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[debug] Command-line config: ['-N', '16', '--downloader-args', 'ffmpeg:-loglevel warning -stats', '--downloader-args', 'aria2c:-q', '--external-downloader', 'aria2c', '--trim-filename', '150', '--force-ipv4', '--sleep-interval', '2', '--sleep-requests', '2', '--max-sleep-interval', '5', '--ignore-errors', '--no-continue', '--no-overwrites', '--download-archive', 'archive.log', '--add-metadata', '--write-description', '--write-info-json', '--write-annotations', '--write-thumbnail', '--embed-thumbnail', '--all-subs', '--embed-subs', '--output', '%(playlist)s - (%(uploader)s)/%(title)s [%(id)s].%(ext)s', '--merge-output-format', 'mkv', '_8GUNJZwAQ0', '-v'] | |
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[debug] Encodings: locale UTF-8, fs utf-8, out utf-8, pref UTF-8 | |
[debug] yt-dlp version 2021.07.17.1626506853 (zip) | |
[debug] from commit d05ae24 | |
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[youtube] _8GUNJZwAQ0: Downloading android player API JSON | |
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[debug] Default format spec: bestvideo*+bestaudio/best | |
[info] _8GUNJZwAQ0: Downloading 1 format(s): 137+251 | |
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[debug] locking youtube__8GUNJZwAQ0.lock | |
[download] NA - (Computations in Finance)/Computational Finance - Lecture 2_14 (Stock, Options and Stochastics) [_8GUNJZwAQ0].mkv has already been downloaded | |
[debug] unlocking youtube__8GUNJZwAQ0.lock | |
[debug] ffprobe command line: ffprobe -hide_banner -show_format -show_streams -print_format json 'file:NA - (Computations in Finance)/Computational Finance - Lecture 2_14 (Stock, Options and Stochastics) [_8GUNJZwAQ0].mkv' | |
[Metadata] Adding metadata to "NA - (Computations in Finance)/Computational Finance - Lecture 2_14 (Stock, Options and Stochastics) [_8GUNJZwAQ0].mkv" | |
[debug] ffmpeg command line: ffmpeg -y -loglevel repeat+info -i 'file:NA - (Computations in Finance)/Computational Finance - Lecture 2_14 (Stock, Options and Stochastics) [_8GUNJZwAQ0].mkv' -i 'file:NA - (Computations in Finance)/Computational Finance - Lecture 2_14 (Stock, Options and Stochastics) [_8GUNJZwAQ0].meta' -map 0 -dn -c copy -metadata 'title=Computational Finance: Lecture 2/14 (Stock, Options and Stochastics)' -metadata date=20210217 -metadata 'description=Computational Finance | |
Lecture 2- Stock, Options and Stochastics | |
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ | |
This course is based on the book: | |
"Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes", by C.W. Oosterlee and L.A. Grzelak, World Scientific Publishing, 2019. | |
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ | |
- Codes and the slides can be found at: https://github.com/LechGrzelak/Computational-Finance-Course | |
- See https://quantfinancebook.com/ for more details and for additional materials. | |
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ | |
0:00 Introduction | |
3:21 Trading of Options and Hedging | |
20:13 Commodities | |
25:59 Currencies and Cryptos | |
38:22 Value of Call and Put Options and Hedging | |
1:00:57 Modeling of Asset Prices and Randomness | |
1:10:20 Stochastic Processes for Stock Prices | |
1:27:27 Ito’s Lemma for Solving SDEs | |
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ | |
CONTENT OF THIS COURSE: | |
Lecture 1- Introduction and Overview of Asset Classes | |
***** Lecture 2- Stock, Options and Stochastics | |
Lecture 3- Option Pricing and Simulation in Python | |
Lecture 4- Implied Volatility | |
Lecture 5- Jump Processes | |
Lecture 6- Affine Jump Diffusion Processes | |
Lecture 7- Stochastic Volatility Models | |
Lecture 8- Fourier Transformation for Option Pricing | |
Lecture 9- Monte Carlo Simulation | |
Lecture 10- Monte Carlo Simulation of the Heston Model | |
Lecture 11- Hedging and Monte Carlo Greeks | |
Lecture 12- Forward Start Options and Model of Bates | |
Lecture 13- Exotic Derivatives | |
Lecture 14- Summary | |
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ | |
Corrections: | |
- Around 9:20- 9:40 correct statement is: call option price DECREASES for increasing strike.' -metadata 'synopsis=Computational Finance | |
Lecture 2- Stock, Options and Stochastics | |
