EigenValues

[[email protected]]

David, Do you have screencast on EigenValues that i probably missed? Please let me know. Its possible to do one these days if you don't have one.
Thanks.

 

[David Harper CFA FRM]

Hi Kwame,

Thanks for asking. I haven't an eigenvalue screencast yet. I will add to the 'request list.' Thank you very much for asking, I really do like to get requests...

After the FRM, we will be deploying a "for sale" product on "Intro to Quant Finance" that will be very affordable and it will include this topic....

David

 

[nick1234]

Hey David, as a market risk manager at a major investment bank, I have really enjoyed watching your videos. They are very practical and useful for constructing daily risk management tools. Besides VaR, strss testing, and portfolio "greeks", PCA analysis and eigen values/vectors are important tools as well. Do you have any videos on this topic yet (or upcoming)?

thanks,
Nick