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[] Coursera - Financial Engineering and Risk Management Part I

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文件列表

  1. 020.Interview with Emmanuel Derman/036. Interview with Emmanuel Derman.mp4 69MB
  2. 028.IV/052. Review of Matrices.mp4 32MB
  3. 021.Introduction to Mortgage Mathematics and Mortgage-Backed Securities/037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.mp4 30MB
  4. 002.Basics of Fixed Income Securities/003. Interest Rates and Fixed Income Instruments.mp4 29MB
  5. 003.Basic Fixed Income Instruments/004. Floating Rate Bonds and Term Structure of Interest Rates.mp4 29MB
  6. 015.Model Calibration/029. Model Calibration.mp4 27MB
  7. 006.The 1-Period Binomial Model/012. Option Pricing in the 1-Period Binomial Model.mp4 27MB
  8. 029.V/053. Review of Linear Optimization.mp4 25MB
  9. 018.Credit Default Swipes/034. Credit Default Swaps.mp4 25MB
  10. 025.I/044. Review of Basic Probability.mp4 25MB
  11. 005.Options and Options Pricing/009. Options.mp4 23MB
  12. 007.The Multi-Period Binomial Model/013. The Multi-Period Binomial Model.mp4 23MB
  13. 027.III/051. Review of Vectors.mp4 23MB
  14. 017.Modeling and Pricing Defaultable Bonds/033. Pricing Defaultable Bonds.mp4 23MB
  15. 022.Prepayment Risks and Pass-Throughs/038. Prepayment Risk and Mortgage Pass-Throughs.mp4 23MB
  16. 008.Pricing American Options and Replicating Strategies/016. Replicating Strategies.mp4 23MB
  17. 011.Introduction to Term Structure Lattice Models and the Cash Account/022. The Cash Account and Pricing Zero-Coupon Bonds.mp4 22MB
  18. 004.Swaps and Futures/007. Futures.mp4 21MB
  19. 017.Modeling and Pricing Defaultable Bonds/032. Modeling Defaultable Bonds.mp4 21MB
  20. 014.The Forward Equations/028. The Forward Equations.mp4 21MB
  21. 016.Pricing in a BDT Model and Pricing in Practice/030. An Application Pricing a Payer Swaption in a BDT Model.mp4 20MB
  22. 024.CMOs and Pricing Mortgage-Backed Securities/043. Pricing Mortgage-Backed Securities.mp4 20MB
  23. 026.II/048. Introduction to Martingales.mp4 19MB
  24. 024.CMOs and Pricing Mortgage-Backed Securities/042. Collateralized Mortgage Obligations (CMOs).mp4 19MB
  25. 005.Options and Options Pricing/010. Options Pricing.mp4 19MB
  26. 023.Principal-Only and Interest Only Mortgage-Backed Securities/040. Principal-Only and Interest-Only MBS.mp4 18MB
  27. 003.Basic Fixed Income Instruments/005. Forward Contracts.mp4 18MB
  28. 013.Fixed Income Derivatives II/027. Fixed Income Derivatives Swaps and Swaptions.mp4 18MB
  29. 019.Pricing Credit Default Swaps/035. Pricing Credit Default Swaps.mp4 18MB
  30. 002.Basics of Fixed Income Securities/002. Introduction to No-arbitrage.mp4 18MB
  31. 011.Introduction to Term Structure Lattice Models and the Cash Account/021. Introduction to Term Structure Lattice Models.mp4 17MB
  32. 007.The Multi-Period Binomial Model/014. What s Going On.mp4 17MB
  33. 008.Pricing American Options and Replicating Strategies/015. Pricing American Options.mp4 17MB
  34. 006.The 1-Period Binomial Model/011. The 1-Period Binomial Model.mp4 17MB
  35. 026.II/046. Review of Multivariate Distributions.mp4 16MB
  36. 009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/018. Pricing Forwards and Futures in the Binomial Model.mp4 16MB
  37. 009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/019. The Black-Scholes Model.mp4 16MB
  38. 023.Principal-Only and Interest Only Mortgage-Backed Securities/041. Risks of Principal-Only and Interest-Only MBS.mp4 16MB
  39. 012.Fixed Income Derivatives I/024. Fixed Income Derivatives Bond Forwards.mp4 14MB
  40. 026.II/047. The Multivariate Normal Distribution.mp4 14MB
  41. 027.III/049. Introduction to Brownian Motion.mp4 14MB
  42. 004.Swaps and Futures/006. Swaps.mp4 13MB
  43. 012.Fixed Income Derivatives I/025. Fixed Income Derivatives Bond Futures.mp4 13MB
  44. 027.III/050. Geometric Brownian Motion.mp4 13MB
  45. 012.Fixed Income Derivatives I/023. Fixed Income Derivatives Options on Bonds.mp4 13MB
  46. 004.Swaps and Futures/008. Futures Excel.mp4 12MB
  47. 022.Prepayment Risks and Pass-Throughs/039. Mortgage Pass-Throughs in Excel.mp4 12MB
  48. 025.I/045. Review of Conditional Expectations and Variances.mp4 12MB
  49. 009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/017. Including Dividends.mp4 12MB
  50. 013.Fixed Income Derivatives II/026. Fixed Income Derivatives Caplets and Floorlets.mp4 12MB
  51. 001.Course Overview/001. Course Overview.mp4 12MB
  52. 016.Pricing in a BDT Model and Pricing in Practice/031. Fixed Income Derivatives Pricing in Practice.mp4 10MB
  53. 010.An Example Pricing a European Put on a Futures Contract/020. An Example Pricing a European Put on a Futures Contract.mp4 9MB
