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* Z( _7 H) }6 \$ D6 H国际量化金融分析师CQF217 ?5 d5 q) C: i! R1 Y
├──CQF 高级进阶课 Advanced Course ' d& C y* q t4 d8 |( i8 q
| ├──Advanced Volatility Modelling : {- h; m: V2 g8 d
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M
6 V% B- }, i, D3 ?| | ├──CQF_Elective_Advanced_Volatility_Modelling_Blank.pdf 1.15M
^( q! ?& _! }. U4 `, W( f| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb9 V3 X; U. _3 |3 W
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Whiteboard.pdf 2.54M0 p# l6 Y% z. S1 C
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.flv 172.22M
$ {' ?# e. {) n) w2 C) }| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part02.flv 174.20M
$ b. C4 J, A. I1 Z+ }& x1 }# b& R| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.flv 161.81M
X# ?$ N3 a' g) c+ ?9 a: C4 b" \| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.flv 164.88M
% a! i" S/ I. m| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.flv 163.05M
# R3 d/ ?) K! A4 ^/ W2 G# P+ ^| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.flv 160.12M
/ ?) P+ ]: D1 o- Q| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part07.flv 160.25M$ ]' P4 z( `4 Y! F/ G: n0 T
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part08.flv 155.85M
. {* U3 f8 ^* K: H9 r| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.flv 169.35M
& y( m' y7 D: @ |. W& Y8 u| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part10.flv 160.19M
. Z/ }9 I9 F3 F- `0 l| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.flv 176.93M
/ ]8 a* v1 Q3 k. y v: W: ?| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.flv 177.38M
6 M. i8 g. X N( i* K( H" {2 p/ [| ├──Asian Options
7 n- r* ~- K2 ]2 A9 G| | ├──CQF_Alumni_Asian_Options_Annotated.pdf 413.90kb7 n; ^* B' {* f
| | ├──CQF_Alumni_Asian_Options_Blank.pdf 413.89kb
5 o2 Q# {3 Q7 l8 N/ g- u' F( d9 F| | └──CQF_Alumni_HB_Asian_Options.flv 40.13M* ]3 B. d; ?5 E7 \' ?5 d3 f
| ├──Barrier Options
/ ^9 H8 B9 z9 m) t+ W) C9 ~2 k| | ├──CQF_Alumni_Barrier_Options_Annotated.pdf 461.61kb
2 ?, C$ o% R: J. T% A! S| | ├──CQF_Alumni_Barrier_Options_Blank.pdf 385.10kb
" o+ t- B+ _; R: g# L| | ├──CQF_Alumni_HB_Barrier_Options_Part01.flv 131.47M
0 P' }. q: D& B* @1 v7 ~| | └──CQF_Alumni_HB_Barrier_Options_Part02.flv 72.26M6 f6 Q8 U5 a) \ `
| ├──Behavioural Models and Sentiment Analysis Applied to Finance 4 H5 P1 S! f8 Y+ ]3 t
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Conference_Programme.pdf 1.29M/ A; D& @: E8 B1 z1 z. X& }
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Dan_diBartolomeo_Blank.pdf 438.18kb
; y' X8 w; t. U2 n, N| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gautam_Mitra_Blank.pdf 2.17M% c5 z% |8 Q. C! h! W- n# e
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Giles_Arnaud_Fraunhofer_Blank.pdf 6.64M# g6 O7 [" T& C$ C2 H% Y7 f
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Greg_Davies_Blank.pdf 715.12kb, C6 k6 x4 k& _6 p
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gurvinder_Brar_Blank.pdf 933.66kb6 f3 c/ P! L7 U& O' F( L' i6 y' D
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Marco_Dion_Blank.pdf 626.25kb$ Y/ _) u0 X5 w) A# z& x- P
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Peter_Hafez_Raven_Blank.pdf 1.57M
) E7 N) p$ n3 @( N| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Richard_Peterson_Blank.pdf 6.18M- v7 J3 M P3 L+ T# c& ~8 a$ D
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Rochester_Cahan_Blank.pdf 1.20M2 ?, ^9 ]* \% x
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank01.pdf 3.92M. h% u" E P& M# E# Z- ?5 O, e7 s
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank02.pdf 4.98M
1 s+ P8 W$ R" e& \| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Xiang_Yu_Blank.pdf 2.21M5 ^/ l3 \) E q* w
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part01.flv 29.04M6 |* G! E ~/ l# M
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part02.flv 193.02M# W6 }% |" \" n: T' F
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part03.flv 123.03M
! s% O; d1 | G1 J* ]* P| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part04.flv 233.35M
% p4 B6 R: G& p7 s6 ?3 V3 n0 T| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part05.flv 85.17M
) P& O/ G6 k# N) f$ {& w| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part06.flv 175.16M
6 S M* q0 x: R. h3 T0 _! r0 T| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part07.flv 172.65M7 v) ^& a( V. P8 K7 J8 j+ z Z6 z
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part08.flv 190.21M' H# N8 {$ R6 \6 e$ Y# t
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part09.flv 149.86M- ^6 i( A$ A' ]& T& i2 W- o
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part10.flv 147.20M& a- k8 S+ P: U
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part11.flv 131.79M
9 Q7 o- q+ o' |" k9 ?| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part12.flv 129.47M
# t) ^( ^$ J; |) m$ p7 U2 {| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part13.flv 166.45M- a% i7 p, e' X& [; r% Z) b+ A$ h1 {
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part14.flv 201.70M; a4 i3 {) w# E" C( \- z4 Q* B
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part15.flv 128.91M
7 o1 Q: L0 @* V3 _| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part16.flv 173.64M
0 I" Z8 Y# o6 x| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part17.flv 205.57M: a: t5 X' l* d9 [: p# r$ G
