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[] Coursera - Financial Engineering and Risk Management Part II

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  • 文件大小:744MB
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文件列表

  1. 011.The Volatility Surface/019. The Volatility Surface.mp4 25MB
  2. 007.Statistical Biases and Potential Pitfalls/012. Survivorship Bias and Data Snooping.mp4 22MB
  3. 026.V/050. Review of Matrices.mp4 21MB
  4. 013.The Volatility Surface and Pricing Derivatives/023. Pricing Derivatives Using the Volatility Surface.mp4 21MB
  5. 013.The Volatility Surface and Pricing Derivatives/024. Beyond the Volatility Surface and Black-Scholes.mp4 19MB
  6. 014.CDOs and the Gaussian Copula Model/026. The Gaussian Copula Model.mp4 19MB
  7. 005.Implementation Difficulties/007. Implementation Difficulties with Mean Variance.mp4 18MB
  8. 004.Capital Asset Pricing Model/006. Capital Asset Pricing Model.mp4 18MB
  9. 009.The Greeks/015. The Greeks Delta and Gamma.mp4 18MB
  10. 017.CDO Portfolios/032. Pricing and Risk Management of CDO Portfolios.mp4 17MB
  11. 009.The Greeks/016. The Greeks Vega and Theta.mp4 17MB
  12. 001.Mean Variance Overview and in Excel/001. Overview of Mean Variance.mp4 17MB
  13. 013.The Volatility Surface and Pricing Derivatives/022. What the Volatility Surface Tells Us.mp4 17MB
  14. 002.Efficient Frontier/003. Efficient Frontier.mp4 17MB
  15. 022.I/042. Review of Basic Probability.mp4 17MB
  16. 010.Risk Management of Derivatives Portfolios and Delta-Hedging/017. Risk-Management of Derivatives Portfolios.mp4 17MB
  17. 027.VI/051. Review of Linear Optimization.mp4 16MB
  18. 003.Mean Variance with a Risk-free Asset and Risk-free Frontier in Excel/005. Risk-free Frontier in Excel.mp4 16MB
  19. 007.Statistical Biases and Potential Pitfalls/010. Statistical Biases in Performance Evaluation.mp4 16MB
  20. 015.A Simple Example/028. A Simple Example Part II.mp4 15MB
  21. 025.IV/049. Review of Vectors.mp4 15MB
  22. 010.Risk Management of Derivatives Portfolios and Delta-Hedging/018. Delta-Hedging.mp4 15MB
  23. 012.The Volatility Surface in Action and Skew/020. The Volatility Surface in Action.mp4 15MB
  24. 016.Understanding a CDO Tranche/030. Computing the Fair Value of a CDO Tranche.mp4 15MB
  25. 006.Negative Exposures, Leveraged ETFs, and Beyond Variance/008. Negative Exposures and Leveraged ETFs.mp4 14MB
  26. 012.The Volatility Surface in Action and Skew/021. Why is There a Skew.mp4 14MB
  27. 021.Energy and Commodities Modeling/040. Valuation of Natural Gas and Electricity Related Options.mp4 14MB
  28. 027.VI/052. Review of Nonlinear Optimization.mp4 14MB
  29. 018.Liquidity, Trading Costs, and Portfolio Execution/034. Liquidity, Trading Costs, and Portfolio Execution.mp4 13MB
  30. 003.Mean Variance with a Risk-free Asset and Risk-free Frontier in Excel/004. Mean Variance with a Risk-free Asset.mp4 13MB
  31. 020.Optimal Execution in Excel and Real Options/037. Optimal Execution in Excel 1.mp4 13MB
  32. 023.II/046. Introduction to Martingales.mp4 13MB
  33. 021.Energy and Commodities Modeling/041. Real Options in Excel.mp4 13MB
  34. 007.Statistical Biases and Potential Pitfalls/011. How Should Average Returns be Computed.mp4 13MB
  35. 015.A Simple Example/027. A Simple Example Part I.mp4 13MB
  36. 019.Optimal Execution and Portfolio Execution/036. Portfolio Execution.mp4 12MB
  37. 006.Negative Exposures, Leveraged ETFs, and Beyond Variance/009. Beyond Variance.mp4 12MB
  38. 001.Mean Variance Overview and in Excel/002. Introduction to Mean Variance in Excel.mp4 12MB
  39. 017.CDO Portfolios/033. CDO-Squared's and Beyond.mp4 12MB
  40. 016.Understanding a CDO Tranche/031. Cash and Synthetic CDOs.mp4 11MB
  41. 020.Optimal Execution in Excel and Real Options/039. Real Options.mp4 11MB
  42. 023.II/044. Review of Multivariate Distributions.mp4 11MB
  43. 023.II/045. The Multivariate Normal Distribution.mp4 11MB
  44. 016.Understanding a CDO Tranche/029. The Mechanics of a Synthetic CDO Tranche.mp4 10MB
  45. 008.Review of the Binomial Model and the Black-Scholes Model/013. Review of the Binomial Model for Option Pricing.mp4 10MB
  46. 024.III/047. Introduction to Brownian Motion.mp4 10MB
  47. 019.Optimal Execution and Portfolio Execution/035. Optimal Execution.mp4 9MB
  48. 024.III/048. Geometric Brownian Motion.mp4 9MB
  49. 008.Review of the Binomial Model and the Black-Scholes Model/014. The Black-Scholes Model.mp4 8MB
  50. 022.I/043. Review of Conditional Expectations and Variances.mp4 8MB
  51. 014.CDOs and the Gaussian Copula Model/025. Structured Credit CDOs and Beyond.mp4 8MB
