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国际量化金融分析师CQF21
5 K/ H2 G9 [8 E c# t" E' u0 {├──CQF 高级进阶课 Advanced Course
& V: y0 e0 e( ?: h; c/ q; R| ├──Advanced Volatility Modelling 7 u$ s6 f4 o' k3 N0 D( V
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M8 y* f. [2 z, e6 C. @" b4 D
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Blank.pdf 1.15M
4 L6 z" Q, u/ ^ k& L9 W# M| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb
9 V- b3 |9 r1 p! ?; u. [| | ├──CQF_Elective_Advanced_Volatility_Modelling_Whiteboard.pdf 2.54M
1 U, _+ |* X" a* k) V| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.flv 172.22M; f$ V7 V0 {0 Z2 ^
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part02.flv 174.20M
1 {' F" v w0 b/ q1 I) t8 s| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.flv 161.81M6 A& D7 l) W$ j |# B
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.flv 164.88M. _& a$ D# V) {* ~2 k/ y: D$ h
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.flv 163.05M
$ s4 U/ L! `- B1 Q4 X| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.flv 160.12M
2 j/ u, t! ^+ m+ M| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part07.flv 160.25M
6 ~7 s2 w P1 ?: I& k' W| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part08.flv 155.85M
) K$ t3 o* z. y5 T| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.flv 169.35M% I: E* _" L/ B- [& _( v" P
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part10.flv 160.19M3 E4 S/ W$ z0 B- i5 o# g l9 P* ~
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.flv 176.93M' R1 @; p! }3 U, ^6 S, N1 s. L
| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.flv 177.38M
) K9 f0 ~+ Y1 J! w: Z$ f| ├──Asian Options
- g: U: j4 f8 r& I| | ├──CQF_Alumni_Asian_Options_Annotated.pdf 413.90kb
) b1 T1 F- y9 k8 q6 [| | ├──CQF_Alumni_Asian_Options_Blank.pdf 413.89kb* s4 R$ W/ S0 X. i- i) R
| | └──CQF_Alumni_HB_Asian_Options.flv 40.13M
N, T7 M1 V" j% s% e| ├──Barrier Options - H# Z8 k/ m2 j0 p
| | ├──CQF_Alumni_Barrier_Options_Annotated.pdf 461.61kb
7 h4 U" A7 F; g$ \3 M| | ├──CQF_Alumni_Barrier_Options_Blank.pdf 385.10kb
2 f, e8 J0 L8 q# n1 E7 G| | ├──CQF_Alumni_HB_Barrier_Options_Part01.flv 131.47M/ {& ` J M! V; G
| | └──CQF_Alumni_HB_Barrier_Options_Part02.flv 72.26M
9 l& T: i0 f6 }8 K7 f% y/ f| ├──Behavioural Models and Sentiment Analysis Applied to Finance
/ E; }' G" m/ @6 C8 l6 ^& O! D, I| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Conference_Programme.pdf 1.29M4 O+ ^, ]& M2 C. W
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Dan_diBartolomeo_Blank.pdf 438.18kb
" `) T: x0 Y' D1 t% b| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gautam_Mitra_Blank.pdf 2.17M$ J7 G- S/ S+ S; {1 o: Z* s. y+ C
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Giles_Arnaud_Fraunhofer_Blank.pdf 6.64M: J8 ?. e3 H+ I" c
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Greg_Davies_Blank.pdf 715.12kb+ V3 |0 a! p" `
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gurvinder_Brar_Blank.pdf 933.66kb
* `0 O! v' v" w% j8 e| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Marco_Dion_Blank.pdf 626.25kb% p8 G" W6 e: @" v
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Peter_Hafez_Raven_Blank.pdf 1.57M
8 }$ z+ `8 \. N. V1 [3 h| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Richard_Peterson_Blank.pdf 6.18M
- D/ g( X5 { _; L* {! ?% T| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Rochester_Cahan_Blank.pdf 1.20M( W5 g' `$ A3 A# A; U
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank01.pdf 3.92M
' I6 f8 d; S- @! i6 A$ d6 v( t| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank02.pdf 4.98M! R5 P$ T5 h& [: i6 w: ~6 |
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Xiang_Yu_Blank.pdf 2.21M+ b- E- ^, E& A* p9 O" P% o
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part01.flv 29.04M
! h+ s: G; r" K1 L# a7 ^9 P| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part02.flv 193.02M
3 \9 U) b7 s+ j. W5 T) f| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part03.flv 123.03M
4 c) A- ?3 d6 Z| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part04.flv 233.35M6 G% w" B1 T. x+ Z+ C
