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GetFreeCourses.Co-Udemy-Financial Derivatives A Quantitative Finance View

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视频 2021-5-30 20:29 2024-6-3 19:36 240 9.23 GB 120
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GetFreeCourses Co-Udemy-Financial Derivatives A Quantitative Finance View

文件列表
  1. 1. Introduction/1. Introduction.mp460.28MB
  2. 2. Fundamentals/1. Interest Rates.mp463.3MB
  3. 2. Fundamentals/10. Discount Factors.mp472.96MB
  4. 2. Fundamentals/11. Discounted Cash Flow Analysis.mp469.42MB
  5. 2. Fundamentals/12. Bonds and Discounted Cash Flow Analysis.mp4413.85MB
  6. 2. Fundamentals/13. Yield to Maturity.mp436.1MB
  7. 2. Fundamentals/15. LIBOR.mp450.89MB
  8. 2. Fundamentals/16. Fed Funds Rate.mp434.91MB
  9. 2. Fundamentals/17. Yield Curves and Discount Curves.mp473.11MB
  10. 2. Fundamentals/19. Bootstrapping Spot Curves from Bonds.mp448.66MB
  11. 2. Fundamentals/2. Interest Rates General Considerations.mp492.6MB
  12. 2. Fundamentals/20. Bootstrapping Spot Curves from Bonds II.mp415.22MB
  13. 2. Fundamentals/22. Interest Rates Default Assumptions.mp423.21MB
  14. 2. Fundamentals/23. Equity Assets Stock.mp471.99MB
  15. 2. Fundamentals/24. Commodities.mp427.9MB
  16. 2. Fundamentals/25. Modelling Portfolios.mp468.84MB
  17. 2. Fundamentals/26. Foreign Currencies.mp452.42MB
  18. 2. Fundamentals/27. Dividends, Convenience Yields, and Storage.mp440.59MB
  19. 2. Fundamentals/28. Long and Short Positions.mp447.09MB
  20. 2. Fundamentals/29. LongShort Example.mp432MB
  21. 2. Fundamentals/3. Interest Rates and Future Values.mp438.07MB
  22. 2. Fundamentals/4. Compounding Conventions.mp451.42MB
  23. 2. Fundamentals/5. Investment Return Measures.mp430.74MB
  24. 2. Fundamentals/6. Interest Rate Conversions.mp432.63MB
  25. 2. Fundamentals/7. Continuous Compounding.mp436.51MB
  26. 2. Fundamentals/8. The Time Value of Money.mp4150.95MB
  27. 2. Fundamentals/9. Present Value.mp462.91MB
  28. 3. Arbitrage/1. The Arbitrage Concept.mp4346.51MB
  29. 3. Arbitrage/2. Arbitrage Formal Definition.mp447.26MB
  30. 3. Arbitrage/3. Arbitrage Example #1.mp470.42MB
  31. 3. Arbitrage/4. Arbitrage Example #2.mp445.1MB
  32. 3. Arbitrage/5. The Law of One Price.mp4793.12MB
  33. 3. Arbitrage/6. Law of One Price Extensions and Examples.mp487.86MB
  34. 3. Arbitrage/7. Arbitrage and Discounted Cash Flow Analysis.mp476.82MB
  35. 4. Forwards, Futures, and Swaps/1. Derivatives.mp431.01MB
  36. 4. Forwards, Futures, and Swaps/10. Forward Valuation with Known Income.mp481.82MB
  37. 4. Forwards, Futures, and Swaps/11. Forwards on Assets Paying a Known Yield.mp470.17MB
  38. 4. Forwards, Futures, and Swaps/12. Forward Example A Dividend Paying Stock.mp442.68MB
  39. 4. Forwards, Futures, and Swaps/13. FX Forwards.mp484.56MB
  40. 4. Forwards, Futures, and Swaps/14. FX Forward Examples.mp485.15MB
  41. 4. Forwards, Futures, and Swaps/15. Futures Contracts.mp458.19MB