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part18.flv 175.48M
' t L9 E1 j9 W% U) m7 I| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part19.flv 170.68M9 y/ e/ d0 v. m' ?4 k, r* S- G
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part20.flv 116.10M
5 w% K( v, I% k' w3 y& x$ m& X' || | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part21.flv 184.79M
) ?6 {, Y1 M& S, ]( m1 y| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part22.flv 150.48M
: M( Y" ~3 C) U& k9 n$ k| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part23.flv 157.35M1 L5 z4 W' [ W( k L$ U5 ~
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part24.flv 134.31M
) y) A; W9 c5 m( |, H| | └──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part25.flv 117.99M
: m( n5 A- o M| ├──Capital Structure ) e0 W+ T0 s1 O9 K- p3 N
| | ├──CQF_Masterclass_Capital_Structure.ppa 7.18M
- {% _8 M w g% r- J9 x e| | ├──CQF_Masterclass_Capital_Structure_Lufthansa_Case_Study.ppa 649.50kb4 n& r: `; i) {
| | ├──CQF_Masterclass_HB_Capital_Structure_Lufthansa_Case_Study.flv 116.09M
2 r4 x5 C4 g* r9 @4 e" Z# M7 B| | ├──CQF_Masterclass_HB_Capital_Structure_Part01.flv 97.87M
: ^ m$ W' P+ E| | ├──CQF_Masterclass_HB_Capital_Structure_Part02.flv 286.78M( f ]. p! R% X( G" U) f3 u/ B
| | ├──CQF_Masterclass_HB_Capital_Structure_Part03.flv 167.55M7 ]. d' e' M7 y9 ?- V
| | ├──CQF_Masterclass_HB_Capital_Structure_Part04_PartB.flv 188.40M/ U3 ~5 n2 O% ^2 ^+ o( Z
| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartA.flv 222.93M
( e1 S( Y$ Z# N. C| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartB.flv 157.04M) I* ?) l, A( h& D3 c* t6 a
| | ├──CQF_Masterclass_HB_Capital_Structure_Part06.flv 184.91M& c5 X0 n3 d% h9 c/ i) o! V
| | ├──CQF_Masterclass_HB_Capital_Structure_Part07.flv 95.85M- G& x& g- y2 y$ @3 X* _
| | ├──CQF_Masterclass_HB_Capital_Structure_Part08.flv 281.34M
5 k9 {% S+ m- O: B| | ├──CQF_Masterclass_HB_Capital_Structure_Part09.flv 75.42M
0 m+ M5 U/ d$ u| | └──CQF_Masterclass_HB_Capital_Structure_Part10.flv 180.36M
$ S+ b* T' V% f8 ]; I| ├──Equity Portfolio Risk Management ) D' J! T& B# Y ]0 F4 b$ {: Y
| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M; A9 N) w, h; s( L8 H* q$ M8 j
| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M
! ~" B E2 X7 J& ?" v0 H| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M' ^2 J. l0 _, e% L9 \0 u2 q3 i
| ├──Finite Difference Model $ C) b- S) h! ~# K. V0 w& c$ X
| | ├──CQF_Alumni_Finite_Difference_Model_Annotated.pdf 431.16kb8 v" T* `- }2 q$ q; G; {8 b
| | ├──CQF_Alumni_Finite_Difference_Model_Blank.pdf 407.96kb
4 |1 O" i, D! F; ^ ?5 ^$ {| | ├──CQF_Alumni_Finite_Difference_Model_Excel.zip 1.15M6 A; R" O4 j/ W
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part01.flv 97.33M! {$ b9 Q! @) h( G
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part02.flv 150.94M
" \, ~ X8 s4 \: h2 Y4 q7 W| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part03.flv 142.83M
; U, Z) Q+ i5 J. g5 x5 T$ u d| | └──CQF_Alumni_HB_Finite_Difference_Model_Part04.flv 147.94M
* F5 B7 c5 V( B4 v4 z Q( d| ├──Intraday High Frequency Trading
0 J4 D2 M h- g C| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part01.flv 172.32M; |$ P! y- I& \# d
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part02.flv 155.57M+ U' |/ q U* F- q( n3 N
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part03.flv 177.87M) P9 T# q/ A' L" V4 U/ y
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part04.flv 236.52M
1 I" M1 Q% b3 J' u/ e| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part05.flv 203.34M6 Z/ v( T7 I8 Y, E+ ~7 Y
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part06.flv 165.01M
1 [/ C" ^# X; ^; z3 P2 P% C| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part07.flv 176.62M7 T& b$ `+ w" v3 m
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part08.flv 183.91M
8 N3 Y/ k2 E' @ |% q; m4 [* O9 V| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part09.flv 185.63M
L, {3 A' R5 ?' ] s- v& p# }| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part10.flv 197.03M/ q$ F, I% A5 S' ?, D, [' q: U6 w
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part11.flv 145.16M
4 ~+ c! L7 n- P) ^9 Q* t. _- Q# {7 ]| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part12.flv 149.64M W/ M1 T9 ~' X7 o- R
| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Annotated.pdf 20.61M
# l6 w/ Q( i9 z4 R) Q& _) q| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Blank.pdf 5.19M) ~! c- c+ O; p" L
| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Materials.zip 1.35kb
& \, ?' G6 g3 W9 x% R| | └──CQF_Masterclass_HB_Capital_Structure_Part11.flv 18.40M
* ~: N3 b& e' e. n- P8 }| ├──Lookback Options
! R2 l: [" ?; T6 c# k0 q2 `| | ├──CQF_Alumni_HB_Lookback_Options.flv 28.25M
) i: S" N6 u4 f# T/ ?' v( T| | ├──CQF_Alumni_Lookback_Options_Annotated.pdf 201.00kb
9 f( }: Q6 @3 M" ~5 ~+ t| | └──CQF_Alumni_Lookback_Options_Blank.pdf 366.67kb
% c2 M/ |4 ]/ [2 ^& q' e| ├──Market Microstructure Liquidity and Trading : N5 e5 Q# q0 u1 G3 |, \
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part01.flv 182.65M% B* k# {8 ~! ^+ F2 s+ I
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part02.flv 209.49M, t) N4 i# X' _$ [9 F+ t
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part03.flv 136.42M6 ?( s1 U: U& u# O. ~# ?. S; I4 [
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part04.flv 136.91M
. ], v5 x0 z- l0 o| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part05.flv 143.32M8 ^& P \/ b8 y8 h