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part05.flv 85.17M
* x; |3 q! A$ @# K- P| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part06.flv 175.16M+ Z; c8 N4 B+ _" M
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part07.flv 172.65M. |) ~8 ]4 H% {& g9 j
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part08.flv 190.21M8 Q+ [+ W) @/ ^: A: s- Q
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part09.flv 149.86M- T; {1 N4 Y) W. z$ W
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part10.flv 147.20M2 h4 D7 h; r& M8 b
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part11.flv 131.79M
! s" V7 n" C: T: o+ Z3 _| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part12.flv 129.47M
0 m+ K* G& ]; m+ S- b+ x/ P' T| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part13.flv 166.45M
2 ^8 T z& h* N' B2 j: X; H8 R| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part14.flv 201.70M
& ^" E! N5 R- d+ ~1 M| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part15.flv 128.91M! }& a- O* h1 Q) w; H
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part16.flv 173.64M
|3 C. M! J9 R/ x$ U: S: H| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part17.flv 205.57M; ^3 O9 `0 Y# d; I: S, O
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part18.flv 175.48M4 }9 Z9 s# K# V: d! m
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part19.flv 170.68M
# ?( u B# R' q# l( u, X' `* o| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part20.flv 116.10M
, v) `4 C, c) n+ D, C( y+ U| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part21.flv 184.79M
: ^; ^8 y4 s) ?1 ?| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part22.flv 150.48M
' _; d5 A" `( m! H3 E| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part23.flv 157.35M& b. E* M' C- G8 Z1 B
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part24.flv 134.31M
/ |3 J, Y' M5 a" G! ]| | └──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part25.flv 117.99M
- ?, ~! Y4 ~6 B/ M1 ?4 [6 v| ├──Capital Structure
4 |& A9 L, V: c/ k| | ├──CQF_Masterclass_Capital_Structure.ppa 7.18M
- p* ]" Y7 a/ X( g' H/ }/ J| | ├──CQF_Masterclass_Capital_Structure_Lufthansa_Case_Study.ppa 649.50kb1 c7 F |; \! F" h" V
| | ├──CQF_Masterclass_HB_Capital_Structure_Lufthansa_Case_Study.flv 116.09M4 j. i. u& |) ~: Z
| | ├──CQF_Masterclass_HB_Capital_Structure_Part01.flv 97.87M
2 J# s* u/ b2 Z% ~5 L| | ├──CQF_Masterclass_HB_Capital_Structure_Part02.flv 286.78M
: q) D: }, |! Q) s7 ?+ M9 ]| | ├──CQF_Masterclass_HB_Capital_Structure_Part03.flv 167.55M, Y& Z8 P9 M) B m$ e* b* R
| | ├──CQF_Masterclass_HB_Capital_Structure_Part04_PartB.flv 188.40M% f* m$ [; u' i
| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartA.flv 222.93M
: G/ k6 F( x' \, D| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartB.flv 157.04M! O6 o+ ~ W r8 ~
| | ├──CQF_Masterclass_HB_Capital_Structure_Part06.flv 184.91M
! T2 k5 O# j% g" F+ l. u: y% v* k| | ├──CQF_Masterclass_HB_Capital_Structure_Part07.flv 95.85M" k1 x+ w& R/ Z7 W6 y' {, x6 @
| | ├──CQF_Masterclass_HB_Capital_Structure_Part08.flv 281.34M) o& w" a0 |. V O
| | ├──CQF_Masterclass_HB_Capital_Structure_Part09.flv 75.42M6 I4 I- |) U B- J" O
| | └──CQF_Masterclass_HB_Capital_Structure_Part10.flv 180.36M
/ R3 n1 h) \8 E# w7 b0 n| ├──Equity Portfolio Risk Management 9 J7 ?/ V0 p, I% E2 g e G
| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M
1 n7 V1 v% d1 O) z' E3 y6 w| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M
0 g, Q/ Z6 S. v# @- `| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M
: d2 E3 `1 A6 u! F| ├──Finite Difference Model
9 ?. h, W) W4 j S| | ├──CQF_Alumni_Finite_Difference_Model_Annotated.pdf 431.16kb9 D8 {, t* ? X* e3 o' Y: \
| | ├──CQF_Alumni_Finite_Difference_Model_Blank.pdf 407.96kb
* J' @* y2 J( ?4 n| | ├──CQF_Alumni_Finite_Difference_Model_Excel.zip 1.15M7 q" S, T g2 ~$ S) M# e
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part01.flv 97.33M% [) B2 j2 ]0 Y
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part02.flv 150.94M0 p4 @# y4 p! S4 J( L7 x