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ | |
This course is based on the book: | |
"Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes", by C.W. Oosterlee and L.A. Grzelak, World Scientific Publishing, 2019. | |
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ | |
- Codes and the slides can be found at: https://github.com/LechGrzelak/Computational-Finance-Course | |
- See https://quantfinancebook.com/ for more details and for additional materials. | |
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ | |
0:00 Introduction | |
3:21 Trading of Options and Hedging | |
20:13 Commodities | |
25:59 Currencies and Cryptos | |
38:22 Value of Call and Put Options and Hedging | |
1:00:57 Modeling of Asset Prices and Randomness | |
1:10:20 Stochastic Processes for Stock Prices | |
1:27:27 Ito’s Lemma for Solving SDEs | |
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ | |
CONTENT OF THIS COURSE: | |
Lecture 1- Introduction and Overview of Asset Classes | |
***** Lecture 2- Stock, Options and Stochastics | |
Lecture 3- Option Pricing and Simulation in Python | |
Lecture 4- Implied Volatility | |
Lecture 5- Jump Processes | |
Lecture 6- Affine Jump Diffusion Processes | |
Lecture 7- Stochastic Volatility Models | |
Lecture 8- Fourier Transformation for Option Pricing | |
Lecture 9- Monte Carlo Simulation | |
Lecture 10- Monte Carlo Simulation of the Heston Model | |
Lecture 11- Hedging and Monte Carlo Greeks | |
Lecture 12- Forward Start Options and Model of Bates | |
Lecture 13- Exotic Derivatives | |
Lecture 14- Summary | |
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ | |
Corrections: | |
- Around 9:20- 9:40 correct statement is: call option price DECREASES for increasing strike.' -metadata 'purl=https://www.youtube.com/watch?v=_8GUNJZwAQ0' -metadata 'comment=https://www.youtube.com/watch?v=_8GUNJZwAQ0' -metadata 'artist=Computations in Finance' -map_metadata 1 -attach 'NA - (Computations in Finance)/Computational Finance - Lecture 2_14 (Stock, Options and Stochastics) [_8GUNJZwAQ0].info.json' -metadata:s:2 mimetype=application/json 'file:NA - (Computations in Finance)/Computational Finance - Lecture 2_14 (Stock, Options and Stochastics) [_8GUNJZwAQ0].temp.mkv' | |
ERROR: ffmpeg version 4.2.4-1ubuntu0.1 Copyright (c) 2000-2020 the FFmpeg developers | |
built with gcc 9 (Ubuntu 9.3.0-10ubuntu2) | |
configuration: --prefix=/usr --extra-version=1ubuntu0.1 --toolchain=hardened --libdir=/usr/lib/aarch64-linux-gnu --incdir=/usr/include/aarch64-linux-gnu --arch=arm64 --enable-gpl --disable-stripping --enable-avresample --disable-filter=resample --enable-avisynth --enable-gnutls --enable-ladspa --enable-libaom --enable-libass --enable-libbluray --enable-libbs2b --enable-libcaca --enable-libcdio --enable-libcodec2 --enable-libflite --enable-libfontconfig --enable-libfreetype --enable-libfribidi --enable-libgme --enable-libgsm --enable-libjack --enable-libmp3lame --enable-libmysofa --enable-libopenjpeg --enable-libopenmpt --enable-libopus --enable-libpulse --enable-librsvg --enable-librubberband --enable-libshine --enable-libsnappy --enable-libsoxr --enable-libspeex --enable-libssh --enable-libtheora --enable-libtwolame --enable-libvidstab --enable-libvorbis --enable-libvpx --enable-libwavpack --enable-libwebp --enable-libx265 --enable-libxml2 --enable-libxvid --enable-libzmq --enable-libzvbi --enable-lv2 --enable-omx --enable-openal --enable-opencl --enable-opengl --enable-sdl2 --enable-libdc1394 --enable-libdrm --enable-libiec61883 --enable-chromaprint --enable-frei0r --enable-libx264 --enable-shared | |
libavutil 56. 31.100 / 56. 31.100 | |
libavcodec 58. 54.100 / 58. 54.100 | |
libavformat 58. 29.100 / 58. 29.100 | |
libavdevice 58. 8.100 / 58. 8.100 | |
libavfilter 7. 57.100 / 7. 57.100 | |
libavresample 4. 0. 0 / 4. 0. 0 | |
libswscale 5. 5.100 / 5. 5.100 | |
libswresample 3. 5.100 / 3. 5.100 | |
libpostproc 55. 5.100 / 55. 5.100 | |
Input #0, matroska,webm, from 'file:NA - (Computations in Finance)/Computational Finance - Lecture 2_14 (Stock, Options and Stochastics) [_8GUNJZwAQ0].mkv': | |
Metadata: | |
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MAJOR_BRAND : dash | |
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Metadata: | |
HANDLER_NAME : ISO Media file produced by Google Inc. | |