  52. 020.Optimal Execution in Excel and Real Options/038. Optimal Execution in Excel 2.mp4 6MB
  53. 007.Statistical Biases and Potential Pitfalls/012. Survivorship Bias and Data Snooping.srt 33KB
  54. 011.The Volatility Surface/019. The Volatility Surface.srt 31KB
  55. 026.V/050. Review of Matrices.srt 31KB
  56. 002.Efficient Frontier/003. Efficient Frontier.srt 29KB
  57. 004.Capital Asset Pricing Model/006. Capital Asset Pricing Model.srt 28KB
  58. 001.Mean Variance Overview and in Excel/001. Overview of Mean Variance.srt 28KB
  59. 027.VI/051. Review of Linear Optimization.srt 28KB
  60. 005.Implementation Difficulties/007. Implementation Difficulties with Mean Variance.srt 27KB
  61. 013.The Volatility Surface and Pricing Derivatives/024. Beyond the Volatility Surface and Black-Scholes.srt 27KB
  62. 017.CDO Portfolios/032. Pricing and Risk Management of CDO Portfolios.srt 26KB
  63. 009.The Greeks/015. The Greeks Delta and Gamma.srt 25KB
  64. 013.The Volatility Surface and Pricing Derivatives/023. Pricing Derivatives Using the Volatility Surface.srt 25KB
  65. 009.The Greeks/016. The Greeks Vega and Theta.srt 24KB
  66. 007.Statistical Biases and Potential Pitfalls/010. Statistical Biases in Performance Evaluation.srt 24KB
  67. 025.IV/049. Review of Vectors.srt 23KB
  68. 022.I/042. Review of Basic Probability.srt 23KB
  69. 027.VI/052. Review of Nonlinear Optimization.srt 22KB
  70. 014.CDOs and the Gaussian Copula Model/026. The Gaussian Copula Model.srt 22KB
  71. 013.The Volatility Surface and Pricing Derivatives/022. What the Volatility Surface Tells Us.srt 22KB
  72. 003.Mean Variance with a Risk-free Asset and Risk-free Frontier in Excel/004. Mean Variance with a Risk-free Asset.srt 21KB
  73. 019.Optimal Execution and Portfolio Execution/036. Portfolio Execution.srt 21KB
  74. 018.Liquidity, Trading Costs, and Portfolio Execution/034. Liquidity, Trading Costs, and Portfolio Execution.srt 21KB
  75. 010.Risk Management of Derivatives Portfolios and Delta-Hedging/017. Risk-Management of Derivatives Portfolios.srt 20KB
  76. 015.A Simple Example/028. A Simple Example Part II.srt 20KB
  77. 007.Statistical Biases and Potential Pitfalls/011. How Should Average Returns be Computed.srt 19KB
  78. 003.Mean Variance with a Risk-free Asset and Risk-free Frontier in Excel/005. Risk-free Frontier in Excel.srt 19KB
  79. 010.Risk Management of Derivatives Portfolios and Delta-Hedging/018. Delta-Hedging.srt 19KB
  80. 021.Energy and Commodities Modeling/040. Valuation of Natural Gas and Electricity Related Options.srt 18KB
  81. 017.CDO Portfolios/033. CDO-Squared's and Beyond.srt 18KB
  82. 012.The Volatility Surface in Action and Skew/021. Why is There a Skew.srt 18KB
  83. 006.Negative Exposures, Leveraged ETFs, and Beyond Variance/009. Beyond Variance.srt 18KB
  84. 006.Negative Exposures, Leveraged ETFs, and Beyond Variance/008. Negative Exposures and Leveraged ETFs.srt 18KB
  85. 023.II/046. Introduction to Martingales.srt 17KB
  86. 015.A Simple Example/027. A Simple Example Part I.srt 17KB
  87. 016.Understanding a CDO Tranche/030. Computing the Fair Value of a CDO Tranche.srt 17KB
  88. 020.Optimal Execution in Excel and Real Options/039. Real Options.srt 16KB
  89. 016.Understanding a CDO Tranche/031. Cash and Synthetic CDOs.srt 15KB
  90. 001.Mean Variance Overview and in Excel/002. Introduction to Mean Variance in Excel.srt 15KB
  91. 023.II/044. Review of Multivariate Distributions.srt 15KB
  92. 021.Energy and Commodities Modeling/041. Real Options in Excel.srt 15KB
  93. 019.Optimal Execution and Portfolio Execution/035. Optimal Execution.srt 14KB
  94. 016.Understanding a CDO Tranche/029. The Mechanics of a Synthetic CDO Tranche.srt 13KB
  95. 008.Review of the Binomial Model and the Black-Scholes Model/013. Review of the Binomial Model for Option Pricing.srt 13KB
  96. 012.The Volatility Surface in Action and Skew/020. The Volatility Surface in Action.srt 13KB
  97. 014.CDOs and the Gaussian Copula Model/025. Structured Credit CDOs and Beyond.srt 12KB
  98. 024.III/047. Introduction to Brownian Motion.srt 12KB
  99. 024.III/048. Geometric Brownian Motion.srt 11KB
  100. 008.Review of the Binomial Model and the Black-Scholes Model/014. The Black-Scholes Model.srt 11KB
  101. 022.I/043. Review of Conditional Expectations and Variances.srt 10KB
  102. 020.Optimal Execution in Excel and Real Options/037. Optimal Execution in Excel 1.srt 10KB
  103. 023.II/045. The Multivariate Normal Distribution.srt 8KB
  104. 020.Optimal Execution in Excel and Real Options/038. Optimal Execution in Excel 2.srt 8KB
  105. [FTU Forum].url 252B
  106. [FreeCoursesOnline.Me].url 133B
  107. [FreeTutorials.Us].url 119B