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part03.flv 142.83M
% Q: M( E& r d# R; ^| | └──CQF_Alumni_HB_Finite_Difference_Model_Part04.flv 147.94M3 r7 w# H G( M$ O% h! S$ \
| ├──Intraday High Frequency Trading
0 I# ~( S- N/ P| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part01.flv 172.32M" G( E9 @* }- f! x" j8 e
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part02.flv 155.57M
! V9 r7 a, B0 s, j0 Z| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part03.flv 177.87M1 G0 p7 s, y1 C# e) [) j# B
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part04.flv 236.52M
1 s8 H6 i) Y, v0 c! H| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part05.flv 203.34M5 j, g8 d- E- @6 }4 V
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part06.flv 165.01M
" i3 G" [) E" e+ t9 L| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part07.flv 176.62M
! n P: }* t/ J| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part08.flv 183.91M
1 g) O0 y9 w1 U' T# a |- [. c/ {| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part09.flv 185.63M m% `# j5 J8 P$ j, x
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part10.flv 197.03M( w% m7 ^# Q( `' o4 a, n
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part11.flv 145.16M# W$ M, ~" O+ `) `' q9 M6 y
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part12.flv 149.64M
; \3 _# }5 \, q" g/ U# W| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Annotated.pdf 20.61M( D; D+ K4 N0 F* ~0 t
| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Blank.pdf 5.19M. [1 e( A) o# O. ^
| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Materials.zip 1.35kb9 P( U3 C/ A! A
| | └──CQF_Masterclass_HB_Capital_Structure_Part11.flv 18.40M
+ L- _; n& @: Y3 i4 K| ├──Lookback Options 6 E: a- A, X/ e' a8 }
| | ├──CQF_Alumni_HB_Lookback_Options.flv 28.25M
5 Q- T. U* n# R* v0 f| | ├──CQF_Alumni_Lookback_Options_Annotated.pdf 201.00kb9 }$ V, a s) r) t/ u: e
| | └──CQF_Alumni_Lookback_Options_Blank.pdf 366.67kb; L5 \3 W4 k* a, c! @
| ├──Market Microstructure Liquidity and Trading % q! L4 S8 |& a" C0 l8 f$ [8 V3 I
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part01.flv 182.65M" C4 x/ _4 X, T. P/ `
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part02.flv 209.49M8 W! l$ j0 e% F9 q0 M
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part03.flv 136.42M. d' D* b1 m" e+ Y2 ~# u
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part04.flv 136.91M' E" z, y7 y! P) k3 V( |! l
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part05.flv 143.32M, ?6 X3 U3 I2 f5 C# J* v0 o- F
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part06.flv 130.88M
3 d- ^' D; |- ^. u5 U8 E| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part07.flv 114.51M
$ Z+ q" Y; D( {| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part08.flv 155.20M
6 ~( |" M4 U' Q% c| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part09.flv 143.22M
! N! T0 c6 ]" P' ^| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part10.flv 219.18M" P' A5 T6 P/ ^
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part11.flv 201.18M
- z1 N8 L* }* A( v| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part12.flv 128.47M5 c6 {) q9 z3 I1 M" ?
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part13.flv 145.48M
- |' z0 c3 {8 v2 l8 g ^| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part14.flv 123.03M: w% I% v( F7 w- I8 L" f+ O
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part15.flv 201.70M
4 P$ A- z) V ]# {5 W. G: D/ ?| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part16.flv 210.25M
) f# S6 f4 h {2 q. {" p y| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part17.flv 200.00M
, Q A C8 a8 _& n, t4 s) x| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part18.flv 178.56M
( K( ~+ h+ c P4 _6 L, ?. {| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part19.flv 183.12M* O; E' B+ z: S3 ]0 h/ I- o
| | └──CQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Optirisk_Notes.zip 9.64M+ a4 s7 H% c* Z4 }, B) `/ ^! i
| ├──Mult-asset Options 6 _0 [5 G. x( Z0 y8 V3 _ M