DURATION : 01:41:37.800000000 | |
Stream #0:1(eng): Audio: opus, 48000 Hz, stereo, fltp (default) | |
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[ffmetadata @ 0xaaab0414abe0] Chapter end time 560000 before start 5247000 | |
file:NA - (Computations in Finance)/Computational Finance - Lecture 2_14 (Stock, Options and Stochastics) [_8GUNJZwAQ0].meta: Cannot allocate memory | |
File "/usr/lib/python3.8/runpy.py", line 194, in _run_module_as_main | |
return _run_code(code, main_globals, None, | |
File "/usr/lib/python3.8/runpy.py", line 87, in _run_code | |
exec(code, run_globals) | |
File "/home/lesmi/yt-dlp/__main__.py", line 24, in <module> | |
yt_dlp.main() | |
File "/home/lesmi/yt-dlp/yt_dlp/__init__.py", line 737, in main | |
_real_main(argv) | |
File "/home/lesmi/yt-dlp/yt_dlp/__init__.py", line 727, in _real_main | |
retcode = ydl.download(all_urls) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 2822, in download | |
res = self.extract_info( | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 1186, in extract_info | |
return self.__extract_info(url, ie, download, extra_info, process) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 1193, in wrapper | |
return func(self, *args, **kwargs) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 1239, in __extract_info | |
return self.process_ie_result(ie_result, download, extra_info) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 1280, in process_ie_result | |
ie_result = self.process_video_result(ie_result, download=download) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 2262, in process_video_result | |
self.process_info(new_info) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 2792, in process_info | |
info_dict = self.post_process(dl_filename, info_dict, files_to_move) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 2932, in post_process | |
info = self.run_pp(pp, info) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 2881, in run_pp | |
files_to_delete, infodict = pp.run(infodict) | |
File "/home/lesmi/yt-dlp/yt_dlp/postprocessor/common.py", line 83, in wrapper | |
return func(self, info) | |
File "/home/lesmi/yt-dlp/yt_dlp/postprocessor/ffmpeg.py", line 643, in run | |
self.run_ffmpeg_multiple_files( | |
File "/home/lesmi/yt-dlp/yt_dlp/postprocessor/ffmpeg.py", line 240, in run_ffmpeg_multiple_files | |
return self.real_run_ffmpeg( | |
File "/home/lesmi/yt-dlp/yt_dlp/postprocessor/ffmpeg.py", line 277, in real_run_ffmpeg | |
self.report_error(stderr) | |
File "/home/lesmi/yt-dlp/yt_dlp/postprocessor/common.py", line 56, in report_error | |
return self._downloader.report_error(text, *args, **kwargs) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 833, in report_error | |
self.trouble(error_message, tb) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 789, in trouble | |
tb_data = traceback.format_list(traceback.extract_stack()) | |
ERROR: Postprocessing: file:NA - (Computations in Finance)/Computational Finance - Lecture 2_14 (Stock, Options and Stochastics) [_8GUNJZwAQ0].meta: Cannot allocate memory | |
Traceback (most recent call last): | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 2792, in process_info | |
info_dict = self.post_process(dl_filename, info_dict, files_to_move) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 2932, in post_process | |
info = self.run_pp(pp, info) | |
File "/home/lesmi/yt-dlp/yt_dlp/YoutubeDL.py", line 2881, in run_pp | |
files_to_delete, infodict = pp.run(infodict) | |
File "/home/lesmi/yt-dlp/yt_dlp/postprocessor/common.py", line 83, in wrapper | |
return func(self, info) | |
File "/home/lesmi/yt-dlp/yt_dlp/postprocessor/ffmpeg.py", line 643, in run | |
self.run_ffmpeg_multiple_files( | |
File "/home/lesmi/yt-dlp/yt_dlp/postprocessor/ffmpeg.py", line 240, in run_ffmpeg_multiple_files | |
return self.real_run_ffmpeg( | |
File "/home/lesmi/yt-dlp/yt_dlp/postprocessor/ffmpeg.py", line 278, in real_run_ffmpeg | |
raise FFmpegPostProcessorError(stderr.split('\n')[-1]) | |
yt_dlp.postprocessor.ffmpeg.FFmpegPostProcessorError: file:NA - (Computations in Finance)/Computational Finance - Lecture 2_14 (Stock, Options and Stochastics) [_8GUNJZwAQ0].meta: Cannot allocate memory | |
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