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1 - 1 - Welcome to Introduction to Computational Finance and Financial Econometrics (1314).mp4
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10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).mp4
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12 - 1 - 5.0 Week 5 Introduction.mp4
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38.07MB
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12 - 5 - 5.4 Empirical CDF and QQ plots (1200).srt
14.86KB
12 - 6 - 5.5 Outliers Part 1 (715).mp4
74.73MB
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9.65KB
12 - 7 - 5.6 Outliers Part 2 (739).mp4
22.47MB
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10.41KB
12 - 8 - 5.7 Graphical Measures (2317).mp4
70.26MB
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30.73KB
12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).mp4
76.14MB
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32.19KB
13 - 1 - 6.0 Week 6 Introduction.mp4
12.81MB
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13 - 10 - 6.9 Confidence Intervals (1247).mp4
40.19MB
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13 - 10 - 6.9 Confidence Intervals (1247).srt
16.76KB
13 - 11 - 6.10 Monte Carlo Simulation (1527).mp4
43.86MB
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13 - 11 - 6.10 Monte Carlo Simulation (1527).srt
21.53KB
13 - 12 - 6.11 Value at Risk in CER model (736).mp4
22.13MB
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13 - 12 - 6.11 Value at Risk in CER model (736).srt
9.47KB
13 - 2 - 6.1 Constant Expected Return Model (1407).mp4
39.95MB
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13 - 2 - 6.1 Constant Expected Return Model (1407).srt
16.24KB
13 - 3 - 6.2 Simulating Data (1214).mp4
32.95MB
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13 - 3 - 6.2 Simulating Data (1214).srt
15.45KB
13 - 4 - 6.3 Random Walk Model (538).mp4
16.54MB
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13 - 4 - 6.3 Random Walk Model (538).srt
7.03KB
13 - 5 - 6.4 Estimating Parameters of CER (1859).mp4
56.99MB
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13 - 5 - 6.4 Estimating Parameters of CER (1859).srt
25.08KB
13 - 6 - 6.5 Bias and Precision (1302).mp4
33.55MB
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13 - 6 - 6.5 Bias and Precision (1302).srt
14.39KB
13 - 7 - 6.6 Mean Squared Error (122).mp4
3.26MB
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13 - 7 - 6.6 Mean Squared Error (122).srt
1.58KB
13 - 8 - 6.7 Standard Errors (2212).mp4
69.2MB
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13 - 8 - 6.7 Standard Errors (2212).srt
27.9KB
13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .mp4
41.68MB
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13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .srt
17.84KB
14 - 1 - 7.0 Week 7 Introduction (243).mp4
8.31MB
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14 - 1 - 7.0 Week 7 Introduction (243).srt
4.02KB
14 - 2 - 7.1 Bootstrap (2606).mp4
81.19MB
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15 - 1 - 7.4 Hypothesis Testing Introduction (829).mp4
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15 - 4 - 7.7 Chi-square and Students t distributions (516).mp4
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32.71KB
15 - 6 - 7.9 Test for Normal Distribution (836).mp4
24.55MB
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15 - 7 - 7.10 Test for No Autocorrelation (536).mp4
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15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).mp4
73.51MB
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16 - 1 - 8.0 Week 8 Introduction (257).mp4
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16 - 10 - 8.9 Tangency Portfolio (1733).mp4
35.78MB
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16 - 11 - 8.10 Examples (1011).mp4
19.22MB
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16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).mp4
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16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).mp4
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20.59KB
16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).mp4
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21.23KB
16 - 15 - Brief Comment about Excel Solver Add-in (212).mp4
5.44MB
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2.96KB
16 - 2 - 8.1 Introduction to Portfolio Theory (1435).mp4
26.56MB
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12.73MB
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20.35MB
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13.99KB
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11.83KB
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23.95MB
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17.47KB
16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).mp4
11.94MB
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9.56KB
16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).mp4
36.47MB
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24.56KB
17 - 1 - 9.0 Week 9 Introduction (359).mp4
10.97MB
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51.61MB
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36.19KB
17 - 3 - 9.2 Computing the Tangency Portfolio (2211).mp4
46.19MB
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25.27KB
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21.64MB
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17 - 5 - 9.4 Portfolio Analysis in R (843).mp4
21.37MB
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10.27KB
18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).mp4
32.82MB
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18 - 2 - 9.8 R packages for Portfolio Theory (643).mp4
18.13MB
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18 - 2 - 9.8 R packages for Portfolio Theory (643).srt
8.93KB
18 - 3 - 9.9 Using Solve.QP() in R (1019).mp4
23.52MB
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18 - 3 - 9.9 Using Solve.QP() in R (1019).srt
12.52KB
18 - 4 - 9.10 Global minimum variance (816).mp4
21.69MB
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18 - 4 - 9.10 Global minimum variance (816).srt
11.02KB
18 - 5 - 9.11 Efficient Frontier (856).mp4