| | ├──CQF_Alumni_HB_Multi_Asset_Options.flv 133.75M- {) D! A5 r& N. |/ D
| | ├──CQF_Alumni_Multi_Asset_Options_Annotated.pdf 422.72kb, j0 f3 O, ?# t3 s
| | └──CQF_Alumni_Multi_Asset_Options_Blank.pdf 395.24kb G0 d9 d9 u6 f% v# o. V9 j
| ├──Strongly Path Dependent Options
, V. @& [( [. Y: h }3 ?| | ├──CQF_Alumni_HB_Strongly_Path_Dependent_Options.flv 189.55M3 t$ e$ z, T8 I J, q
| | ├──CQF_Alumni_Strongly_Path_Dependent_Options_Annotated.pdf 508.76kb# l$ ]' G) ~1 F6 b& n' A) `
| | └──CQF_Alumni_Strongly_Path_Dependent_Options_Blank.pdf 398.33kb; Y8 q" g( d) c7 s2 J" ~
| └──Volatility Options
( T/ }, d2 \9 t# B q; G+ Y| | ├──CQF_Masterclass_Exotic_Options_Annotated.pdf 3.07M0 ~3 `3 e" M; p% T2 G+ |
| | ├──CQF_Masterclass_Exotic_Options_Blank.pdf 202.57kb3 b# k! I4 W7 y3 H
| | ├──CQF_Masterclass_Exotic_Options_Supporting_Documents.zip 1.41M4 H' e* B) h$ S6 E/ e
| | ├──CQF_Masterclass_Exotic_Options_Whiteboard.pdf 1.13M# X) `, F% [# E& \$ c9 u+ ~
| | └──CQF_Masterclass_HB_Exotic_Options.flv 210.93M! \( C, W1 |6 v8 g( v1 d% D
├──CQF 交易策略Trading Strategies ( B1 `! g) l; i! @
| ├──A Market Impact Model that Works - Dan di Bartolomeo 2 c$ d8 `0 V' L2 v8 I3 j" R: r& b- r
| | └──CQF_Alumni_HB_A_Market_Impact_Model_that_Works.mp4 43.14M
, I& x5 U( i3 _9 w| ├──A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth - William Ziemba ' Q; s2 E- L' w& k" L
| | ├──CQF_Alumni_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Blank.pdf 1.97M1 |( A3 R5 D" z4 O
| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part01.flv 183.83M- `. K1 `1 }9 D) e W$ Q9 T+ j' m
| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part02.flv 137.82M
& E2 J' }- I9 G& J| | └──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part03.flv 116.11M0 {: p: @/ X$ V$ L
| ├──Advanced Portfolio Management - Seb Lleo
! k% t* [; x0 j% x( r7 f1 c| | ├──CQF_Elective_Advanced_Portfolio_Management_Annotated.pdf 15.72M
8 a- O0 u( v( V. c# k| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part01.mp4 37.38M& X/ z; L# C0 Q: ?0 A
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part06.mp4 39.34M5 u3 Q9 w T; o" c1 n; F& G
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part07.mp4 36.01M
, W B8 o, q( t4 n/ b| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part08.mp4 37.59M: z& C& L3 t& Q
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part09.mp4 35.63M- {3 {8 f$ s) D
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part11.mp4 26.47M
" n0 o" V0 y( o7 h| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part12.mp4 33.18M' I7 _5 a, U) t) V3 P3 a$ i5 L9 ~/ Q- f
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part13.mp4 32.92M& ?5 N9 f: R5 P" l, P
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part14.mp4 31.16M
' s& q7 q& y- ]% S+ p; R| | └──CQF_Elective_HB_Advanced_Portfolio_Management_Part15.mp4 31.17M
; G; K# v3 ]! z0 a7 k( F1 b| ├──Advanced Volatility Modeling - Riaz Ahmad
1 `3 m3 P3 P# q. [& q, c| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M& Y X) K) Y2 G2 c3 a
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb
8 w0 ]# m9 f k6 I9 ~| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.mp4 30.18M' L, A! K) `5 {+ V3 s& |
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.mp4 28.18M2 ?2 D c$ D" x: G$ I
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.mp4 28.75M9 a0 K0 q D% E# D. V* m8 T/ r1 @
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.mp4 27.73M
4 M& G# L6 D% j0 {& G| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.mp4 27.73M
' I7 ]/ O! u" N |; s| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part08.mp4 26.39M8 ]9 v, }7 F. @* |0 d3 |) `
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.mp4 29.02M3 t1 I* e0 ~; I# S, @
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.mp4 30.27M
4 [& d: ^5 \# [% C! s3 n; || | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.mp4 29.98M
* Z8 C9 ~! F1 B8 d7 c! @) i* K* `| ├──Alternative Data for Investors – Saeed Amen
2 T; @* L' o8 `$ N, i: a| | └──Alternative-Data-for-Investors.pdf 1.47M
' @" s+ b! V/ X1 T8 i0 a. \| ├──Asset Liability Models That are Useful in Practice - William Ziemba / P% o( d2 N3 p- a# {. p. g8 E