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part06.flv 130.88M
5 Q9 Z0 b5 A; a) V) X| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part07.flv 114.51M
4 i5 w3 ?$ ^# T/ Q1 B0 a| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part08.flv 155.20M8 i) m1 r# W1 \. L+ J k
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part09.flv 143.22M
/ ~! ]; ? S; B6 Y2 J! K| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part10.flv 219.18M
7 { y" c9 V( u1 D8 u4 d| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part11.flv 201.18M
3 Y% U! r+ p0 T| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part12.flv 128.47M
, u J$ V3 e, w* A0 g6 ^+ \: H: Y| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part13.flv 145.48M
. a J; q9 r5 E" n* w4 y4 ] V| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part14.flv 123.03M
7 H; x$ N+ a: l, y9 ~" Z8 f+ }| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part15.flv 201.70M
0 \) S4 G9 e4 H' n, P- q| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part16.flv 210.25M
# |' e+ H/ z( c3 k9 Y x& g! o' u2 z1 G+ s| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part17.flv 200.00M* J! d' y" d* U8 b
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part18.flv 178.56M& L6 b( d% t( m2 l4 z* S% s
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part19.flv 183.12M* x1 t. }6 M j3 G! T* a( X
| | └──CQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Optirisk_Notes.zip 9.64M
, H- ?! s% F3 y2 Y# U8 ^| ├──Mult-asset Options ) a1 Q, Y6 h5 R# ]" w$ h+ b! Q
| | ├──CQF_Alumni_HB_Multi_Asset_Options.flv 133.75M
5 k% D: ~' {- u0 v% R* w& c| | ├──CQF_Alumni_Multi_Asset_Options_Annotated.pdf 422.72kb: N3 ^" z0 ?$ J2 A4 c& @
| | └──CQF_Alumni_Multi_Asset_Options_Blank.pdf 395.24kb/ E9 V: S/ I" l* h( f
| ├──Strongly Path Dependent Options & W! {8 {0 f1 p* t; B
| | ├──CQF_Alumni_HB_Strongly_Path_Dependent_Options.flv 189.55M
0 s( {5 U. Q, `* U* B| | ├──CQF_Alumni_Strongly_Path_Dependent_Options_Annotated.pdf 508.76kb- S; z' D- r" G+ d7 M
| | └──CQF_Alumni_Strongly_Path_Dependent_Options_Blank.pdf 398.33kb
& C: `$ o# T! v" V| └──Volatility Options
_( p8 o8 @) j| | ├──CQF_Masterclass_Exotic_Options_Annotated.pdf 3.07M
9 s* L1 E2 u4 n) ?| | ├──CQF_Masterclass_Exotic_Options_Blank.pdf 202.57kb. k# c2 ^6 F# Z" ~) a; p, q
| | ├──CQF_Masterclass_Exotic_Options_Supporting_Documents.zip 1.41M# o" M- ?+ d: \$ ]; Q- k/ X% [$ a
| | ├──CQF_Masterclass_Exotic_Options_Whiteboard.pdf 1.13M7 C0 a8 n5 K$ }# R# j
| | └──CQF_Masterclass_HB_Exotic_Options.flv 210.93M V! p V: z6 q \9 H
├──CQF 交易策略Trading Strategies ) |3 T3 z8 N) U1 ~$ _
| ├──A Market Impact Model that Works - Dan di Bartolomeo 6 R3 K3 M8 _4 g8 ?1 V
| | └──CQF_Alumni_HB_A_Market_Impact_Model_that_Works.mp4 43.14M
- z4 F) u- b5 F, e! H5 u2 O& H| ├──A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth - William Ziemba ! V/ o9 @; O, z* q, J6 N
| | ├──CQF_Alumni_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Blank.pdf 1.97M7 d5 V6 w0 U( R
| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part01.flv 183.83M
- o8 H! z. S. R2 K z| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part02.flv 137.82M
! {$ _& l) B" || | └──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part03.flv 116.11M1 n5 S1 h- W$ V# I; ?
| ├──Advanced Portfolio Management - Seb Lleo
1 x4 i- M+ Y! w/ ]; a5 T/ s, || | ├──CQF_Elective_Advanced_Portfolio_Management_Annotated.pdf 15.72M
7 y; x T; y. ]) a6 l* g4 d| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part01.mp4 37.38M
; B A$ r; z$ K0 G, v9 Z| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part06.mp4 39.34M
+ @: E$ @& ]# S7 f. V| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part07.mp4 36.01M
" ]% o$ l' A/ e$ w: Q| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part08.mp4 37.59M' l) | G/ d2 B \3 V
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part09.mp4 35.63M
& B2 e$ M0 V- ]9 y( h, K| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part11.mp4 26.47M+ \$ P: Q+ Q+ T* ^' `
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part12.mp4 33.18M. m+ ^* H2 A! D$ ]/ P; e( T: J
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part13.mp4 32.92M
8 y& n y7 k2 h: K+ ^; R; m| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part14.mp4 31.16M# X1 K% g+ _7 F: S4 d1 N4 M* I
| | └──CQF_Elective_HB_Advanced_Portfolio_Management_Part15.mp4 31.17M
: T: K9 {$ v$ v| ├──Advanced Volatility Modeling - Riaz Ahmad 3 ~( J1 h$ v$ h" e6 n( I
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M2 j; S# G& l# \" x
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb3 Q5 P2 Q* S# E. f' w2 q, @0 w- l
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.mp4 30.18M
4 y: b' J' I' [5 L| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.mp4 28.18M" k1 p4 H) t- B5 v0 v
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.mp4 28.75M9 s& @) E/ S2 o( ]$ B
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.mp4 27.73M
" v' E' B% [7 B6 h! _# o. j e| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.mp4 27.73M( h/ c7 C/ X8 @9 }; U
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part08.mp4 26.39M+ v1 o; b7 D& d5 W, r) O( k
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.mp4 29.02M( B) c7 s8 n3 D, [; l
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.mp4 30.27M ]0 \; o9 j* ]' H
| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.mp4 29.98M+ G$ X" W! D$ l' B% J3 q, U
