Скачать или смотреть Quantitative Valuations Expert: David Shimko

I had a blast chatting with David Shimko. We discussed a range of topics from his new book that he is working on that covers a more modern approach to valuation to education and training of new quants. Some interesting topics covered are around the CAPM and options pricing.

Simpler Option Pricing (David Shimko):
   • The Peter Carr Memorial Conference: David ...  

Dan Stefanica's Primer on Linear Algebra (affiliate link):
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0:00 Who is David Shimko
2:00 Why the Same University
2:49 Option Pricing in Valuations
3:49 Peter Carr
4:42 What Happen to Super Star Academics?
7:03 Are Quant Accepted?
8:14 Are Quants too Broad
10:21 What is Finance Valuation?
13:28 Negative Valuation Models
15:45 Financial Engineers in Finance
18:22 Option Pricing from Discrete CAPM
21:33 Option Pricing without Stochastic Calculus
22:41 Finance Needs to Be Challenged
23:45 Black Scholes Assumptions Fail
30:42 Writing a Textbook
31:47 Intertemporal Correlations in Valuation
33:36 How to Teach Quant Finance
36:04 Utility Functions
38:52 How to Engage Students
41:20 Homework in Class
42:50 Breaking the Check the Box Mentality
46:16 Machine Learning in Finance
48:15 Math in Machine Learning
49:52 Machine Learning for Option Pricing
51:56 Hardest Concept for Quants
52:46 Consulting Advantage
56:58 Recommended Study Materials
57:41 Common Grad Student Weakness
59:04 Finance Education is Missing
1:00:17 Don't Do Finance for the Money
1:01:46 Risk Management in #1 Quant Job
1:04:03 How to Weed Out Students


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