| | └──Asset_Liability_Models_That_are_Useful_in_Practice.pdf 3.48M* @3 J1 c) \4 ~0 u, l! n; ~
| ├──Average and Superior Hedge Fund Evaluation-Bill Ziemba
" ?/ h- f u7 e0 q+ i| | └──CQF_Alumni_Average_and_Superior_Hedge_Fund_Evaluation_Annotated.pdf 11.31M! m% K( ]* [: _
| ├──Cointegration and Statistical Arbitrage - Richard Diamond r, o4 A& ^+ `) i) e7 f
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Additional_Files.zip 899.18kb9 Q" X1 X( K" m x" X+ ?$ l
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Annotated.pdf 2.57M
$ I1 ^/ V7 n: u, c8 j; D- E8 L9 O% h| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Excel.zip 3.23M* x. i3 L, R$ |( h3 q
| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part01.mp4 27.48M
% [& p* a5 k+ U& ]$ s5 @| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part02.mp4 28.49M9 l1 R9 U3 g6 B0 ~! e+ }, v! @, z1 x
| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part03.mp4 34.18M1 J* G1 L8 M4 U8 p* @! q" U( v
| | └──CQF_Alumni_LB_CoIntegration_and_Statistical_Arbitrage_Part04.mp4 39.62M
8 U1 ` {% m/ `; h- B| ├──Correlation Sensitivity and State Dependence - Paul Wilmott and SiYi Zhou , S+ A5 C- A1 `! S1 c, v
| | ├──CDO_class.xls 98.50kb; K" K8 V" ]0 G
| | ├──CDO_plot.xls 76.50kb
# w6 r& h8 p, i5 f& m| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated01.pdf 1.31M* G# a( M; {2 S% A$ d! v
| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated02.pdf 2.11M
2 A: @$ _4 G" r+ t" Y| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part01.mp4 27.71M7 j% |$ z, O1 B) j- v9 f
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part02.mp4 26.25M2 u: T$ h: u/ Z4 {3 g* u0 t
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part03.mp4 30.88M
& c( i- y2 ]3 C6 X| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part04.mp4 33.41M
+ ~1 c& b9 p3 [/ R! Z4 ~, {| | └──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part05.mp4 33.79M
8 t3 t6 U/ @7 P$ K9 K: Z| ├──Covariance Complexity and Rates of Return on Assets – Leonard McClean
/ k( w# @' Y7 u; u| | ├──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part01_HD.mp4 149.83M7 Z) q8 ~; y; n' Y9 o5 B$ m
| | └──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part02_HD.mp4 144.69M. S5 G/ A- P/ h# Y) W- [0 U2 v" S P
| ├──CQF Finance Primer - Capital Markets in Fundamentals
+ k: v2 |8 g' c5 D ?| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part01_HB.mp4 22.69M
* I3 A; d; X# c( ]& ]$ c' o| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part02_HB.mp4 27.75M2 E+ a1 \$ }/ D: l: X8 |* u
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part03_HB.mp4 13.71M, T/ n0 A5 `6 [: e8 s0 z. Z
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part04_HB.mp4 27.92M: }5 q3 X% ^ h- L# h* I Z
| | └──CQF_Alumni_Capital_Markets_Fundamentals_Part05_HB.mp4 14.04M% S; l9 a4 `( K: t$ O9 F* O
| ├──CQF Finance Primer - Introduction to Bonds 1 q$ [+ Q2 [" o8 i
| | └──CQF_Alumni_Introduction_to_Bonds_HB.mp4 28.33M/ W6 Q: J r, V2 m
| ├──CQF Finance Primer - Introduction to Commodities
7 {5 I9 D0 f- v2 e| | └──CQF_Alumni_Introduction_to_Commodities_HB.flv 205.80M
3 F/ M( x2 L! r& ?| ├──CQF Finance Primer - Introduction to Derivatives
' R0 q2 Q* i" N3 w2 K* `, T| | ├──CQF_Alumni_Introduction_to_Derivatives_Part01_HB.mp4 8.06M
! C# E N0 t0 x! N. y n| | ├──CQF_Alumni_Introduction_to_Derivatives_Part04_HB.mp4 8.18M
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| | ├──CQF_Alumni_Introduction_to_Derivatives_Part06_HB.mp4 10.85M
$ o" c% I0 Y# B, u' c- A& i! Z| | ├──CQF_Alumni_Introduction_to_Derivatives_Part07_HB.mp4 15.72M
) s ^. D% S4 t1 O5 d1 b| | ├──CQF_Alumni_Introduction_to_Derivatives_Part08_HB.mp4 24.68M
: l$ }9 h: r9 ?2 b| | └──CQF_Alumni_Introduction_to_Derivatives_Part09_HB.mp4 24.24M
- j' z4 C( b( O4 L8 \; ~; O: o| ├──CQF Finance Primer - Introduction to Equities $ w: q( ?, t* i: h6 d
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part03_HB.mp4 8.17M
, C1 Q5 B8 X0 |* ^" R3 S# M| | ├──CQF_Alumni_Introduction_to_Equities_Part01_HB.mp4 12.15M
