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GetFreeCourses.Co-Udemy-Financial Derivatives A Quantitative Finance View
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2021-5-30 20:29
2024-8-22 02:05
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9.23 GB
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Co-Udemy-Financial
Derivatives
A
Quantitative
Finance
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文件列表
1. Introduction/1. Introduction.mp4
60.28MB
2. Fundamentals/1. Interest Rates.mp4
63.3MB
2. Fundamentals/10. Discount Factors.mp4
72.96MB
2. Fundamentals/11. Discounted Cash Flow Analysis.mp4
69.42MB
2. Fundamentals/12. Bonds and Discounted Cash Flow Analysis.mp4
413.85MB
2. Fundamentals/13. Yield to Maturity.mp4
36.1MB
2. Fundamentals/15. LIBOR.mp4
50.89MB
2. Fundamentals/16. Fed Funds Rate.mp4
34.91MB
2. Fundamentals/17. Yield Curves and Discount Curves.mp4
73.11MB
2. Fundamentals/19. Bootstrapping Spot Curves from Bonds.mp4
48.66MB
2. Fundamentals/2. Interest Rates General Considerations.mp4
92.6MB
2. Fundamentals/20. Bootstrapping Spot Curves from Bonds II.mp4
15.22MB
2. Fundamentals/22. Interest Rates Default Assumptions.mp4
23.21MB
2. Fundamentals/23. Equity Assets Stock.mp4
71.99MB
2. Fundamentals/24. Commodities.mp4
27.9MB
2. Fundamentals/25. Modelling Portfolios.mp4
68.84MB
2. Fundamentals/26. Foreign Currencies.mp4
52.42MB
2. Fundamentals/27. Dividends, Convenience Yields, and Storage.mp4
40.59MB
2. Fundamentals/28. Long and Short Positions.mp4
47.09MB
2. Fundamentals/29. LongShort Example.mp4
32MB
2. Fundamentals/3. Interest Rates and Future Values.mp4
38.07MB
2. Fundamentals/4. Compounding Conventions.mp4
51.42MB
2. Fundamentals/5. Investment Return Measures.mp4
30.74MB
2. Fundamentals/6. Interest Rate Conversions.mp4
32.63MB
2. Fundamentals/7. Continuous Compounding.mp4
36.51MB
2. Fundamentals/8. The Time Value of Money.mp4
150.95MB
2. Fundamentals/9. Present Value.mp4
62.91MB
3. Arbitrage/1. The Arbitrage Concept.mp4
346.51MB
3. Arbitrage/2. Arbitrage Formal Definition.mp4
47.26MB
3. Arbitrage/3. Arbitrage Example #1.mp4
70.42MB
3. Arbitrage/4. Arbitrage Example #2.mp4
45.1MB
3. Arbitrage/5. The Law of One Price.mp4
793.12MB
3. Arbitrage/6. Law of One Price Extensions and Examples.mp4
87.86MB
3. Arbitrage/7. Arbitrage and Discounted Cash Flow Analysis.mp4
76.82MB
4. Forwards, Futures, and Swaps/1. Derivatives.mp4
31.01MB
4. Forwards, Futures, and Swaps/10. Forward Valuation with Known Income.mp4
81.82MB
4. Forwards, Futures, and Swaps/11. Forwards on Assets Paying a Known Yield.mp4
70.17MB
4. Forwards, Futures, and Swaps/12. Forward Example A Dividend Paying Stock.mp4
42.68MB
4. Forwards, Futures, and Swaps/13. FX Forwards.mp4
84.56MB
4. Forwards, Futures, and Swaps/14. FX Forward Examples.mp4
85.15MB
4. Forwards, Futures, and Swaps/15. Futures Contracts.mp4
58.19MB
4. Forwards, Futures, and Swaps/16. Futures Prices.mp4
69.89MB
4. Forwards, Futures, and Swaps/17. Futures Marking to Market.mp4
76.34MB
4. Forwards, Futures, and Swaps/18. Futures Margin Accounts.mp4
37.73MB
4. Forwards, Futures, and Swaps/19. Futures Prices and Spot Prices.mp4
71.12MB
4. Forwards, Futures, and Swaps/2. Derivative Markets.mp4
49.57MB
4. Forwards, Futures, and Swaps/20. Convergence of Futures Prices to Spot Prices.mp4
35.69MB
4. Forwards, Futures, and Swaps/21. Futures Contracts and Cash Exposures.mp4
45.42MB
4. Forwards, Futures, and Swaps/22. Futures Hedging.mp4
46.2MB
4. Forwards, Futures, and Swaps/23. Futures Hedging Example #1.mp4
33.69MB
4. Forwards, Futures, and Swaps/24. Futures Hedging and Basis Risk.mp4
91MB
4. Forwards, Futures, and Swaps/25. Futures Hedging Example #2.mp4
23.93MB
4. Forwards, Futures, and Swaps/26. Futures Hedging Example #3.mp4
45.38MB
4. Forwards, Futures, and Swaps/27. Speculation and Leverage with Futures.mp4
28.89MB
4. Forwards, Futures, and Swaps/28. A Futures Speculating Example.mp4
47.33MB
4. Forwards, Futures, and Swaps/29. The LIBOR Spot Curve.mp4
67.75MB
4. Forwards, Futures, and Swaps/3. Forward Contracts.mp4
115.82MB
4. Forwards, Futures, and Swaps/30. Forward Interest Rates.mp4
57.56MB
4. Forwards, Futures, and Swaps/31. Forward Rate Agreements.mp4
57.01MB
4. Forwards, Futures, and Swaps/32. FRA Valuation.mp4
