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

Torrent Details

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

NAME
[CourseClub.NET] Coursera - Financial Engineering and Risk Management Part I.torrent
CATEGORY
Other
INFOHASH
b62426190decbcf778097c767c6a82ec9223b535
SIZE
1 GB in 99 files
ADDED
Uploaded on 25-09-2018 by our crawler pet called "Spidey".
SWARM
0 seeders & 0 peers
RATING
No votes yet.

Please login to vote for this torrent.


Description

[Coursera] Financial Engineering and Risk Management Part I

Financial Engineering is a multidisciplinary field drawing from finance and economics, mathematics, statistics, engineering and computational methods.

For More Courses: https://courseclub.net

Discussion

Comments 0

Post Your Comment

Files in this torrent

FILENAMESIZE
001.Course Overview/001. Course Overview.mp411.6 MB
001.Course Overview/001. Course Overview.srt13.7 KB
002.Basics of Fixed Income Securities/002. Introduction to No-arbitrage.mp417.5 MB
002.Basics of Fixed Income Securities/002. Introduction to No-arbitrage.srt19.3 KB
002.Basics of Fixed Income Securities/003. Interest Rates and Fixed Income Instruments.mp428.5 MB
002.Basics of Fixed Income Securities/003. Interest Rates and Fixed Income Instruments.srt30.8 KB
003.Basic Fixed Income Instruments/004. Floating Rate Bonds and Term Structure of Interest Rates.mp428.5 MB
003.Basic Fixed Income Instruments/004. Floating Rate Bonds and Term Structure of Interest Rates.srt28.7 KB
003.Basic Fixed Income Instruments/005. Forward Contracts.mp418.3 MB
003.Basic Fixed Income Instruments/005. Forward Contracts.srt18.5 KB
004.Swaps and Futures/006. Swaps.mp413.4 MB
004.Swaps and Futures/006. Swaps.srt12.9 KB
004.Swaps and Futures/007. Futures.mp421.3 MB
004.Swaps and Futures/007. Futures.srt23.9 KB
004.Swaps and Futures/008. Futures Excel.mp412.5 MB
004.Swaps and Futures/008. Futures Excel.srt10.2 KB
005.Options and Options Pricing/009. Options.mp423.5 MB
005.Options and Options Pricing/009. Options.srt23.2 KB
005.Options and Options Pricing/010. Options Pricing.mp418.5 MB
005.Options and Options Pricing/010. Options Pricing.srt19 KB
006.The 1-Period Binomial Model/011. The 1-Period Binomial Model.mp416.6 MB
006.The 1-Period Binomial Model/011. The 1-Period Binomial Model.srt14.6 KB
006.The 1-Period Binomial Model/012. Option Pricing in the 1-Period Binomial Model.mp427.1 MB
006.The 1-Period Binomial Model/012. Option Pricing in the 1-Period Binomial Model.srt26.1 KB
007.The Multi-Period Binomial Model/013. The Multi-Period Binomial Model.mp423.3 MB
007.The Multi-Period Binomial Model/013. The Multi-Period Binomial Model.srt21 KB
007.The Multi-Period Binomial Model/014. What s Going On.mp416.9 MB
007.The Multi-Period Binomial Model/014. What s Going On.srt15.2 KB
008.Pricing American Options and Replicating Strategies/015. Pricing American Options.mp416.8 MB
008.Pricing American Options and Replicating Strategies/015. Pricing American Options.srt14.8 KB
008.Pricing American Options and Replicating Strategies/016. Replicating Strategies.mp422.7 MB
008.Pricing American Options and Replicating Strategies/016. Replicating Strategies.srt21.8 KB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/017. Including Dividends.mp411.9 MB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/017. Including Dividends.srt10.9 KB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/018. Pricing Forwards and Futures in the Binomial Model.mp415.9 MB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/018. Pricing Forwards and Futures in the Binomial Model.srt15.6 KB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/019. The Black-Scholes Model.mp415.6 MB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/019. The Black-Scholes Model.srt14.9 KB
010.An Example Pricing a European Put on a Futures Contract/020. An Example Pricing a European Put on a Futures Contract.mp49.4 MB
010.An Example Pricing a European Put on a Futures Contract/020. An Example Pricing a European Put on a Futures Contract.srt8.6 KB
011.Introduction to Term Structure Lattice Models and the Cash Account/021. Introduction to Term Structure Lattice Models.mp417.3 MB
011.Introduction to Term Structure Lattice Models and the Cash Account/021. Introduction to Term Structure Lattice Models.srt16.3 KB
011.Introduction to Term Structure Lattice Models and the Cash Account/022. The Cash Account and Pricing Zero-Coupon Bonds.mp421.7 MB
011.Introduction to Term Structure Lattice Models and the Cash Account/022. The Cash Account and Pricing Zero-Coupon Bonds.srt21.5 KB
012.Fixed Income Derivatives I/023. Fixed Income Derivatives Options on Bonds.mp412.9 MB