) N1 R2 ~6 x% g$ t| | ├──CQF_Alumni_Introduction_to_Equities_Part02_HB.mp4 10.10M
! {& ]% `, Q+ j: J1 P: {$ r| | ├──CQF_Alumni_Introduction_to_Equities_Part03_HB.mp4 4.10M- d, C9 T/ S2 M
| | ├──CQF_Alumni_Introduction_to_Equities_Part04_HB.mp4 13.66M$ f6 T0 j: A! V/ n Q3 ]3 j1 b/ G+ @
| | ├──CQF_Alumni_Introduction_to_Equities_Part05_HB.mp4 11.70M
9 p/ |. f, H( Q" s| | └──CQF_Alumni_Introduction_to_Equities_Part06_HB.mp4 18.23M% K. ]1 M5 s$ o) |( t
| ├──CQF Finance Primer - Introduction to FX , z1 f/ h# u _9 K
| | └──CQF_Alumni_Introduction_to_FX_Part01_HB.flv 36.25M
1 @' N+ [9 n1 V# r( l| ├──CQF Finance Primer - Introduction to Money Markets
" q) e8 T, V2 G9 H8 |9 S| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part01_HB.mp4 25.91M
. I5 H4 K' O( f0 y! h4 o| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part02_HB.mp4 13.51M$ R0 R& j+ z* @0 X7 x: c: J$ J
| | └──CQF_Alumni_Introduction_to_Money_Markets_Part04_HB.mp4 10.45M; X1 C1 u+ ^5 @
| ├──CQF Finance Primer - Macro Economics * M! w1 B h1 @" F. }3 V
| | ├──CQF_Alumni_Macro_Economics_Part01_HB.mp4 25.19M! T8 ]* o5 M+ |
| | ├──CQF_Alumni_Macro_Economics_Part02_HB.mp4 22.82M+ W% J( J4 e; }1 C. j& |
| | ├──CQF_Alumni_Macro_Economics_Part03_HB.mp4 22.50M6 g2 s( l, c0 T- @
| | ├──CQF_Alumni_Macro_Economics_Part04_HB.mp4 23.94M1 H. R$ s2 b% x9 `+ C; i+ ?; T
| | └──CQF_Alumni_Macro_Economics_Part05_HB.mp4 22.16M9 T4 O1 L( k0 i( t% T
| ├──Discrete Hedging and Transaction Costs - Paul Wilmott
5 v5 T- j% u# |. l% F8 Z, Y) A| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Annotated.pdf 6.56M Q/ w3 ~. c- o- N2 Y/ }( T
| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Excel.xls 155.00kb
" @/ E; J) @* k4 ?: N; }* J| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part01.mp4 18.49M2 _0 g, I" k9 D8 t" q% X
| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part02.mp4 26.41M9 ~8 [$ n! T: T/ @8 g
| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part03.mp4 31.43M' m: X; F! y) Y& A0 F1 _7 L* E7 D
| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part04.mp4 33.16M
: b ?4 r8 }0 p| | └──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part05.mp4 31.04M0 a0 @+ V! ~; P7 O
| ├──Equity Portfolio Risk Management - Jason MacQueen
: C/ U4 c* f$ G' j* k" C! s# a! o6 Z| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M2 g) _1 ^1 K8 {4 x2 a
| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M
$ ^) S4 H! b$ J| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M: v0 c3 Q; T* D+ A9 L
| ├──Financial Modelling using Garch Processes - Kyriakos Chourdakis 9 A2 \6 V" p' W
| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Annotated.pdf 2.75M
. f9 e" b: A1 ^, U2 @. j9 f| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Excel.zip 1.60M% T# O- q* Z5 J2 I' s p7 w. B2 x
| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part01.flv 153.38M: `, e7 D3 l$ G5 m8 n
| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part02.flv 136.33M
9 C! m; a6 ~( a| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part03.flv 141.22M
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| | └──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part05.flv 214.54M
1 U: ` m: v. M6 || ├──Frankenstein's Model or the Perfect Union - Richard Young & Jason MacQueen ) ~: W6 P8 ^. R% q
| | ├──CQF_Alumni_Frankensteins_Model_or_the_Perfect_Union_Blank.pdf 3.50M
3 z5 {1 n, P4 s3 N2 x1 e7 J| | ├──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part01.flv 108.18M9 Z8 Q3 O" h; P0 x9 @
| | └──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part02.flv 124.94M6 H. u& ^ U4 S# w* o
| ├──Fundamentals of Optimization and Application to Portfolio Selection - Seb Lleo , j, k! M7 ^) D$ \( G
| | └──Fundamentals_of_Optimization_and_Portlfolio_Selection_annotated.pdf 9.03M
' ~ z2 ?7 V! ~. S7 [6 a3 p I/ J| ├──ICA and Hedge Fund Returns - Andrew Robinson
, \9 Y+ c1 p; e/ @' Z5 ]| | └──CQF_Alumni_LB_ICA_and_Hedge_Fund_Returns_Part01.flv 98.80M
. [4 Q4 ?4 m$ ]| ├──Investment Lessons from Gambling and Blackjack - Paul Wilmott ( w% x) w$ O+ S/ W
| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part01.flv 127.16M
