[FreeCoursesOnline.Me] Coursera - Financial Engineering And Risk Management Part I

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[FreeCoursesOnline.Me] Coursera - Financial Engineering and Risk Management Part I[FreeCoursesOnline.Me] Coursera - Financial Engineering and Risk Management Part I

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[FreeCoursesOnline.Me] Coursera - Financial Engineering and Risk Management Part I.torrent
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[COURSERA] FINANCIAL ENGINEERING AND RISK MANAGEMENT PART I [FCO]

About this course: Financial Engineering is a multidisciplinary field drawing from finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part I will be on the use of simple stochastic models to price derivative securities in various asset classes including equities, fixed income, credit and mortgage-backed securities. We will also consider the role that some of these asset classes played during the financial crisis. A notable feature of this course will be an interview module with Emanuel Derman, the renowned “quant” and best-selling author of “My Life as a Quant”. We hope that students who complete the course will begin to understand the “rocket science” behind financial engineering but perhaps more importantly, we hope they will also understand the limitations of this theory in practice and why financial models should always be treated with a healthy degree of skepticism. The follow-on course FE & RM Part II will continue to develop derivatives pricing models but it will also focus on asset allocation and portfolio optimization as well as other applications of financial engineering such as real options, commodity and energy derivatives and algorithmic trading.

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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

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