75.46MB
4. Forwards, Futures, and Swaps/33. Eurodollar Futures.mp4
70.03MB
4. Forwards, Futures, and Swaps/34. Swaps.mp4
111.78MB
4. Forwards, Futures, and Swaps/35. Pricing Swaps.mp4
91.07MB
4. Forwards, Futures, and Swaps/36. Swap Example #1.mp4
22.58MB
4. Forwards, Futures, and Swaps/37. Swap Example #2.mp4
26.81MB
4. Forwards, Futures, and Swaps/38. Building a LIBOR Curve Overview.mp4
20.98MB
4. Forwards, Futures, and Swaps/39. Building a LIBOR Curve the Short End.mp4
18.87MB
4. Forwards, Futures, and Swaps/4. Forward Payoffs.mp4
167.03MB
4. Forwards, Futures, and Swaps/40. Building a LIBOR Curve the Midrange.mp4
43MB
4. Forwards, Futures, and Swaps/41. Building a LIBOR Curve the Long End.mp4
46.61MB
4. Forwards, Futures, and Swaps/5. Pricing Forward Contracts.mp4
51.61MB
4. Forwards, Futures, and Swaps/6. The Cash and Carry Arbitrage.mp4
65.96MB
4. Forwards, Futures, and Swaps/7. Forward Example A Zero Coupon Bond.mp4
67.26MB
4. Forwards, Futures, and Swaps/8. Forward Example A Stock (No Dividends).mp4
41.23MB
4. Forwards, Futures, and Swaps/9. Forwards on Assets Paying a Known Income.mp4
83.64MB
5. Stochastic Processes and Asset Prices/1. Stochastic Processes The Fundamental Idea.mp4
114.34MB
5. Stochastic Processes and Asset Prices/10. Random Walks.mp4
45.93MB
5. Stochastic Processes and Asset Prices/11. The Distribution of Random Walks.mp4
76.28MB
5. Stochastic Processes and Asset Prices/12. Random Walks as Models for Asset Prices.mp4
100.28MB
5. Stochastic Processes and Asset Prices/13. Random Walks and Efficient Markets.mp4
48.05MB
5. Stochastic Processes and Asset Prices/14. Brownian Motion.mp4
82.86MB
5. Stochastic Processes and Asset Prices/15. Brownian Motion with Drift.mp4
33.42MB
5. Stochastic Processes and Asset Prices/16. Brownian Motion and Asset Prices.mp4
47.9MB
5. Stochastic Processes and Asset Prices/17. The Log-Normal Model.mp4
104.67MB
5. Stochastic Processes and Asset Prices/18. The Log-Normal Model and Asset Prices.mp4
101.99MB
5. Stochastic Processes and Asset Prices/2. Stochastic Processes Formalities.mp4
273.63MB
5. Stochastic Processes and Asset Prices/3. Time Series Statistics.mp4
72.81MB
5. Stochastic Processes and Asset Prices/4. Fat-Tailed Distributions.mp4
50.83MB
5. Stochastic Processes and Asset Prices/5. Asset Return Measures.mp4
43.23MB
5. Stochastic Processes and Asset Prices/6. The Stylized Facts of Asset Prices.mp4
64.2MB
5. Stochastic Processes and Asset Prices/7. Volatility Clustering.mp4
57.53MB
5. Stochastic Processes and Asset Prices/8. Asset Return Autocorrelation.mp4
49.15MB
5. Stochastic Processes and Asset Prices/9. Fat Tails of Asset Returns.mp4
23.21MB
6. Options/1. Options.mp4
81.24MB
6. Options/10. Put-Call Parity.mp4
58.58MB
6. Options/11. The Binomial Model 1 Step.mp4
103.99MB
6. Options/12. The 1 Step Binomial Model The General Case.mp4
105.01MB
6. Options/13. 1 Step Risk Neutral Pricing.mp4
53.7MB
6. Options/14. A 1 Step Risk Neutral Pricing Example.mp4
17.54MB
6. Options/15. The Binomial Model 2 Steps.mp4
90.15MB
6. Options/16. The Distribution in the 2 Step Binomial Model.mp4
42.63MB
6. Options/17. The Full Binomial Model.mp4
69.8MB
6. Options/18. Call Pricing in the Binomial Model.mp4
43.75MB
6. Options/19. Binomial Approximation to a Log-Normal.mp4
70.2MB
6. Options/2. Option Payoffs.mp4
260.9MB
6. Options/20. The Black-Scholes Formula.mp4
82.58MB
6. Options/21. Flaws of the Black-Scholes Theory.mp4
63.05MB
6. Options/22. The Black-Scholes Theory in Practice.mp4
62.33MB
6. Options/23. Option Greeks.mp4
41.35MB
6. Options/24. Option Theta and Time Decay.mp4
87.91MB
6. Options/26. Dynamic Hedging and Delta Neutral Trading.mp4
89.39MB
6. Options/27. Options and Volatility Trading.mp4
75.37MB
6. Options/28. Implied Volatility.mp4
55.11MB
6. Options/3. Arbitrage Bounds on Options Geometry.mp4
327.34MB
6. Options/4. Arbitrage Bounds on Option Prices.mp4
23.87MB
6. Options/5. Arbitrage Inequality #1.mp4
23.64MB
6. Options/6. Arbitrage Inequality #3.mp4
45.24MB
6. Options/7. Extensions and Applications of Option Bounds.mp4
44.77MB
6. Options/8. Bounds on American Options.mp4
71.68MB
6. Options/9. The Geometry of Put-Call Parity.mp4
243.1MB
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