7 r' M; d7 h9 ]| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part02.flv 127.10M
; t; U$ S, R9 Q9 p6 b| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part03.flv 99.90M
; W, S; t# Z1 }9 f4 _: || | └──CQF_Alumni_Investment_Lessons_from_Gambling_and_Blackjack_Annotated.pdf 1.12M
; m3 c" F5 I( [4 i @3 w| ├──Life of a Trader - Ed Talisse
3 G; |6 @- M j# U ]( `- ^| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part01.flv 180.59M. C9 k, V3 \5 \+ e# H# s
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part02.flv 189.54M6 Z6 a) ?8 A/ k# d
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part03.flv 205.61M
2 {, x7 a8 O$ G# C/ A| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part04.flv 189.30M2 N* I* ~3 M( V8 I
| | ├──CQF_Alumni_Life_of_a_Trader_Annotated.pdf 371.23kb$ p: @ |+ m/ F* k* I! n+ t
| | └──CQF_Alumni_Life_of_a_Trader_Blank.pdf 266.28kb
* g1 P! K1 l/ }& Y| ├──Navigating Stock Market Crashes – Bill Ziemba
0 A% G5 t7 O2 R5 p2 [| | ├──CQF_Alumni_Nativating_Stock_Market_Crashes.pdf 17.64M4 N1 C, h" H' `5 {
| | ├──CQF_Bill_Ziemba_Part01_HD.mp4 237.31M) K1 g0 O! @+ f
| | ├──CQF_Bill_Ziemba_Part02_HD.mp4 311.30M+ ~7 z* Z9 j7 O2 U3 B; Q
| | └──CQF_Bill_Ziemba_Part04_HD.mp4 227.81M9 ?& n( S7 K; h4 \9 Q
| ├──Prediction of Stock Market Crashes, Entry Exits from Bubbles, Hedge Fund Disasters and their Prevention - Bill Ziemba / K$ c, _3 Q2 L$ l
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part01.flv 233.09M
! z0 I9 w3 Y" v# s| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part02.flv 211.88M
& b" l4 j" [: @| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part03.flv 143.68M
) }# I6 c; X* I1 i| | └──CQF_Alumni_Prediction_of_Stock_Market_Crashes.zip 10.27M: [2 C/ {* h1 O- V- |) E9 {# }
| ├──Quant Methods
& ^3 n$ h+ I# J6 n. z! O| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Annotated.pdf 16.13M
* g/ b# I- o* g| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Excel.zip 890.28kb+ w- u1 ~: b: f/ ?; o
| | ├──CQF_Quant_Methods_HB_Day01_Part01.flv 175.86M& q6 n u( ?6 V5 U
| | ├──CQF_Quant_Methods_HB_Day01_Part02.flv 136.27M
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| | ├──CQF_Quant_Methods_HB_Day01_Part05.flv 115.69M
4 C; y9 n2 n5 ~) N3 W7 I| | ├──CQF_Quant_Methods_HB_Day01_Part06.flv 121.76M) |: e2 }5 ^1 d9 p. ]$ S
| | ├──CQF_Quant_Methods_HB_Day01_Part07.flv 115.95M* ` j' X9 b& T& Y* P+ p; H& A
| | ├──CQF_Quant_Methods_HB_Day01_Part08.flv 125.94M: {8 ?0 c& u3 `1 `% m
| | ├──CQF_Quant_Methods_HB_Day01_Part09.flv 115.67M
& S2 H( c# x& j1 b" Z# l| | ├──CQF_Quant_Methods_HB_Day01_Part10.flv 110.17M. R& |! A6 c* S) y6 K
| | ├──CQF_Quant_Methods_HB_Day02_Part01.flv 133.47M
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! F$ i+ A) w( Z6 f. |6 F7 G0 m& p) s| | ├──CQF_Quant_Methods_HB_Day02_Part04.flv 144.34M
0 r: O) `* O$ D' f3 d" R, @) W* e% T| | ├──CQF_Quant_Methods_HB_Day02_Part05.flv 149.77M
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| | └──CQF_Quant_Methods_HB_Day02_Part07.flv 88.01M n& l' k8 ~; {7 ~( x8 u4 }
| ├──Quantative Methods in the Financial Markets - Riaz Ahmad
: M+ ?* \6 W% U6 D& ~| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part01.flv 168.82M$ z- w0 M5 e# \* ~/ A3 M
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part02.flv 183.48M
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| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part04.flv 139.28M
3 k& V$ k Q% l7 g- ]$ |/ r% F| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part05.flv 149.62M. x* E( L$ X! g9 n% X7 T
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part06.flv 167.79M
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2 [/ a2 o A5 f' S, K6 `# i| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part08.flv 166.13M
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| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part11.flv 221.10M
+ n8 I8 V# ]" Z6 v' M| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part12.flv 216.27M$ G) k2 w9 I6 ~$ e5 o; y1 o; G a
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part13.flv 100.79M