| ├──Alternative Data for Investors – Saeed Amen
6 v3 V7 k8 S5 [6 w, e% ]/ K u4 }| | └──Alternative-Data-for-Investors.pdf 1.47M+ X- M9 X2 z) r* P
| ├──Asset Liability Models That are Useful in Practice - William Ziemba ( W* r2 V7 W, F$ T c4 h" D* m
| | └──Asset_Liability_Models_That_are_Useful_in_Practice.pdf 3.48M/ E ]- \5 I" u9 f' A6 ^3 b8 B
| ├──Average and Superior Hedge Fund Evaluation-Bill Ziemba . e, a) l/ c) Q0 D- ]( X
| | └──CQF_Alumni_Average_and_Superior_Hedge_Fund_Evaluation_Annotated.pdf 11.31M# F9 _) M1 Q: m" S; K5 F
| ├──Cointegration and Statistical Arbitrage - Richard Diamond
# a, V) @; G9 n% Q5 y8 ]) ^| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Additional_Files.zip 899.18kb
% x+ |* \& k7 w2 |4 i- Y" b8 M| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Annotated.pdf 2.57M
5 x2 ~: d7 U! A) \/ W| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Excel.zip 3.23M
& O0 ~2 w% Y1 Y| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part01.mp4 27.48M- h) ?! T4 k! [
| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part02.mp4 28.49M! u7 i% c. o# S9 w5 k: v& m# e
| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part03.mp4 34.18M) ^! Q; Z% q7 O$ m2 L5 v" ^' Q
| | └──CQF_Alumni_LB_CoIntegration_and_Statistical_Arbitrage_Part04.mp4 39.62M) b) s n' S- ~/ p# q1 l" N
| ├──Correlation Sensitivity and State Dependence - Paul Wilmott and SiYi Zhou 5 K1 V, P- h" Y0 a5 x% v: N( r
| | ├──CDO_class.xls 98.50kb
- a; d, L- U7 C" |# ]* |4 n F' M" H| | ├──CDO_plot.xls 76.50kb
D4 w D f; L* S! {" [/ B- }6 T7 I| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated01.pdf 1.31M, H5 A. x3 r! e8 ^+ m/ E* w
| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated02.pdf 2.11M `. W4 W: M$ U3 T
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part01.mp4 27.71M- V4 {) d# d6 A, B3 B$ l5 O% R" r
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part02.mp4 26.25M
: M/ m* l( }! }! l3 g! ^7 i: R- F| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part03.mp4 30.88M
. Q5 }) C8 r# P) v- A; r8 e| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part04.mp4 33.41M3 J. |/ b2 M3 i' d$ I
| | └──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part05.mp4 33.79M( t. f9 ]' @5 ^9 l) e7 P
| ├──Covariance Complexity and Rates of Return on Assets – Leonard McClean
: x5 s& Y2 \" Q| | ├──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part01_HD.mp4 149.83M) h, w2 T1 X3 B) p
| | └──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part02_HD.mp4 144.69M
- w1 `, B% C- i| ├──CQF Finance Primer - Capital Markets in Fundamentals ! { ?6 R6 _ E- G
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part01_HB.mp4 22.69M2 G0 V/ {( ~& G. E6 n! Q9 D
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part02_HB.mp4 27.75M6 h3 c& L9 m* ]7 u [
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part03_HB.mp4 13.71M3 V- u- E5 h" A; K% `$ y
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part04_HB.mp4 27.92M
" I x& @1 {: l! t9 d| | └──CQF_Alumni_Capital_Markets_Fundamentals_Part05_HB.mp4 14.04M
5 r2 i/ I: S) b1 y5 [| ├──CQF Finance Primer - Introduction to Bonds
! @- {; [) e) c, f/ e| | └──CQF_Alumni_Introduction_to_Bonds_HB.mp4 28.33M
* W4 }! p1 X& x/ R# w1 E$ n- t| ├──CQF Finance Primer - Introduction to Commodities : O, V7 v/ g. U# R0 ]& g0 W9 {( U
| | └──CQF_Alumni_Introduction_to_Commodities_HB.flv 205.80M% L( G6 _+ B" O+ x8 A1 D4 |
| ├──CQF Finance Primer - Introduction to Derivatives ' ^# i% B, x& r: e! V9 x8 |: f% c
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part01_HB.mp4 8.06M
8 X1 O7 k9 y# @- K' Q+ z| | ├──CQF_Alumni_Introduction_to_Derivatives_Part04_HB.mp4 8.18M9 y- E8 s( z( `$ Z
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part05_HB.mp4 5.03M
2 H& R2 a3 I3 T5 T| | ├──CQF_Alumni_Introduction_to_Derivatives_Part06_HB.mp4 10.85M, M' T# K& O L: }+ G- j' b
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part07_HB.mp4 15.72M7 `$ L( a5 R0 @: D8 A
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part08_HB.mp4 24.68M& n& x2 N( Q; g, C: s; s4 T/ w& ]
| | └──CQF_Alumni_Introduction_to_Derivatives_Part09_HB.mp4 24.24M. _- V, j: ^0 Y6 D! f
| ├──CQF Finance Primer - Introduction to Equities " D& f! u# [! y* j9 Y
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part03_HB.mp4 8.17M
; e. t- A5 m5 H; }/ A| | ├──CQF_Alumni_Introduction_to_Equities_Part01_HB.mp4 12.15M
7 o+ y: J3 m# x. N# l& ~& e+ `| | ├──CQF_Alumni_Introduction_to_Equities_Part02_HB.mp4 10.10M
& i. O P6 W, j& s% K| | ├──CQF_Alumni_Introduction_to_Equities_Part03_HB.mp4 4.10M
6 s) x7 Q& K+ y| | ├──CQF_Alumni_Introduction_to_Equities_Part04_HB.mp4 13.66M5 \; c$ e- Q N9 P& j7 t
| | ├──CQF_Alumni_Introduction_to_Equities_Part05_HB.mp4 11.70M8 W9 S& w# a5 m" f- e* \
| | └──CQF_Alumni_Introduction_to_Equities_Part06_HB.mp4 18.23M
9 z& v5 H. {5 ~$ ?2 ?, W( n| ├──CQF Finance Primer - Introduction to FX l: m6 w6 I3 ?7 k
| | └──CQF_Alumni_Introduction_to_FX_Part01_HB.flv 36.25M) F2 U' w' ]2 D" c/ l* m
| ├──CQF Finance Primer - Introduction to Money Markets
0 x! T# @* N/ C| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part01_HB.mp4 25.91M
% @5 H% _$ j+ U+ u| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part02_HB.mp4 13.51M
- J1 A' E9 R- w5 O$ u| | └──CQF_Alumni_Introduction_to_Money_Markets_Part04_HB.mp4 10.45M
$ T3 l; R; V& q) V$ J| ├──CQF Finance Primer - Macro Economics