  42. 4. Forwards, Futures, and Swaps/16. Futures Prices.mp469.89MB
  43. 4. Forwards, Futures, and Swaps/17. Futures Marking to Market.mp476.34MB
  44. 4. Forwards, Futures, and Swaps/18. Futures Margin Accounts.mp437.73MB
  45. 4. Forwards, Futures, and Swaps/19. Futures Prices and Spot Prices.mp471.12MB
  46. 4. Forwards, Futures, and Swaps/2. Derivative Markets.mp449.57MB
  47. 4. Forwards, Futures, and Swaps/20. Convergence of Futures Prices to Spot Prices.mp435.69MB
  48. 4. Forwards, Futures, and Swaps/21. Futures Contracts and Cash Exposures.mp445.42MB
  49. 4. Forwards, Futures, and Swaps/22. Futures Hedging.mp446.2MB
  50. 4. Forwards, Futures, and Swaps/23. Futures Hedging Example #1.mp433.69MB
  51. 4. Forwards, Futures, and Swaps/24. Futures Hedging and Basis Risk.mp491MB
  52. 4. Forwards, Futures, and Swaps/25. Futures Hedging Example #2.mp423.93MB
  53. 4. Forwards, Futures, and Swaps/26. Futures Hedging Example #3.mp445.38MB
  54. 4. Forwards, Futures, and Swaps/27. Speculation and Leverage with Futures.mp428.89MB
  55. 4. Forwards, Futures, and Swaps/28. A Futures Speculating Example.mp447.33MB
  56. 4. Forwards, Futures, and Swaps/29. The LIBOR Spot Curve.mp467.75MB
  57. 4. Forwards, Futures, and Swaps/3. Forward Contracts.mp4115.82MB
  58. 4. Forwards, Futures, and Swaps/30. Forward Interest Rates.mp457.56MB
  59. 4. Forwards, Futures, and Swaps/31. Forward Rate Agreements.mp457.01MB
  60. 4. Forwards, Futures, and Swaps/32. FRA Valuation.mp475.46MB
  61. 4. Forwards, Futures, and Swaps/33. Eurodollar Futures.mp470.03MB
  62. 4. Forwards, Futures, and Swaps/34. Swaps.mp4111.78MB
  63. 4. Forwards, Futures, and Swaps/35. Pricing Swaps.mp491.07MB
  64. 4. Forwards, Futures, and Swaps/36. Swap Example #1.mp422.58MB
  65. 4. Forwards, Futures, and Swaps/37. Swap Example #2.mp426.81MB
  66. 4. Forwards, Futures, and Swaps/38. Building a LIBOR Curve Overview.mp420.98MB
  67. 4. Forwards, Futures, and Swaps/39. Building a LIBOR Curve the Short End.mp418.87MB
  68. 4. Forwards, Futures, and Swaps/4. Forward Payoffs.mp4167.03MB
  69. 4. Forwards, Futures, and Swaps/40. Building a LIBOR Curve the Midrange.mp443MB
  70. 4. Forwards, Futures, and Swaps/41. Building a LIBOR Curve the Long End.mp446.61MB
  71. 4. Forwards, Futures, and Swaps/5. Pricing Forward Contracts.mp451.61MB
  72. 4. Forwards, Futures, and Swaps/6. The Cash and Carry Arbitrage.mp465.96MB
  73. 4. Forwards, Futures, and Swaps/7. Forward Example A Zero Coupon Bond.mp467.26MB
  74. 4. Forwards, Futures, and Swaps/8. Forward Example A Stock (No Dividends).mp441.23MB
  75. 4. Forwards, Futures, and Swaps/9. Forwards on Assets Paying a Known Income.mp483.64MB
  76. 5. Stochastic Processes and Asset Prices/1. Stochastic Processes The Fundamental Idea.mp4114.34MB
  77. 5. Stochastic Processes and Asset Prices/10. Random Walks.mp445.93MB
  78. 5. Stochastic Processes and Asset Prices/11. The Distribution of Random Walks.mp476.28MB
  79. 5. Stochastic Processes and Asset Prices/12. Random Walks as Models for Asset Prices.mp4100.28MB
