[CourseClub.NET] Coursera - Financial Engineering and Risk Management Part II torrent, magnet, bt

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

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CourseClub NET Coursera Financial Engineering and Risk Management Part II

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127B

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133B

020.Optimal Execution in Excel and Real Options/038. Optimal Execution in Excel 2.srt

7.96KB

023.II/045. The Multivariate Normal Distribution.srt

7.97KB

020.Optimal Execution in Excel and Real Options/037. Optimal Execution in Excel 1.srt

9.52KB

022.I/043. Review of Conditional Expectations and Variances.srt

10.46KB

008.Review of the Binomial Model and the Black-Scholes Model/014. The Black-Scholes Model.srt

11.25KB

024.III/048. Geometric Brownian Motion.srt

11.48KB

024.III/047. Introduction to Brownian Motion.srt

12.31KB

014.CDOs and the Gaussian Copula Model/025. Structured Credit CDOs and Beyond.srt

12.49KB

012.The Volatility Surface in Action and Skew/020. The Volatility Surface in Action.srt

12.65KB

008.Review of the Binomial Model and the Black-Scholes Model/013. Review of the Binomial Model for Option Pricing.srt

12.79KB

016.Understanding a CDO Tranche/029. The Mechanics of a Synthetic CDO Tranche.srt

13.45KB

019.Optimal Execution and Portfolio Execution/035. Optimal Execution.srt

13.75KB

021.Energy and Commodities Modeling/041. Real Options in Excel.srt

14.55KB

023.II/044. Review of Multivariate Distributions.srt

14.59KB

001.Mean Variance Overview and in Excel/002. Introduction to Mean Variance in Excel.srt

14.88KB

016.Understanding a CDO Tranche/031. Cash and Synthetic CDOs.srt

14.95KB

020.Optimal Execution in Excel and Real Options/039. Real Options.srt

16.28KB

016.Understanding a CDO Tranche/030. Computing the Fair Value of a CDO Tranche.srt

16.7KB

015.A Simple Example/027. A Simple Example Part I.srt

16.88KB

023.II/046. Introduction to Martingales.srt

17.13KB

006.Negative Exposures, Leveraged ETFs, and Beyond Variance/008. Negative Exposures and Leveraged ETFs.srt

17.75KB

006.Negative Exposures, Leveraged ETFs, and Beyond Variance/009. Beyond Variance.srt

17.81KB

012.The Volatility Surface in Action and Skew/021. Why is There a Skew.srt

17.82KB

017.CDO Portfolios/033. CDO-Squared's and Beyond.srt

18.09KB

021.Energy and Commodities Modeling/040. Valuation of Natural Gas and Electricity Related Options.srt

18.42KB

010.Risk Management of Derivatives Portfolios and Delta-Hedging/018. Delta-Hedging.srt

18.78KB

003.Mean Variance with a Risk-free Asset and Risk-free Frontier in Excel/005. Risk-free Frontier in Excel.srt

18.83KB

007.Statistical Biases and Potential Pitfalls/011. How Should Average Returns be Computed.srt

18.9KB

015.A Simple Example/028. A Simple Example Part II.srt

19.73KB

010.Risk Management of Derivatives Portfolios and Delta-Hedging/017. Risk-Management of Derivatives Portfolios.srt

20.23KB

018.Liquidity, Trading Costs, and Portfolio Execution/034. Liquidity, Trading Costs, and Portfolio Execution.srt

20.5KB

019.Optimal Execution and Portfolio Execution/036. Portfolio Execution.srt

20.72KB

003.Mean Variance with a Risk-free Asset and Risk-free Frontier in Excel/004. Mean Variance with a Risk-free Asset.srt

20.74KB

013.The Volatility Surface and Pricing Derivatives/022. What the Volatility Surface Tells Us.srt

21.54KB

014.CDOs and the Gaussian Copula Model/026. The Gaussian Copula Model.srt

21.78KB

027.VI/052. Review of Nonlinear Optimization.srt

21.82KB

022.I/042. Review of Basic Probability.srt

22.5KB

025.IV/049. Review of Vectors.srt

23.44KB

007.Statistical Biases and Potential Pitfalls/010. Statistical Biases in Performance Evaluation.srt

23.57KB

009.The Greeks/016. The Greeks Vega and Theta.srt

24.26KB

013.The Volatility Surface and Pricing Derivatives/023. Pricing Derivatives Using the Volatility Surface.srt

24.57KB

009.The Greeks/015. The Greeks Delta and Gamma.srt

24.75KB

017.CDO Portfolios/032. Pricing and Risk Management of CDO Portfolios.srt

26.21KB

013.The Volatility Surface and Pricing Derivatives/024. Beyond the Volatility Surface and Black-Scholes.srt

26.78KB

005.Implementation Difficulties/007. Implementation Difficulties with Mean Variance.srt

27.3KB

027.VI/051. Review of Linear Optimization.srt

27.64KB

001.Mean Variance Overview and in Excel/001. Overview of Mean Variance.srt

27.78KB

004.Capital Asset Pricing Model/006. Capital Asset Pricing Model.srt

28.43KB

002.Efficient Frontier/003. Efficient Frontier.srt

28.87KB

026.V/050. Review of Matrices.srt

31.06KB

011.The Volatility Surface/019. The Volatility Surface.srt

31.28KB

007.Statistical Biases and Potential Pitfalls/012. Survivorship Bias and Data Snooping.srt