# C6 q* t' Q% A. X| | ├──CQF_Alumni_Macro_Economics_Part01_HB.mp4 25.19M6 A1 c7 Z% d3 Z) w% V
| | ├──CQF_Alumni_Macro_Economics_Part02_HB.mp4 22.82M* s$ V6 K* x; E8 d" s- Q
| | ├──CQF_Alumni_Macro_Economics_Part03_HB.mp4 22.50M% ~0 X( N4 |4 U# S) P! M
| | ├──CQF_Alumni_Macro_Economics_Part04_HB.mp4 23.94M5 _ w2 C: `4 Y/ o+ E
| | └──CQF_Alumni_Macro_Economics_Part05_HB.mp4 22.16M
8 P% j' R( ]/ y6 D& M| ├──Discrete Hedging and Transaction Costs - Paul Wilmott
$ [ M- s8 y2 n. x: f+ s7 o| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Annotated.pdf 6.56M3 |* G% {! |3 O& h5 Q/ f* q
| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Excel.xls 155.00kb* d: q; o, O! B4 D8 z- p5 g! T
| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part01.mp4 18.49M
9 O4 `) i& J) l| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part02.mp4 26.41M
' a; a4 S9 n' N/ u, H+ o6 N' F| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part03.mp4 31.43M
/ m+ w0 n* R9 c| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part04.mp4 33.16M
; n) _& n( \& x: P% \| | └──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part05.mp4 31.04M0 O4 S& h/ B7 [. d8 m0 S
| ├──Equity Portfolio Risk Management - Jason MacQueen 8 U ]- G k5 E6 g# e( W U
| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M
8 Y+ B# W/ t# k' U7 I7 E! x+ Y% a1 `| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M- K# Y- i/ H/ f( U% Z$ ]1 e- }
| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M3 `' v0 A s7 `5 x+ ?! u. L' K
| ├──Financial Modelling using Garch Processes - Kyriakos Chourdakis
' r8 C5 ?/ R1 E: H+ `! g* w: n& T| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Annotated.pdf 2.75M
" I8 W! r9 j) |+ U5 a| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Excel.zip 1.60M
0 b6 a8 F6 D! e/ P| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part01.flv 153.38M6 p8 w+ o* n5 |
| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part02.flv 136.33M
, |* f4 `8 F$ G" C8 H0 H& T| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part03.flv 141.22M
4 a- } r7 L7 c# X| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part04.flv 240.74M& L9 p/ E6 g' M7 d- z) s
| | └──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part05.flv 214.54M. ~9 j+ U; Y7 X0 u$ u3 B% E& s1 z5 {
| ├──Frankenstein's Model or the Perfect Union - Richard Young & Jason MacQueen
# O) h" R2 K# T% H7 W& O| | ├──CQF_Alumni_Frankensteins_Model_or_the_Perfect_Union_Blank.pdf 3.50M
+ p p; U; p& O3 ?( z| | ├──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part01.flv 108.18M
3 V4 p/ A% d& y5 Y+ Z| | └──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part02.flv 124.94M7 |3 o& K2 o9 K# _
| ├──Fundamentals of Optimization and Application to Portfolio Selection - Seb Lleo ( P( Q0 C/ @, v d% T
| | └──Fundamentals_of_Optimization_and_Portlfolio_Selection_annotated.pdf 9.03M1 r- _' i9 h* i) J
| ├──ICA and Hedge Fund Returns - Andrew Robinson / A5 P* B- w' a1 Y9 O, n
| | └──CQF_Alumni_LB_ICA_and_Hedge_Fund_Returns_Part01.flv 98.80M
/ o: B* f3 o8 z2 [. L3 v| ├──Investment Lessons from Gambling and Blackjack - Paul Wilmott
% T" B8 T$ l( |6 s| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part01.flv 127.16M* N! B6 G. S, Z6 T/ Y R
| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part02.flv 127.10M
( v( \( w+ y& T/ q. J| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part03.flv 99.90M+ u+ Z% K0 A$ z$ x2 O
| | └──CQF_Alumni_Investment_Lessons_from_Gambling_and_Blackjack_Annotated.pdf 1.12M
6 T! [8 R0 k. V: T( F| ├──Life of a Trader - Ed Talisse - ]9 U& v# C1 y: }( M8 P- B
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part01.flv 180.59M% i1 a" U# x3 h) \5 y( q; q h, V
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part02.flv 189.54M
& i# _4 W5 F8 a: V6 z| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part03.flv 205.61M. h. b. J3 u* e% j: V
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part04.flv 189.30M) z; N$ ], l& d+ G) z
| | ├──CQF_Alumni_Life_of_a_Trader_Annotated.pdf 371.23kb+ k- g7 ^2 Q* r( S7 F+ C
| | └──CQF_Alumni_Life_of_a_Trader_Blank.pdf 266.28kb
* w6 v& d; I% I c( N+ H| ├──Navigating Stock Market Crashes – Bill Ziemba
* R* l! ?3 T* F, W2 l; y( j; D| | ├──CQF_Alumni_Nativating_Stock_Market_Crashes.pdf 17.64M- ~; v; V: q$ k( C5 q; ]" t( V
| | ├──CQF_Bill_Ziemba_Part01_HD.mp4 237.31M
: p) r( m# {9 M" T| | ├──CQF_Bill_Ziemba_Part02_HD.mp4 311.30M
: S. ]% {, J4 D+ p0 g| | └──CQF_Bill_Ziemba_Part04_HD.mp4 227.81M
$ }) [; F5 Z0 Z8 [0 V/ q0 @| ├──Prediction of Stock Market Crashes, Entry Exits from Bubbles, Hedge Fund Disasters and their Prevention - Bill Ziemba 4 i; S2 g% @$ C6 i" f
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part01.flv 233.09M2 Z$ k+ d3 F, T3 I
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part02.flv 211.88M6 N, f7 u. J1 R$ S; A) A
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part03.flv 143.68M' I, C# Z) Q8 W9 J1 T* r
| | └──CQF_Alumni_Prediction_of_Stock_Market_Crashes.zip 10.27M
% G/ h! u: d2 I7 Y/ ] @| ├──Quant Methods
3 P2 b/ r+ a3 x| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Annotated.pdf 16.13M
, C! x, `; P* k) m; m; ~% b7 g8 @| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Excel.zip 890.28kb2 ^8 s2 O8 `+ u5 p: I
| | ├──CQF_Quant_Methods_HB_Day01_Part01.flv 175.86M
]2 t; H5 Y5 B) x/ T. y" S| | ├──CQF_Quant_Methods_HB_Day01_Part02.flv 136.27M7 }' ^3 U. O, Y- _1 v0 @
| | ├──CQF_Quant_Methods_HB_Day01_Part03.flv 117.78M
, I( d- ~* z& ]. U4 x| | ├──CQF_Quant_Methods_HB_Day01_Part04.flv 117.62M& Z" [! B2 \; W! R4 k