  80. 5. Stochastic Processes and Asset Prices/13. Random Walks and Efficient Markets.mp448.05MB
  81. 5. Stochastic Processes and Asset Prices/14. Brownian Motion.mp482.86MB
  82. 5. Stochastic Processes and Asset Prices/15. Brownian Motion with Drift.mp433.42MB
  83. 5. Stochastic Processes and Asset Prices/16. Brownian Motion and Asset Prices.mp447.9MB
  84. 5. Stochastic Processes and Asset Prices/17. The Log-Normal Model.mp4104.67MB
  85. 5. Stochastic Processes and Asset Prices/18. The Log-Normal Model and Asset Prices.mp4101.99MB
  86. 5. Stochastic Processes and Asset Prices/2. Stochastic Processes Formalities.mp4273.63MB
  87. 5. Stochastic Processes and Asset Prices/3. Time Series Statistics.mp472.81MB
  88. 5. Stochastic Processes and Asset Prices/4. Fat-Tailed Distributions.mp450.83MB
  89. 5. Stochastic Processes and Asset Prices/5. Asset Return Measures.mp443.23MB
  90. 5. Stochastic Processes and Asset Prices/6. The Stylized Facts of Asset Prices.mp464.2MB
  91. 5. Stochastic Processes and Asset Prices/7. Volatility Clustering.mp457.53MB
  92. 5. Stochastic Processes and Asset Prices/8. Asset Return Autocorrelation.mp449.15MB
  93. 5. Stochastic Processes and Asset Prices/9. Fat Tails of Asset Returns.mp423.21MB
  94. 6. Options/1. Options.mp481.24MB
  95. 6. Options/10. Put-Call Parity.mp458.58MB
  96. 6. Options/11. The Binomial Model 1 Step.mp4103.99MB
  97. 6. Options/12. The 1 Step Binomial Model The General Case.mp4105.01MB
  98. 6. Options/13. 1 Step Risk Neutral Pricing.mp453.7MB
  99. 6. Options/14. A 1 Step Risk Neutral Pricing Example.mp417.54MB
  100. 6. Options/15. The Binomial Model 2 Steps.mp490.15MB
  101. 6. Options/16. The Distribution in the 2 Step Binomial Model.mp442.63MB
  102. 6. Options/17. The Full Binomial Model.mp469.8MB
  103. 6. Options/18. Call Pricing in the Binomial Model.mp443.75MB
  104. 6. Options/19. Binomial Approximation to a Log-Normal.mp470.2MB
  105. 6. Options/2. Option Payoffs.mp4260.9MB
  106. 6. Options/20. The Black-Scholes Formula.mp482.58MB
  107. 6. Options/21. Flaws of the Black-Scholes Theory.mp463.05MB
  108. 6. Options/22. The Black-Scholes Theory in Practice.mp462.33MB
  109. 6. Options/23. Option Greeks.mp441.35MB
  110. 6. Options/24. Option Theta and Time Decay.mp487.91MB
  111. 6. Options/26. Dynamic Hedging and Delta Neutral Trading.mp489.39MB
  112. 6. Options/27. Options and Volatility Trading.mp475.37MB
  113. 6. Options/28. Implied Volatility.mp455.11MB
  114. 6. Options/3. Arbitrage Bounds on Options Geometry.mp4327.34MB
  115. 6. Options/4. Arbitrage Bounds on Option Prices.mp423.87MB
  116. 6. Options/5. Arbitrage Inequality #1.mp423.64MB
  117. 6. Options/6. Arbitrage Inequality #3.mp445.24MB
  118. 6. Options/7. Extensions and Applications of Option Bounds.mp444.77MB
  119. 6. Options/8. Bounds on American Options.mp471.68MB
  120. 6. Options/9. The Geometry of Put-Call Parity.mp4243.1MB
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