23.1MB
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18 - 5 - 9.11 Efficient Frontier (856).srt
11.53KB
19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).mp4
20.68MB
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19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).srt
12.67KB
19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).mp4
51.99MB
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19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).srt
28.77KB
19 - 3 - 9.14 Efficient Portfolios Over Time (1801).mp4
42.91MB
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19 - 3 - 9.14 Efficient Portfolios Over Time (1801).srt
25.2KB
2 - 1 - 1.0 Week 1 Introduction (058).mp4
2.22MB
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20 - 1 - 10.0 Week 10 Introduction (150).mp4
4.97MB
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20 - 1 - 10.0 Week 10 Introduction (150).srt
2.29KB
20 - 2 - 10.1 Portfolio Risk Budgeting (1059).mp4
23.85MB
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20 - 2 - 10.1 Portfolio Risk Budgeting (1059).srt
14.47KB
20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).mp4
33.38MB
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20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).srt
22.95KB
20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).mp4
18.77MB
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20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).srt
12.46KB
20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).mp4
23.36MB
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20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).srt
16.46KB
20 - 6 - 10.5 Beta (1914).mp4
34.29MB
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20 - 6 - 10.5 Beta (1914).srt
23.55KB
21 - 1 - 10.6 Sharpes Single Index Model (1048).mp4
20.38MB
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21 - 1 - 10.6 Sharpes Single Index Model (1048).srt
14.84KB
21 - 10 - 10.15 A Single Index Model Portfolio Example (554).mp4
12.55MB
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21 - 10 - 10.15 A Single Index Model Portfolio Example (554).srt
7.56KB
21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).mp4
11.66MB
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21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).srt
6.57KB
21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).mp4
27.2MB
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21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).srt
17.26KB
21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).mp4
23.47MB
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15.92KB
21 - 3 - 10.8 Decomposition of Total Variance (942).mp4
18.26MB
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12.45KB
21 - 4 - 10.9 The Single Index Model and Portfolios (751).mp4
14.42MB
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9.33KB
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25.05MB
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17.37KB
21 - 6 - 10.11 Examples with the Single Index Model (1803).mp4
38.42MB
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23.7KB
21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).mp4
43.86MB
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28.71KB
21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).mp4
17.96MB
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11.23KB
21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).mp4
7.35MB
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4.83KB
3 - 1 - 1.1 Future Value Present Value and Compounding (1702).mp4
53.51MB
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3 - 2 - 1.2 Asset Returns (1653).mp4
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26.82MB
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11.34KB
3 - 4 - 1.4 Dividends (400).mp4
12.1MB
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3 - 5 - 1.5 Inflation (457).mp4
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14.42MB
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6KB
4 - 1 - 1.7 Continuously Compounded Returns (1555).mp4
42.46MB
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19.97KB
4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).mp4
16.54MB
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5 - 1 - 1.9 Simple Returns (401).mp4
11.6MB
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5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).mp4
27.2MB
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5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).srt
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5 - 3 - 1.11 Return Calculations (621).mp4
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43.61MB
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28.81MB
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12.25KB
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45.6MB
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18.53KB
8 - 4 - 3.3 Bivariate Continuous Distributions (1415).mp4
42.33MB
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8 - 4 - 3.3 Bivariate Continuous Distributions (1415).srt
16.69KB
8 - 5 - 3.4 Covariance (1916).mp4
53.47MB
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8 - 5 - 3.4 Covariance (1916).srt
22.56KB
8 - 6 - 3.5 Correlation and the Bivariate Normal Distribution (1159).mp4
37.91MB
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8 - 6 - 3.5 Correlation and the Bivariate Normal Distribution (1159).srt
14.13KB
8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).mp4
28.74MB
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8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).srt
11.42KB
8 - 8 - 3.7 Portfolio Example (1920).mp4
55.89MB
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8 - 8 - 3.7 Portfolio Example (1920).srt
24.96KB
9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).mp4
44.99MB
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9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).srt
21.84KB
9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).mp4
56.51MB
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9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).srt
24.46KB
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137.44KB