| | ├──CQF_Quant_Methods_HB_Day01_Part05.flv 115.69M' Q* v+ _8 a0 |9 c: K
| | ├──CQF_Quant_Methods_HB_Day01_Part06.flv 121.76M3 g( w0 ^1 l1 n" r( W5 O0 V& J
| | ├──CQF_Quant_Methods_HB_Day01_Part07.flv 115.95M3 A4 M7 a5 b5 H: H4 C: l+ l
| | ├──CQF_Quant_Methods_HB_Day01_Part08.flv 125.94M
3 @5 |5 z; q) g7 R1 X| | ├──CQF_Quant_Methods_HB_Day01_Part09.flv 115.67M* k9 a9 W' Y- ]0 V1 {
| | ├──CQF_Quant_Methods_HB_Day01_Part10.flv 110.17M- t+ O' D5 k5 E# i9 ~
| | ├──CQF_Quant_Methods_HB_Day02_Part01.flv 133.47M" y: k5 L( Z" }
| | ├──CQF_Quant_Methods_HB_Day02_Part02.flv 119.25M
3 ^- h* W g: T3 o| | ├──CQF_Quant_Methods_HB_Day02_Part03.flv 161.29M+ w* {" ?- `" T; T& O
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% d( V- V3 @) W: r( L k" X( L| | ├──CQF_Quant_Methods_HB_Day02_Part05.flv 149.77M
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6 I: X# K- c2 c0 |! G) S$ X# d| | └──CQF_Quant_Methods_HB_Day02_Part07.flv 88.01M
1 | v. `7 d2 r, g| ├──Quantative Methods in the Financial Markets - Riaz Ahmad , P- C! N* _+ ]
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part01.flv 168.82M& U& {# n; w1 C/ y& e V
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part02.flv 183.48M
% ?9 A! `: n* c| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part03.flv 182.01M
4 {: J9 D8 y4 O; I| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part04.flv 139.28M
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| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part06.flv 167.79M1 F0 w7 E+ ?' ]* m
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part07.flv 198.95M
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| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part09.flv 140.62M# W" t% [+ R" h7 ?( |, e/ e3 i% |; l
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part10.flv 143.61M5 C- H |9 X6 J
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part11.flv 221.10M
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| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part13.flv 100.79M
1 b" h* U9 d7 P v* ^| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part14.flv 201.22M4 c7 C$ ~8 S! v, h+ i
| | └──CQF_Extra_Quantative_Methods_in_the_Financial_Markets_Annotated.pdf 15.37M4 u$ \& d0 h5 G9 T) T9 |& D
| ├──Quantifying Fissures in the US High Yield Market - Hari P. Krishnan
+ D/ N, ?0 {$ J$ s| | └──CQF_Alumni_Quantifying_Fissures_in_the_US_High_Yield_Market_Annotated.pdf 2.19M
( a4 C; R3 @) s| ├──Risk Management in Energy Derivatives (Hedging) - Iris Mack 8 L# I/ k# y: e' [4 V
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part01.flv 143.36M/ k0 j, W9 ?) \. a; G3 \" s
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part02.flv 139.92M6 f) p' i% G5 F0 C& q: B
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part03.flv 125.43M
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| | └──CQF_Risk_Management_in_Energy_Trading_Blank_Updated.pdf 2.73M
8 A' L; W! z# ]) U8 _# N| ├──Speculation Using Energy Derivatives (Trading) - Iris Mack
' V- h& M0 j1 P y/ E" M| | ├──CQF_June_2012_M6S8_Blank_Updated.pdf 2.42M, L( y) A$ c# _& k
| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part01.flv 158.45M
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| | └──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part03.flv 173.34M
9 K1 ~# n# ]. b: h& p| ├──Symmetric Downside Sharpe Ratio - William Ziemba
/ X- ?+ p% X# i @, V+ w' l, ?! }| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part01.flv 178.35M Y" v6 d4 H$ f
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part02.flv 156.42M
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| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part04.flv 89.98M
; a9 g0 ~- n4 ?0 |3 A9 l9 D; \| | └──CQF_Alumni_Symmetric_Downside_Sharpe_Ratio_Annotated.pdf 1.87M
: a9 v2 J& A- L, g: }. `4 S| ├──The Impact of Carry and Roll-Down on Macro Returns - Hari Krishnan
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3 y! f# Z) c9 Y7 `| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part02.flv 169.56M
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| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part04.flv 118.05M5 A+ v- Z# n; _' F2 ]
| | └──CQF_Alumni_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Annotated.pdf 1.05M1 u' N8 n% @ Z! I8 ~
| ├──The Kelly Strategy for Investing - Risk and Reward – Leonard MacLean I' L+ L( Y) m2 }( ]
| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part01_HD.mp4 204.46M2 ^; d2 W- m/ o% s9 A
| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part02_HD.mp4 215.88M
2 M$ h0 P6 h$ q| | └──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part03_HD.mp4 217.56M
( m# {5 P. K" e l- P| ├──The Market Price of Risk - Fear and greed in the fixed-income markets - Paul Wilmott c- L6 T8 l& w) q
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part01.flv 174.08M
- V% f" q0 B/ r4 D$ G| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part02.flv 175.88M: T' C, ^) e$ P8 f' o* _/ l
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part03.flv 189.97M" z, u) Q5 S0 Z
| | └──CQF_Alumni_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Annotated.pdf 2.48M
2 K* b+ a( M2 h" @ q8 q8 s| ├──The Second Leg Down - Strategies for Surviving a Market Sell Off - Hari Krishnan , V4 g$ s" n- H! _" ~
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part01.flv 187.66M/ o3 k% ?9 l+ T5 p2 ~* _% S: R
