Business Case Studies & Business Publications

Random Walks (VIDEO PLAYLIST)

QA-0879 | Published July 13, 2017 | Duration 1:33:01 Video Playlist

Collection: Darden School of Business

Product Details

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.