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种子名称： [Coursezone.net] Coursera - Financial Engineering and Risk Management Part I
文件类型： 视频
文件数目： 53个文件
文件大小： 1.02 GB
收录时间： 2019-8-25 11:18
已经下载： 3次
资源热度： 226
最近下载： 2024-6-9 18:03

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[Coursezone.net] Coursera - Financial Engineering and Risk Management Part I.torrent

001.Course Overview/001. Course Overview.mp411.55MB

002.Basics of Fixed Income Securities/002. Introduction to No-arbitrage.mp417.54MB

002.Basics of Fixed Income Securities/003. Interest Rates and Fixed Income Instruments.mp428.54MB

003.Basic Fixed Income Instruments/004. Floating Rate Bonds and Term Structure of Interest Rates.mp428.53MB

003.Basic Fixed Income Instruments/005. Forward Contracts.mp418.31MB

004.Swaps and Futures/006. Swaps.mp413.41MB

004.Swaps and Futures/007. Futures.mp421.28MB

004.Swaps and Futures/008. Futures Excel.mp412.46MB

005.Options and Options Pricing/009. Options.mp423.45MB

005.Options and Options Pricing/010. Options Pricing.mp418.52MB

006.The 1-Period Binomial Model/011. The 1-Period Binomial Model.mp416.62MB

006.The 1-Period Binomial Model/012. Option Pricing in the 1-Period Binomial Model.mp427.15MB

007.The Multi-Period Binomial Model/013. The Multi-Period Binomial Model.mp423.27MB

007.The Multi-Period Binomial Model/014. What s Going On.mp416.88MB

008.Pricing American Options and Replicating Strategies/015. Pricing American Options.mp416.79MB

008.Pricing American Options and Replicating Strategies/016. Replicating Strategies.mp422.71MB

009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/017. Including Dividends.mp411.91MB

009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/018. Pricing Forwards and Futures in the Binomial Model.mp415.94MB

009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/019. The Black-Scholes Model.mp415.63MB

010.An Example Pricing a European Put on a Futures Contract/020. An Example Pricing a European Put on a Futures Contract.mp49.37MB

011.Introduction to Term Structure Lattice Models and the Cash Account/021. Introduction to Term Structure Lattice Models.mp417.26MB

011.Introduction to Term Structure Lattice Models and the Cash Account/022. The Cash Account and Pricing Zero-Coupon Bonds.mp421.74MB

012.Fixed Income Derivatives I/023. Fixed Income Derivatives Options on Bonds.mp412.91MB

012.Fixed Income Derivatives I/024. Fixed Income Derivatives Bond Forwards.mp414.33MB

012.Fixed Income Derivatives I/025. Fixed Income Derivatives Bond Futures.mp413.28MB

013.Fixed Income Derivatives II/026. Fixed Income Derivatives Caplets and Floorlets.mp411.87MB

013.Fixed Income Derivatives II/027. Fixed Income Derivatives Swaps and Swaptions.mp418.25MB

014.The Forward Equations/028. The Forward Equations.mp420.58MB

015.Model Calibration/029. Model Calibration.mp427.24MB

016.Pricing in a BDT Model and Pricing in Practice/030. An Application Pricing a Payer Swaption in a BDT Model.mp420.29MB

016.Pricing in a BDT Model and Pricing in Practice/031. Fixed Income Derivatives Pricing in Practice.mp410.29MB

017.Modeling and Pricing Defaultable Bonds/032. Modeling Defaultable Bonds.mp420.79MB

017.Modeling and Pricing Defaultable Bonds/033. Pricing Defaultable Bonds.mp423.01MB

018.Credit Default Swipes/034. Credit Default Swaps.mp425.29MB

019.Pricing Credit Default Swaps/035. Pricing Credit Default Swaps.mp417.95MB

020.Interview with Emmanuel Derman/036. Interview with Emmanuel Derman.mp468.89MB

021.Introduction to Mortgage Mathematics and Mortgage-Backed Securities/037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.mp430.44MB

022.Prepayment Risks and Pass-Throughs/038. Prepayment Risk and Mortgage Pass-Throughs.mp422.93MB

022.Prepayment Risks and Pass-Throughs/039. Mortgage Pass-Throughs in Excel.mp412.3MB

023.Principal-Only and Interest Only Mortgage-Backed Securities/040. Principal-Only and Interest-Only MBS.mp418.32MB

023.Principal-Only and Interest Only Mortgage-Backed Securities/041. Risks of Principal-Only and Interest-Only MBS.mp415.54MB

024.CMOs and Pricing Mortgage-Backed Securities/042. Collateralized Mortgage Obligations (CMOs).mp418.68MB

024.CMOs and Pricing Mortgage-Backed Securities/043. Pricing Mortgage-Backed Securities.mp419.52MB

025.I/044. Review of Basic Probability.mp424.95MB

025.I/045. Review of Conditional Expectations and Variances.mp411.99MB

026.II/046. Review of Multivariate Distributions.mp416.29MB

026.II/047. The Multivariate Normal Distribution.mp414.07MB

026.II/048. Introduction to Martingales.mp419.23MB

027.III/049. Introduction to Brownian Motion.mp414.04MB

027.III/050. Geometric Brownian Motion.mp413.12MB

027.III/051. Review of Vectors.mp423.07MB

028.IV/052. Review of Matrices.mp431.86MB

029.V/053. Review of Linear Optimization.mp425.3MB