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part02.flv 107.95M
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4 ]) m) V0 S# V6 B, S' Z| | └──CQF_Alumni_The_Second_Leg_Down_Annotated.pdf 981.90kb; C% j% h+ B4 _* ^
| ├──The Trade Lifecycle $ A, ^. C+ {% J, A1 u3 j. [3 Z4 ?0 m
| | ├──CQF_Alumni_The_Trade_Lifecycle_Part02.mp4 273.39M9 g9 Q5 [, z, K
| | └──CQF_Alumni_The_Trade_Lifecycle_Part03.mp4 321.14M
) T/ s) M* C! k) n+ t| ├──Update on Financial Markets and Strategies - William Ziemba
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| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part04.flv 145.92M
& L+ E2 e! ^! \. ^6 D- u6 _# f5 S| | └──CQF_Extra_Update_on_Financial_Markets_and_Strategies_Notes.pdf 3.74M% ~& B, y `6 O1 e( b
| ├──Valuation framework for interest rate derivatives in today's Libor world - Wojciech Slusarski
3 n b- Z0 q- z# z( Y| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part01.flv 173.90M
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2 w \; U9 U. [| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part04.flv 223.98M
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| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part08.flv 131.13M$ h8 t1 @0 J) A. _# P
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part09.flv 139.16M; Y2 w( x2 y- L7 Y5 \7 _* Q, M
| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Annotated.pdf 9.07M
4 B$ x1 `8 a$ `/ o3 d| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Errata.pdf 152.97kb* o, w1 ~7 Q; s- `+ _
| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel.zip 1.53M) J, Y& T& _4 T! R0 u) s' {
| | └──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel2.zip 2.63M8 b9 M2 [6 x( I. W
| ├──Volatility Arbitrage and How to Hedge - Paul Wilmott : E; _# s3 r* f' X, @7 u( u
| | ├──CQF_Alumni_HB_How_To_Hedge_Part01.flv 80.94M0 q+ E6 f* T, q7 }
| | ├──CQF_Alumni_HB_How_To_Hedge_Part02.flv 92.89M
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/ J9 s/ Z6 E7 B1 W, ]| | ├──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Annotated.pdf 13.10M
p/ B6 M' i( v| | └──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Excel.xls 164.50kb
# c4 M9 `& N+ p. O9 b T% M| └──Volatility Models The ARCH Framework - Stephen Taylor + ^$ f2 z9 P& C- |
| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part01.flv 222.85M
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| | ├──CQF_Alumni_LB_Volatility_Models_The_ARCH_Framework_Part04.flv 119.40M! ^1 F( A# q2 @
| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Additional_Notes.pdf 73.05kb
: E3 t" Q. k/ Q) V% ?) T+ T3 X% D: K! {| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Annotated.pdf 5.03M
2 l3 q; }% ]0 w8 `: R7 \- ?| | └──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Excel.zip 727.42kb
. T$ W# o: g4 n" i% Z├──CQF 主课程 Core Program 1 [9 u% k2 Z# ]) [$ S
| ├──CQF Final Project Solutions（看完M6的实训项目） 3 @6 f J+ r! R4 ^, f
| | ├──BCD
0 f% E+ q4 ?5 \: F! I3 x| | ├──CAPM 8 h9 O( I: |1 K! |
| | ├──CointegrationProjectImplementation 2 c" R' |! P% S
| | ├──CQF Final Project (C++)
+ D# ]7 t1 ~6 E# G* [. P| | ├──Fixed Income Portfolio Optimization
x4 B2 y/ Y2 b: ^% D| | ├──HJM (MATLAB) - k) l& W. s, S8 q+ n- Q* K
| | ├──HJM Model
7 n& e# d% i L1 T| | ├──HJMProjectImplementation
- x, u% l! h# w/ [: a- J| | ├──Cointegration (MATLAB).zip 9.94M* p) e$ O; g8 L- u; D' |
| | ├──CointegrationResultMain.xlsx 227.70kb
) O' a4 J1 v. v' {| | ├──HJM (MATLAB).zip 10.27M
( x I% D- `9 o, V| | ├──HJMMCSProjectMain.m 22.40kb
3 X: N9 O3 L* s+ o& W| | ├──Implementing HJM Model by Monte Carlo Simulation.pdf 1.99M5 \: _* A! w3 r* ]# p" W
| | ├──Readme.txt 1.68kb
- m: d# z8 L6 l| | └──UncertainVolatilityAndStaticHedging.pdf 333.10kb' _& L1 k3 t+ N0 I( i( Z' H: u- n8 G
| ├──CQF 普通话辅导课 Mandarin Tutorial Workshop En Ch EV Ecn + K" N* u, u u ?: j
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| | ├──CQF_2021_Jan_Mandarin_Module4_Workshop_Part01_SD_CQF_2021.mp4 85.33M/ F' J$ \( x. ]# ?: u3 }
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J2 [# w; @6 B3 G| | ├──CQF_2021_Jan_Mandarin_Module_2_Workshop_SD_CQF_2021.mp4 488.79M4 }* z3 G& n4 s" X1 g
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* A5 ^& \$ n" g( \' I W| ├──课程版本二 ' N3 o4 {% N: E7 l8 e; C7 s
| | ├──M1 $ s8 E0 z; w! e$ ] x/ W9 S
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$ \) j5 G9 R4 ?4 Z| └──课程版本一（推荐）
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5 `+ F2 x" ^; x5 T' b$ F├──高级选修课 4 k- @% j' I# B
| ├──CQF 2021 高级选修课 Advanced Electives Algorithm and High Frequency Trading En Ch EV Ecn 7 C& K- R" y. D& H- d/ b
| | ├──CQF_Alumni_Forecasting_by_Using_Option_Prices_Additional_Notes $ U( H6 _& h+ C7 P4 q5 K
| | ├──CQF_Alumni_NAG_and_Excel_for_Math_Finance - k ?3 l/ G, _/ Z1 S, _7 d
| | ├──CQF_Alumni_R_for_Finance_Patrick_Burns ! O% \2 P! K4 [' P% q6 L4 E5 Q
| | ├──CQF_January_2012_Cointegration_Modelling_Long_Term_Relationships_Excel
5 A' M& c! n$ p| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_01_En.mp4 77.46M" R, ~# U3 k& l
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| ├──CQF 2021 高级选修课 Advanced Electives Trading Strategie and Portfolio Management En Ch EV Ecn 5 i4 o! `) t- x/ C. W5 @5 Q+ t8 k
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├──课本
3 c9 Y# E9 K8 M- v7 l| ├──1. Python_for_Finance__Mastering_Data－Driven_Finance_(1).pdf 24.57M) N) }( `2 {) g! K( s+ [+ D6 e: t
| ├──10. paul wilmott introduces quantitative finance.pdf 5.51M
