Patrick Boyle

Patrick Boyle
  • 5.0 (1)
  • Investing
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Patrick Boyle is a hedge fund manager, a university professor and a former investment banker. This channel is all about quantitative finance. By subscribing you will see videos explaining what is happening in markets right now, you will learn about financial derivatives, corporate finance and how traders use quantitative tools like statistics. You will see interviews with some of the most interesting people in the financial industry. In addition, you will see some longer form documentaries on the history of financial markets.To contact Patrick go to the website http://onfinance.orgDISCLAIMER:This channel is not affiliated with any financial institution. The videos on this channel are for entertainment purposes only and do not constitute financial advice. Those seeking investment advice should seek out a registered professional. Patrick is not responsible for investment actions taken by viewers and his content should not be used as a basis for investment.Links:Amazon Author Page: https://amzn.to/3bTeqedPatreon: https://www.patreon.com/PatrickBoyleOnFinanceWebsite: https://www.onfinance.org/Instagram: https://www.instagram.com/patrickeboyle/BlueSky: https://bsky.app/profile/pboyle.bsky.social

  1. 9m ago

    Planes Trapped In Russia!

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    Planes Trapped In Russia!

  2. 20m ago

    2023 The Financial Year in Review

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    2023 The Financial Year in Review

  3. 49m ago

    What are forward rates? What are forward rate agreements? What is an FRA?

    In todays video we will learn about forward interest rates and a derivative called a forward rate agreement or FRA.These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/Follow Patrick on twitter here: https://twitter.com/PatrickEBoyleWhat are Forward Rates?A forward rate is an interest rate implied for periods of time in the future by zero-coupon bonds. For example, the market implied yield on a three-month Treasury bill three months from now is a forward rate.If we know what the three-month zero-coupon Treasury bill rate is and what the six-month zero-coupon Treasury bill rate is, we can back out what the market is implying as the yield on a three-month Treasury bill three months from now.To calculate forward rates we just need the zero-coupon yield curve.What are Forward Rate Agreements?A forward rate agreement (FRA) is an over-the-counter agreement to borrow a fixed amount of money at a fixed interest rate at a specified future time period.Banks and large corporations can use FRAs to hedge future interest rate exposures. The buyer hedges against the risk of rising interest rates, while the seller hedges against the risk of falling interest rates. Speculators can use FRAs to make bets on future changes in interest rates.Rates in the future will usually be different from the implied rate at the time you entered into a forward-rate-agreement, giving rise to gains or losses on the agreed transaction.What is an FRA?An FRA is an abbreviated term for Forward Rate Agreement Learn more about your ad choices. Visit megaphone.fm/adchoices

    What are forward rates? What are forward rate agreements? What is an FRA?

  4. 1h ago

    How The War in Ukraine Will Affect Third World Food Prices

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    How The War in Ukraine Will Affect Third World Food Prices

  5. 1h ago

    How Did the Metaverse Fail So Badly?

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    How Did the Metaverse Fail So Badly?

  6. 1h ago

    Pfizer CEO Sells Shares After Vaccine Announcement - What Does It Mean?

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    Pfizer CEO Sells Shares After Vaccine Announcement - What Does It Mean?

  7. 2h ago

    Cancelled Nickel Trades on the LME

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    Cancelled Nickel Trades on the LME

  8. 2h ago

    Creating Neutral Portfolios - The Option Greeks

    These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/Follow Patrick on twitter here: https://twitter.com/PatrickEBoyleThe option sensitivity measures familiar to most option traders are often referred to as the Greeks: delta, gamma, vega, lambda, rho, and theta. Delta is the price sensitivity of an option with respect to changes in the price of the underlying asset. It represents a first-order sensitivity measure analogous to duration in fixed income markets. Gamma is the sensitivity of an option's delta to changes in the price of the underlying asset, and represents a second-order price sensitivity analogous to convexity in fixed income markets. Vega is the price sensitivity of an option with respect to changes in the volatility of the underlying asset. See Pricing and Analyzing Equity Derivatives or the Glossary for other definitions. The Greeks of a particular option are a function of the model used to price the option. However, given enough different options to work with, a trader can construct a portfolio with any desired values for its greeks. For example, to insulate the value of an option portfolio from small changes in the price of the underlying asset, one trader might construct an option portfolio whose delta is zero. Such a portfolio is then said to be “delta neutral.” Another trader may want to protect an option portfolio from larger changes in the price of the underlying asset, and so might construct a portfolio whose delta and gamma are both zero. Such a portfolio is both delta and gamma neutral. A third trader may want to construct a portfolio insulated from small changes in the volatility of the underlying asset in addition to delta and gamma neutrality. Such a portfolio is then delta, gamma, and vega neutral. Learn more about your ad choices. Visit megaphone.fm/adchoices

    Creating Neutral Portfolios - The Option Greeks
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About

Patrick Boyle is a hedge fund manager, a university professor and a former investment banker. This channel is all about quantitative finance. By subscribing you will see videos explaining what is happening in markets right now, you will learn about financial derivatives, corporate finance and how traders use quantitative tools like statistics. You will see interviews with some of the most interesting people in the financial industry. In addition, you will see some longer form documentaries on the history of financial markets.To contact Patrick go to the website http://onfinance.orgDISCLAIMER:This channel is not affiliated with any financial institution. The videos on this channel are for entertainment purposes only and do not constitute financial advice. Those seeking investment advice should seek out a registered professional. Patrick is not responsible for investment actions taken by viewers and his content should not be used as a basis for investment.Links:Amazon Author Page: https://amzn.to/3bTeqedPatreon: https://www.patreon.com/PatrickBoyleOnFinanceWebsite: https://www.onfinance.org/Instagram: https://www.instagram.com/patrickeboyle/BlueSky: https://bsky.app/profile/pboyle.bsky.social

Information

  • Creator
    Patrick Boyle
  • Years Active
    2026
  • Episodes
    377
  • Rating
    Clean

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