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Random Walks (VIDEO PLAYLIST)
Bodily, Samuel E. Video Playlist QA-0879 / Published July 13, 2017 / Duration 1:33:01
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Product Overview

This series of videos introduces the concept of a random walk and gives the model and specific estimation procedures for three random walks and their application. These videos may be used as an online class session in a course, on decision modeling, financial simulation, risk analysis, decision analysis, or forecasting. This would be useful for someone intending to model and simulate time streams of rates and prices. Seven videos, totaling 90 minutes, covers arithmetic, multiplicative, and mean reversion random walks. The basic principles of each type of random walk are covered. Using real data, such as unemployment rates, oil prices, or stock prices, and the MS Excel add-in Crystal Ball, you will learn how to estimate and simulate random walks.

Videos List

Random Walks: Models, Estimation, and Simulation (VIDEO) / QA-0867
Comparing Dependent, Independent, and Random Walks using Crystal Ball (VIDEO) / QA-0868
Arithmetic Random Walk: Models, Estimation, and Simulation (VIDEO) / QA-0869
Arithmetic Random Walk with Drift (VIDEO) / QA-0870
Estimating an Arithmetic Random Walk (VIDEO) / QA-0871
Estimating an Arithmetic Random Walk with and without Drift Using Crystal Ball (VIDEO) / QA-0872
Geometric Random Walk: Models, Estimation, and Simulation (VIDEO) / QA-0873
Estimating a Continuous Geometric Random Walk (VIDEO) / QA-0874
Estimating a Discrete Geometric Random Walk (VIDEO) / QA-0875
Mean-Reverting Random Walk: Models, Estimation, and Simulation (VIDEO) / QA-0876
Comparing an Arithmetic Mean-Reverting Random Walk with a Geometric Mean-Reverting Random Walk (VIDEO) / QA-0877
Estimating the Parameters of an Arithmetic Mean-Reverting Random Walk (VIDEO) / QA-0878


  • Videos List

    Videos List

    Random Walks: Models, Estimation, and Simulation (VIDEO) / QA-0867
    Comparing Dependent, Independent, and Random Walks using Crystal Ball (VIDEO) / QA-0868
    Arithmetic Random Walk: Models, Estimation, and Simulation (VIDEO) / QA-0869
    Arithmetic Random Walk with Drift (VIDEO) / QA-0870
    Estimating an Arithmetic Random Walk (VIDEO) / QA-0871
    Estimating an Arithmetic Random Walk with and without Drift Using Crystal Ball (VIDEO) / QA-0872
    Geometric Random Walk: Models, Estimation, and Simulation (VIDEO) / QA-0873
    Estimating a Continuous Geometric Random Walk (VIDEO) / QA-0874
    Estimating a Discrete Geometric Random Walk (VIDEO) / QA-0875
    Mean-Reverting Random Walk: Models, Estimation, and Simulation (VIDEO) / QA-0876
    Comparing an Arithmetic Mean-Reverting Random Walk with a Geometric Mean-Reverting Random Walk (VIDEO) / QA-0877
    Estimating the Parameters of an Arithmetic Mean-Reverting Random Walk (VIDEO) / QA-0878

  • Overview

    This series of videos introduces the concept of a random walk and gives the model and specific estimation procedures for three random walks and their application. These videos may be used as an online class session in a course, on decision modeling, financial simulation, risk analysis, decision analysis, or forecasting. This would be useful for someone intending to model and simulate time streams of rates and prices. Seven videos, totaling 90 minutes, covers arithmetic, multiplicative, and mean reversion random walks. The basic principles of each type of random walk are covered. Using real data, such as unemployment rates, oil prices, or stock prices, and the MS Excel add-in Crystal Ball, you will learn how to estimate and simulate random walks.

  • Learning Objectives