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[CourseClub.NET] Coursera - Financial Engineering and Risk Management Part I

文件类型 收录时间 最后活跃 资源热度 文件大小 文件数量
视频 2019-3-15 12:17 2024-10-31 11:43 145 1.02 GB 53
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CourseClub NET Coursera - Financial Engineering and Risk Management Part I

文件列表
  1. 001.Course Overview/001. Course Overview.mp411.55MB
  2. 002.Basics of Fixed Income Securities/002. Introduction to No-arbitrage.mp417.54MB
  3. 002.Basics of Fixed Income Securities/003. Interest Rates and Fixed Income Instruments.mp428.54MB
  4. 003.Basic Fixed Income Instruments/004. Floating Rate Bonds and Term Structure of Interest Rates.mp428.53MB
  5. 003.Basic Fixed Income Instruments/005. Forward Contracts.mp418.31MB
  6. 004.Swaps and Futures/006. Swaps.mp413.41MB
  7. 004.Swaps and Futures/007. Futures.mp421.28MB
  8. 004.Swaps and Futures/008. Futures Excel.mp412.46MB
  9. 005.Options and Options Pricing/009. Options.mp423.45MB
  10. 005.Options and Options Pricing/010. Options Pricing.mp418.52MB
  11. 006.The 1-Period Binomial Model/011. The 1-Period Binomial Model.mp416.62MB
  12. 006.The 1-Period Binomial Model/012. Option Pricing in the 1-Period Binomial Model.mp427.15MB
  13. 007.The Multi-Period Binomial Model/013. The Multi-Period Binomial Model.mp423.27MB
  14. 007.The Multi-Period Binomial Model/014. What s Going On.mp416.88MB
  15. 008.Pricing American Options and Replicating Strategies/015. Pricing American Options.mp416.79MB
  16. 008.Pricing American Options and Replicating Strategies/016. Replicating Strategies.mp422.71MB
  17. 009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/017. Including Dividends.mp411.91MB
  18. 009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/018. Pricing Forwards and Futures in the Binomial Model.mp415.94MB
  19. 009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/019. The Black-Scholes Model.mp415.63MB
  20. 010.An Example Pricing a European Put on a Futures Contract/020. An Example Pricing a European Put on a Futures Contract.mp49.37MB
  21. 011.Introduction to Term Structure Lattice Models and the Cash Account/021. Introduction to Term Structure Lattice Models.mp417.26MB
  22. 011.Introduction to Term Structure Lattice Models and the Cash Account/022. The Cash Account and Pricing Zero-Coupon Bonds.mp421.74MB
  23. 012.Fixed Income Derivatives I/023. Fixed Income Derivatives Options on Bonds.mp412.91MB
  24. 012.Fixed Income Derivatives I/024. Fixed Income Derivatives Bond Forwards.mp414.33MB
  25. 012.Fixed Income Derivatives I/025. Fixed Income Derivatives Bond Futures.mp413.28MB
  26. 013.Fixed Income Derivatives II/026. Fixed Income Derivatives Caplets and Floorlets.mp411.87MB
  27. 013.Fixed Income Derivatives II/027. Fixed Income Derivatives Swaps and Swaptions.mp418.25MB
  28. 014.The Forward Equations/028. The Forward Equations.mp420.58MB
  29. 015.Model Calibration/029. Model Calibration.mp427.24MB
  30. 016.Pricing in a BDT Model and Pricing in Practice/030. An Application Pricing a Payer Swaption in a BDT Model.mp420.29MB
  31. 016.Pricing in a BDT Model and Pricing in Practice/031. Fixed Income Derivatives Pricing in Practice.mp410.29MB
  32. 017.Modeling and Pricing Defaultable Bonds/032. Modeling Defaultable Bonds.mp420.79MB
  33. 017.Modeling and Pricing Defaultable Bonds/033. Pricing Defaultable Bonds.mp423.01MB
  34. 018.Credit Default Swipes/034. Credit Default Swaps.mp425.29MB
  35. 019.Pricing Credit Default Swaps/035. Pricing Credit Default Swaps.mp417.95MB
  36. 020.Interview with Emmanuel Derman/036. Interview with Emmanuel Derman.mp468.89MB
  37. 021.Introduction to Mortgage Mathematics and Mortgage-Backed Securities/037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.mp430.44MB
  38. 022.Prepayment Risks and Pass-Throughs/038. Prepayment Risk and Mortgage Pass-Throughs.mp422.93MB
  39. 022.Prepayment Risks and Pass-Throughs/039. Mortgage Pass-Throughs in Excel.mp412.3MB
  40. 023.Principal-Only and Interest Only Mortgage-Backed Securities/040. Principal-Only and Interest-Only MBS.mp418.32MB
  41. 023.Principal-Only and Interest Only Mortgage-Backed Securities/041. Risks of Principal-Only and Interest-Only MBS.mp415.54MB
  42. 024.CMOs and Pricing Mortgage-Backed Securities/042. Collateralized Mortgage Obligations (CMOs).mp418.68MB
  43. 024.CMOs and Pricing Mortgage-Backed Securities/043. Pricing Mortgage-Backed Securities.mp419.52MB
  44. 025.I/044. Review of Basic Probability.mp424.95MB
  45. 025.I/045. Review of Conditional Expectations and Variances.mp411.99MB
  46. 026.II/046. Review of Multivariate Distributions.mp416.29MB
  47. 026.II/047. The Multivariate Normal Distribution.mp414.07MB
  48. 026.II/048. Introduction to Martingales.mp419.23MB
  49. 027.III/049. Introduction to Brownian Motion.mp414.04MB
  50. 027.III/050. Geometric Brownian Motion.mp413.12MB
  51. 027.III/051. Review of Vectors.mp423.07MB
  52. 028.IV/052. Review of Matrices.mp431.86MB
  53. 029.V/053. Review of Linear Optimization.mp425.3MB
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