  54. 020.Interview with Emmanuel Derman/036. Interview with Emmanuel Derman.srt 32KB
  55. 028.IV/052. Review of Matrices.srt 31KB
  56. 002.Basics of Fixed Income Securities/003. Interest Rates and Fixed Income Instruments.srt 31KB
  57. 021.Introduction to Mortgage Mathematics and Mortgage-Backed Securities/037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.srt 29KB
  58. 003.Basic Fixed Income Instruments/004. Floating Rate Bonds and Term Structure of Interest Rates.srt 29KB
  59. 029.V/053. Review of Linear Optimization.srt 28KB
  60. 006.The 1-Period Binomial Model/012. Option Pricing in the 1-Period Binomial Model.srt 26KB
  61. 018.Credit Default Swipes/034. Credit Default Swaps.srt 25KB
  62. 015.Model Calibration/029. Model Calibration.srt 24KB
  63. 022.Prepayment Risks and Pass-Throughs/038. Prepayment Risk and Mortgage Pass-Throughs.srt 24KB
  64. 004.Swaps and Futures/007. Futures.srt 24KB
  65. 027.III/051. Review of Vectors.srt 23KB
  66. 005.Options and Options Pricing/009. Options.srt 23KB
  67. 025.I/044. Review of Basic Probability.srt 23KB
  68. 017.Modeling and Pricing Defaultable Bonds/033. Pricing Defaultable Bonds.srt 22KB
  69. 008.Pricing American Options and Replicating Strategies/016. Replicating Strategies.srt 22KB
  70. 011.Introduction to Term Structure Lattice Models and the Cash Account/022. The Cash Account and Pricing Zero-Coupon Bonds.srt 22KB
  71. 007.The Multi-Period Binomial Model/013. The Multi-Period Binomial Model.srt 21KB
  72. 017.Modeling and Pricing Defaultable Bonds/032. Modeling Defaultable Bonds.srt 20KB
  73. 024.CMOs and Pricing Mortgage-Backed Securities/043. Pricing Mortgage-Backed Securities.srt 20KB
  74. 002.Basics of Fixed Income Securities/002. Introduction to No-arbitrage.srt 19KB
  75. 005.Options and Options Pricing/010. Options Pricing.srt 19KB
  76. 014.The Forward Equations/028. The Forward Equations.srt 19KB
  77. 003.Basic Fixed Income Instruments/005. Forward Contracts.srt 18KB
  78. 013.Fixed Income Derivatives II/027. Fixed Income Derivatives Swaps and Swaptions.srt 18KB
  79. 019.Pricing Credit Default Swaps/035. Pricing Credit Default Swaps.srt 17KB
  80. 026.II/048. Introduction to Martingales.srt 17KB
  81. 023.Principal-Only and Interest Only Mortgage-Backed Securities/040. Principal-Only and Interest-Only MBS.srt 17KB
  82. 016.Pricing in a BDT Model and Pricing in Practice/030. An Application Pricing a Payer Swaption in a BDT Model.srt 17KB
  83. 024.CMOs and Pricing Mortgage-Backed Securities/042. Collateralized Mortgage Obligations (CMOs).srt 17KB
  84. 011.Introduction to Term Structure Lattice Models and the Cash Account/021. Introduction to Term Structure Lattice Models.srt 16KB
  85. 009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/018. Pricing Forwards and Futures in the Binomial Model.srt 16KB
  86. 007.The Multi-Period Binomial Model/014. What s Going On.srt 15KB
  87. 023.Principal-Only and Interest Only Mortgage-Backed Securities/041. Risks of Principal-Only and Interest-Only MBS.srt 15KB
  88. 009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/019. The Black-Scholes Model.srt 15KB
  89. 008.Pricing American Options and Replicating Strategies/015. Pricing American Options.srt 15KB
  90. 006.The 1-Period Binomial Model/011. The 1-Period Binomial Model.srt 15KB
  91. 026.II/046. Review of Multivariate Distributions.srt 15KB
  92. 001.Course Overview/001. Course Overview.srt 14KB
  93. 004.Swaps and Futures/006. Swaps.srt 13KB
  94. 012.Fixed Income Derivatives I/023. Fixed Income Derivatives Options on Bonds.srt 13KB
  95. 027.III/049. Introduction to Brownian Motion.srt 12KB
  96. 012.Fixed Income Derivatives I/025. Fixed Income Derivatives Bond Futures.srt 12KB
  97. 012.Fixed Income Derivatives I/024. Fixed Income Derivatives Bond Forwards.srt 12KB
  98. 027.III/050. Geometric Brownian Motion.srt 11KB
  99. 009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/017. Including Dividends.srt 11KB
  100. 025.I/045. Review of Conditional Expectations and Variances.srt 10KB
  101. 013.Fixed Income Derivatives II/026. Fixed Income Derivatives Caplets and Floorlets.srt 10KB
  102. 004.Swaps and Futures/008. Futures Excel.srt 10KB
  103. 016.Pricing in a BDT Model and Pricing in Practice/031. Fixed Income Derivatives Pricing in Practice.srt 10KB
  104. 022.Prepayment Risks and Pass-Throughs/039. Mortgage Pass-Throughs in Excel.srt 10KB
  105. 010.An Example Pricing a European Put on a Futures Contract/020. An Example Pricing a European Put on a Futures Contract.srt 9KB
  106. 026.II/047. The Multivariate Normal Distribution.srt 8KB
  107. [FCS Forum].url 133B
  108. [FreeCourseSite.com].url 127B
  109. [CourseClub.NET].url 123B