012.Fixed Income Derivatives I/023. Fixed Income Derivatives Options on Bonds.srt12.7 KB
012.Fixed Income Derivatives I/024. Fixed Income Derivatives Bond Forwards.mp414.3 MB
012.Fixed Income Derivatives I/024. Fixed Income Derivatives Bond Forwards.srt11.5 KB
012.Fixed Income Derivatives I/025. Fixed Income Derivatives Bond Futures.mp413.3 MB
012.Fixed Income Derivatives I/025. Fixed Income Derivatives Bond Futures.srt11.6 KB
013.Fixed Income Derivatives II/026. Fixed Income Derivatives Caplets and Floorlets.mp411.9 MB
013.Fixed Income Derivatives II/026. Fixed Income Derivatives Caplets and Floorlets.srt10.4 KB
013.Fixed Income Derivatives II/027. Fixed Income Derivatives Swaps and Swaptions.mp418.2 MB
013.Fixed Income Derivatives II/027. Fixed Income Derivatives Swaps and Swaptions.srt17.6 KB
014.The Forward Equations/028. The Forward Equations.mp420.6 MB
014.The Forward Equations/028. The Forward Equations.srt18.6 KB
015.Model Calibration/029. Model Calibration.mp427.2 MB
015.Model Calibration/029. Model Calibration.srt24.2 KB
016.Pricing in a BDT Model and Pricing in Practice/030. An Application Pricing a Payer Swaption in a BDT Model.mp420.3 MB
016.Pricing in a BDT Model and Pricing in Practice/030. An Application Pricing a Payer Swaption in a BDT Model.srt16.9 KB
016.Pricing in a BDT Model and Pricing in Practice/031. Fixed Income Derivatives Pricing in Practice.mp410.3 MB
016.Pricing in a BDT Model and Pricing in Practice/031. Fixed Income Derivatives Pricing in Practice.srt10.2 KB
017.Modeling and Pricing Defaultable Bonds/032. Modeling Defaultable Bonds.mp420.8 MB
017.Modeling and Pricing Defaultable Bonds/032. Modeling Defaultable Bonds.srt20.3 KB
017.Modeling and Pricing Defaultable Bonds/033. Pricing Defaultable Bonds.mp423 MB
017.Modeling and Pricing Defaultable Bonds/033. Pricing Defaultable Bonds.srt22 KB
018.Credit Default Swipes/034. Credit Default Swaps.mp425.3 MB
018.Credit Default Swipes/034. Credit Default Swaps.srt25 KB
019.Pricing Credit Default Swaps/035. Pricing Credit Default Swaps.mp418 MB
019.Pricing Credit Default Swaps/035. Pricing Credit Default Swaps.srt17.3 KB
020.Interview with Emmanuel Derman/036. Interview with Emmanuel Derman.mp468.9 MB
020.Interview with Emmanuel Derman/036. Interview with Emmanuel Derman.srt32.2 KB
021.Introduction to Mortgage Mathematics and Mortgage-Backed Securities/037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.mp430.4 MB
021.Introduction to Mortgage Mathematics and Mortgage-Backed Securities/037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.srt29.2 KB
022.Prepayment Risks and Pass-Throughs/038. Prepayment Risk and Mortgage Pass-Throughs.mp422.9 MB
022.Prepayment Risks and Pass-Throughs/038. Prepayment Risk and Mortgage Pass-Throughs.srt24 KB
022.Prepayment Risks and Pass-Throughs/039. Mortgage Pass-Throughs in Excel.mp412.3 MB
022.Prepayment Risks and Pass-Throughs/039. Mortgage Pass-Throughs in Excel.srt10.1 KB
023.Principal-Only and Interest Only Mortgage-Backed Securities/040. Principal-Only and Interest-Only MBS.mp418.3 MB
023.Principal-Only and Interest Only Mortgage-Backed Securities/040. Principal-Only and Interest-Only MBS.srt17 KB
023.Principal-Only and Interest Only Mortgage-Backed Securities/041. Risks of Principal-Only and Interest-Only MBS.mp415.5 MB
023.Principal-Only and Interest Only Mortgage-Backed Securities/041. Risks of Principal-Only and Interest-Only MBS.srt14.9 KB
024.CMOs and Pricing Mortgage-Backed Securities/042. Collateralized Mortgage Obligations (CMOs).mp418.7 MB
024.CMOs and Pricing Mortgage-Backed Securities/042. Collateralized Mortgage Obligations (CMOs).srt16.5 KB
024.CMOs and Pricing Mortgage-Backed Securities/043. Pricing Mortgage-Backed Securities.mp419.5 MB
024.CMOs and Pricing Mortgage-Backed Securities/043. Pricing Mortgage-Backed Securities.srt20.1 KB
025.I/044. Review of Basic Probability.mp424.9 MB
025.I/044. Review of Basic Probability.srt22.5 KB
025.I/045. Review of Conditional Expectations and Variances.mp412 MB
025.I/045. Review of Conditional Expectations and Variances.srt10.5 KB
026.II/046. Review of Multivariate Distributions.mp416.3 MB
026.II/046. Review of Multivariate Distributions.srt14.6 KB
026.II/047. The Multivariate Normal Distribution.mp414.1 MB
026.II/047. The Multivariate Normal Distribution.srt8 KB
026.II/048. Introduction to Martingales.mp419.2 MB
026.II/048. Introduction to Martingales.srt17.1 KB
027.III/049. Introduction to Brownian Motion.mp414 MB
027.III/049. Introduction to Brownian Motion.srt12.3 KB
027.III/050. Geometric Brownian Motion.mp413.1 MB

Alternative Torrents for 'CourseClub.NET Coursera Financial Engineering and Risk Management Part'.

There are no alternative torrents found.