32.58KB

020.Optimal Execution in Excel and Real Options/038. Optimal Execution in Excel 2.mp4

6.37MB

014.CDOs and the Gaussian Copula Model/025. Structured Credit CDOs and Beyond.mp4

8.05MB

022.I/043. Review of Conditional Expectations and Variances.mp4

8.27MB

008.Review of the Binomial Model and the Black-Scholes Model/014. The Black-Scholes Model.mp4

8.38MB

024.III/048. Geometric Brownian Motion.mp4

8.86MB

019.Optimal Execution and Portfolio Execution/035. Optimal Execution.mp4

9.07MB

024.III/047. Introduction to Brownian Motion.mp4

9.56MB

008.Review of the Binomial Model and the Black-Scholes Model/013. Review of the Binomial Model for Option Pricing.mp4

9.7MB

016.Understanding a CDO Tranche/029. The Mechanics of a Synthetic CDO Tranche.mp4

10.42MB

023.II/045. The Multivariate Normal Distribution.mp4

11.04MB

023.II/044. Review of Multivariate Distributions.mp4

11.04MB

020.Optimal Execution in Excel and Real Options/039. Real Options.mp4

11.31MB

016.Understanding a CDO Tranche/031. Cash and Synthetic CDOs.mp4

11.32MB

017.CDO Portfolios/033. CDO-Squared's and Beyond.mp4

11.7MB

001.Mean Variance Overview and in Excel/002. Introduction to Mean Variance in Excel.mp4

12.11MB

006.Negative Exposures, Leveraged ETFs, and Beyond Variance/009. Beyond Variance.mp4

12.39MB

019.Optimal Execution and Portfolio Execution/036. Portfolio Execution.mp4

12.42MB

015.A Simple Example/027. A Simple Example Part I.mp4

12.57MB

007.Statistical Biases and Potential Pitfalls/011. How Should Average Returns be Computed.mp4

12.72MB

021.Energy and Commodities Modeling/041. Real Options in Excel.mp4

12.76MB

023.II/046. Introduction to Martingales.mp4

12.88MB

020.Optimal Execution in Excel and Real Options/037. Optimal Execution in Excel 1.mp4

13.09MB

003.Mean Variance with a Risk-free Asset and Risk-free Frontier in Excel/004. Mean Variance with a Risk-free Asset.mp4

13.29MB

018.Liquidity, Trading Costs, and Portfolio Execution/034. Liquidity, Trading Costs, and Portfolio Execution.mp4

13.33MB

027.VI/052. Review of Nonlinear Optimization.mp4

13.66MB

021.Energy and Commodities Modeling/040. Valuation of Natural Gas and Electricity Related Options.mp4

13.89MB

012.The Volatility Surface in Action and Skew/021. Why is There a Skew.mp4

14.2MB

006.Negative Exposures, Leveraged ETFs, and Beyond Variance/008. Negative Exposures and Leveraged ETFs.mp4

14.31MB

016.Understanding a CDO Tranche/030. Computing the Fair Value of a CDO Tranche.mp4

14.52MB

012.The Volatility Surface in Action and Skew/020. The Volatility Surface in Action.mp4

14.97MB

010.Risk Management of Derivatives Portfolios and Delta-Hedging/018. Delta-Hedging.mp4

15.12MB

025.IV/049. Review of Vectors.mp4

15.12MB

015.A Simple Example/028. A Simple Example Part II.mp4

15.17MB

007.Statistical Biases and Potential Pitfalls/010. Statistical Biases in Performance Evaluation.mp4

15.96MB

003.Mean Variance with a Risk-free Asset and Risk-free Frontier in Excel/005. Risk-free Frontier in Excel.mp4

16MB

027.VI/051. Review of Linear Optimization.mp4

16.49MB

010.Risk Management of Derivatives Portfolios and Delta-Hedging/017. Risk-Management of Derivatives Portfolios.mp4

16.74MB

022.I/042. Review of Basic Probability.mp4

16.75MB

002.Efficient Frontier/003. Efficient Frontier.mp4

17.03MB

013.The Volatility Surface and Pricing Derivatives/022. What the Volatility Surface Tells Us.mp4

17.12MB

001.Mean Variance Overview and in Excel/001. Overview of Mean Variance.mp4

17.16MB

009.The Greeks/016. The Greeks Vega and Theta.mp4

17.41MB

017.CDO Portfolios/032. Pricing and Risk Management of CDO Portfolios.mp4

17.46MB

009.The Greeks/015. The Greeks Delta and Gamma.mp4

18.04MB

004.Capital Asset Pricing Model/006. Capital Asset Pricing Model.mp4

18.29MB

005.Implementation Difficulties/007. Implementation Difficulties with Mean Variance.mp4

18.39MB

014.CDOs and the Gaussian Copula Model/026. The Gaussian Copula Model.mp4

19.18MB

013.The Volatility Surface and Pricing Derivatives/024. Beyond the Volatility Surface and Black-Scholes.mp4

19.21MB

013.The Volatility Surface and Pricing Derivatives/023. Pricing Derivatives Using the Volatility Surface.mp4

20.73MB

026.V/050. Review of Matrices.mp4

21.15MB

007.Statistical Biases and Potential Pitfalls/012. Survivorship Bias and Data Snooping.mp4

21.68MB

011.The Volatility Surface/019. The Volatility Surface.mp4

25.14MB

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