+ A9 e$ O/ b7 w* k6 L F( F| ├──11. Machine Learning.pdf 18.57M
0 g. e2 n5 {" r( R| ├──2. Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor 2005.pdf 3.02M8 W. m8 m5 L: a2 H# Q$ J
| ├──3. 4. 5. Paul Wilmott on Quantitative Finance Vol 1-3, 2nd Ed.pdf 22.30M
1 }+ c( e6 X& r9 x) J! X9 d- m) A| ├──6. （The_Wiley_Finance_Series）_Jon_Gregory－The_xVA_Challenge__Counterparty_Credit_Risk，_Funding，_Collateral，_and_Capital－Wiley_（2015）.pdf 14.24M
! c3 V' Z7 S! k8 Z) I9 E! w" \| ├──7. frequently asked questions in quantitative finance 2nd edition.pdf 3.50M8 l6 z: W* @" c: r; ]$ X7 ^
| ├──8.Jackel- Monte-Carlo Methods In Finance帝国理工.pdf 24.05M
/ O) P# S1 J- o& J1 I* o6 t s| └──9. Derivatives_Models_on_Models.pdf 4.81M5 k- ?4 @) a7 V" n# W
└──前导课 & `# I* R7 h7 k+ Q# x, v
| ├──Finance Primer # G4 j. H' ~6 S. @1 B0 S* _3 q/ k7 o" M
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| | ├──CQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_CQF_2021.mp4 551.02M
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| | ├──CQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_En Ch_CQF_2021.mp4 1.75G) @8 i+ ^; k+ q' P. L+ Z1 D* \
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| | ├──CQF_Python_Lab_08_Implied_Volatility_Calculation_HD_CQF_2021.mp4 423.48M- f: k; A$ w, U' S& U7 J
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$ }$ L* B2 G, z$ [0 S- Z! u; \! Y| | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_CQF_2021.mp4 640.11M% m. L) {: k1 h0 {6 L
| | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_En Ch_CQF_2021.mp4 1.79G! B5 }7 S! V9 Q# u+ i- i; l. C
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* X( n6 L1 ^; \. H$ f0 ]| | ├──CQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_CQF_2021.mp4 491.52M6 G0 J c f% a9 U' b' T
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| | ├──CQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_CQF_2021.mp4 555.18M
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| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_CQF_2021.mp4 381.65M
6 x: X7 B# l3 k n; h: m2 _| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En Ch_CQF_2021.mp4 1.24G$ N: a: J4 t2 {3 b6 M% Q
| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En_CQF_2021.mp4 1.60G
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1 u; H3 z) N( i$ ^0 C' `| | ├──CQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_En Ch_CQF_2021.mp4 1.51G" P; D5 v7 y. i& { a
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| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_CQF_2021.mp4 382.44M
& N, A. ?, j5 C1 i| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_En Ch_CQF_2021.mp4 1.02G7 n% w8 Y1 _: M1 Y4 N' A$ H
| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_En_CQF_2021.mp4 867.61M: [1 e. l4 v' y& W( c
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| | └──CQF_Python_Lab_21_Credit_Lab_II_HD_En_CQF_2021.mp4 1.68G
; U* c$ P6 J, t5 |$ I| ├──Math Primer 2 K: _0 z5 Y0 B4 I1 R) O
| | ├──Calculus.mp4 282.78M
' v; M- t9 X+ Q' R$ ^' V: v| | ├──differential equation.mp4 282.03M. ?1 o2 o) z; p1 Z+ }* }3 L% Z) R
| | ├──Linear Algebra.mp4 275.79M6 Z h6 E+ q! l" h2 T6 X. l1 [0 S
| | └──Probability.mp4 232.63M: A# ]+ j" P. L' q! V( ?: v
| ├──Python Primer
1 H- R' Q* |) R- c) S/ K| | ├──python primer 1.mp4 333.93M
+ V6 ^7 t1 C+ c) f+ V, U3 P+ L| | ├──python primer 2.mp4 310.56M- y; d1 }6 K/ f
| | ├──python primer 3.mp4 309.17M/ i2 K4 \) n; Q9 d# a- Z" u
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| ├──Python代码 7 \0 c, \# U% _. B3 s/ o
| | ├──1. Introduction to Financial Time Series.zip 512.94kb
$ j5 U+ D1 K( r| | ├──10. KNN & SVR fo Stock Prediction.zip 1.42M. [* D4 W6 H. |8 _, D0 G
| | ├──11. Gradient Boosting for Price Prediction.zip 939.07kb$ _! {3 ~+ `$ D/ A2 y
| | ├──12. K-Means Clustering & Self Organising Maps (4).zip 840.75kb
0 S: x+ C' y% \$ W, s7 {| | ├──13. Application of Neural Networks using TensorFlow & Keras (1).zip 485.84kb3 y# U a& M' n! S5 j/ B" `
| | ├──14. Reinforcement Learning.zip 412.54kb
3 ^: j, [+ I& F) |- w0 C| | ├──15. Yield Curve Data Analysis.zip 4.01M( Q' q! }$ z2 |* ]
| | ├──16. Intensity Models.zip 1.46M
+ ?4 R* w8 k! A% i| | ├──17. CDS Pricing.zip 2.25M5 x$ @7 U; t* N
| | ├──2. Binomial Trees in Option Pricing.zip 1.41M
; y: Z# q' Q8 S3 Z6 s" x3 S8 ~| | ├──3. Portfolio Optimisation.zip 1.20M6 U5 P3 ~7 A. ]9 u* ^
| | ├──4. Value ar Risk & GARCH.zip 802.23kb& \: z/ {! i9 Y% u
| | ├──5. Black Scholes Option Pricing.zip 355.80kb
, |5 ?( z$ N, B' i9 L2 {, L0 Q| | ├──6. Monte Carlo Simulation.zip 1.08M: G% r: L- P6 z8 i. |% t2 j
| | ├──7. Finite Difference Methods.zip 297.56kb e, L7 L' L, [0 w* |! d9 l
| | ├──8. Implied Volatility.zip 281.95kb3 i6 |9 [: i: r1 \$ y# G+ }
| | ├──9. Introduction to Machine Learning using Sicikit-learn.zip 837.69kb
7 w W$ Q! [: v0 G: W| | └──前导课代码.rar 19.90M; I7 d/ P# V$ P! w" ?$ c
| ├──金融前导课讲义 + ?; C/ [4 K- `+ c9 s! W' h
| | ├──CQF Pre-course (TVM, FI, MMS, Swap, Der) 20201122.pdf 49.67M
( _/ c8 U. y% _ G4 p| | └──CQF_Pre_Fin.pdf 2.65M
* m. M9 ^9 k1 e4 s+ q| └──数学前导讲义
, @( u* }7 ?. ^" s| | ├──Calculus.pdf 714.03kb8 a: Z4 ~- i+ f& j5 {' P1 S6 I6 Z
| | ├──CQF_Maths_Primer_Probability.pdf 1.58M& L. H* W' {6 U2 C: P" |4 `5 ^/ X
| | ├──Differential Equations.pdf 541.87kb& d9 I7 Z* k5 j, B6 v
| | └──Introduction_to_Linear_Algebra.pdf 497.20kb' d' e: M: S- Q1 v( p4 d
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发表于 2024-7-20 13:39:59
