The Logic of Risk

167 views - 1 year ago

LOR5: Moving toward Frequentism

LOR5: Moving toward Frequentism The Logic of Risk

290 views - 1 year ago

Episodio 4 S2: Chi decide sul rischio?

Episodio 4 S2: Chi decide sul rischio? The Logic of Risk

177 views - 1 year ago

Brain Teasers: 16. A simple exercise about correlation.

Brain Teasers: 16. A simple exercise about correlation. The Logic of Risk

239 views - 1 year ago

LOR4: The classical definition of probability

LOR4: The classical definition of probability The Logic of Risk

382 views - 1 year ago

Brain Teasers: 15. The standard Brownian motion is a martingale.

Brain Teasers: 15. The standard Brownian motion is a martingale. The Logic of Risk

194 views - 1 year ago

Brain Teasers: 14. A Simple Exercise on the Binomial Random Variable and the Method of Moments.

Brain Teasers: 14. A Simple Exercise on the Binomial Random Variable and the Method of Moments. The Logic of Risk

194 views - 1 year ago

Brain Teasers: 13. The Put-Call Parity as a necessary condition for the absence of arbitrage.

Brain Teasers: 13. The Put-Call Parity as a necessary condition for the absence of arbitrage. The Logic of Risk

186 views - 1 year ago

LOR3: The possibility of harm, or an intro to probability

LOR3: The possibility of harm, or an intro to probability The Logic of Risk

370 views - 1 year ago

The CreditRisk+ Model (Part 2)

The CreditRisk+ Model (Part 2) The Logic of Risk

303 views - 1 year ago

The CreditRisk+ Model (Part 1)

The CreditRisk+ Model (Part 1) The Logic of Risk

881 views - 1 year ago

Episodio 3 S2: La comunicazione del rischio

Episodio 3 S2: La comunicazione del rischio The Logic of Risk

249 views - 1 year ago

LOR2: Harm as a component of risk

LOR2: Harm as a component of risk The Logic of Risk

560 views - 1 year ago

LoR 1: What is risk?

LoR 1: What is risk? The Logic of Risk

1.2K views - 1 year ago

LOR1: What is risk?

LOR1: What is risk? The Logic of Risk

625 views - 1 year ago

Episodio 2 S2: Il tempo come dimensione del rischio

Episodio 2 S2: Il tempo come dimensione del rischio The Logic of Risk

148 views - 1 year ago

Episodio 1 S2: Il Paradosso della Ringhiera

Episodio 1 S2: Il Paradosso della Ringhiera The Logic of Risk

280 views - 1 year ago

Low Default Portfolios (Part 2)

Low Default Portfolios (Part 2) The Logic of Risk

928 views - 3 years ago

Low Default Portfolios (Part 1)

Low Default Portfolios (Part 1) The Logic of Risk

2K views - 3 years ago

Pseudo-sums, contingent claims, and a generalized memoryless property

Pseudo-sums, contingent claims, and a generalized memoryless property The Logic of Risk

331 views - 3 years ago

Episodio 19QRM: La legge e la variabile aleatoria di Pareto

Episodio 19QRM: La legge e la variabile aleatoria di Pareto The Logic of Risk

98 views - 1 year ago

Episodio 18QRM: Ancora sulle fallacie logiche, tra tacchini, cani e altre amenità.

Episodio 18QRM: Ancora sulle fallacie logiche, tra tacchini, cani e altre amenità. The Logic of Risk

79 views - 1 year ago

Episodio 17QRM: Gestione del rischio e logica, tra struzzi e confronti un tanto al chilo.

Episodio 17QRM: Gestione del rischio e logica, tra struzzi e confronti un tanto al chilo. The Logic of Risk

130 views - 1 year ago