0 X7 y) ^. w% K, I2 {# l| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part14.flv 201.22M
$ y3 b4 ]: |- |& p5 V% K$ Y* p, u: `| | └──CQF_Extra_Quantative_Methods_in_the_Financial_Markets_Annotated.pdf 15.37M$ x" g# [# k0 _! D
| ├──Quantifying Fissures in the US High Yield Market - Hari P. Krishnan
1 {" _( B* o# d! X| | └──CQF_Alumni_Quantifying_Fissures_in_the_US_High_Yield_Market_Annotated.pdf 2.19M
+ L }# d5 ?8 Y E: l/ F0 S| ├──Risk Management in Energy Derivatives (Hedging) - Iris Mack
- y7 X- ?7 V9 y. } E| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part01.flv 143.36M& _ e0 \* ^' o3 E
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part02.flv 139.92M p1 Z( g$ e! X
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part03.flv 125.43M
) ?" J6 g( [7 V+ M L| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part04.flv 164.45M7 d2 r8 b7 G/ T5 X3 \ A
| | └──CQF_Risk_Management_in_Energy_Trading_Blank_Updated.pdf 2.73M
3 X& M) C/ l* W6 l| ├──Speculation Using Energy Derivatives (Trading) - Iris Mack & y# s; A6 s- }9 \5 L& Q0 ~
| | ├──CQF_June_2012_M6S8_Blank_Updated.pdf 2.42M
+ r( @1 {- Q7 n5 Q| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part01.flv 158.45M
' Z' t* K5 a+ Z) g| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part02.flv 187.80M
- @2 R. Q+ C* B# @| | └──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part03.flv 173.34M* C# x! v- s, n) t# O
| ├──Symmetric Downside Sharpe Ratio - William Ziemba
: y0 K9 O! q2 \6 D6 z| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part01.flv 178.35M, n2 O0 d8 P. |, s7 ?
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part02.flv 156.42M- y5 `7 z I3 @8 i! D
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part03.flv 116.05M. g/ J y* F" \: u r
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part04.flv 89.98M
& t6 w" M! Q! r| | └──CQF_Alumni_Symmetric_Downside_Sharpe_Ratio_Annotated.pdf 1.87M6 [, D8 }! D7 J8 E
| ├──The Impact of Carry and Roll-Down on Macro Returns - Hari Krishnan
: I& R/ R$ \, N1 F" c I| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part01.flv 185.07M3 ?7 D- }6 D3 t# _0 d: h+ U
| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part02.flv 169.56M X. V9 F5 U. U, m2 _7 C ~
| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part03.flv 128.80M
' E( @' E4 J* b, Q| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part04.flv 118.05M" N: k, ?. A, @0 Y: q' K, h$ U
| | └──CQF_Alumni_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Annotated.pdf 1.05M# w8 o' J2 N' w$ D
| ├──The Kelly Strategy for Investing - Risk and Reward – Leonard MacLean % h* s3 v9 m& a& W1 [8 w! E
| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part01_HD.mp4 204.46M9 A0 O8 y% t* K+ G0 f
| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part02_HD.mp4 215.88M+ T% V/ F1 d- \# r3 i
| | └──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part03_HD.mp4 217.56M
. u% Q7 `" X+ q| ├──The Market Price of Risk - Fear and greed in the fixed-income markets - Paul Wilmott
" K! A+ _# A3 s4 @3 W| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part01.flv 174.08M
- M/ D- m3 x0 X3 k9 X/ S& O3 n| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part02.flv 175.88M
( g. R, x% @6 E6 c| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part03.flv 189.97M2 R; t, c( a5 j2 I" ?& v
| | └──CQF_Alumni_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Annotated.pdf 2.48M
2 E2 w) {! L: L8 n' _; b. X. w| ├──The Second Leg Down - Strategies for Surviving a Market Sell Off - Hari Krishnan ) E! k S. L( }6 ~
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part01.flv 187.66M- u, J6 ~2 F$ M0 R; ] E! c
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part02.flv 107.95M
7 t; F1 @ Q& B3 l! X| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part03.flv 137.28M2 q' N) U+ ?# }) U' Z
| | └──CQF_Alumni_The_Second_Leg_Down_Annotated.pdf 981.90kb
8 F- D0 h8 R+ r' o, D| ├──The Trade Lifecycle ) F- l6 O4 [6 N) ^4 N% Z
| | ├──CQF_Alumni_The_Trade_Lifecycle_Part02.mp4 273.39M! b- N( ~: ~0 w4 `+ y3 p( L. b6 S
| | └──CQF_Alumni_The_Trade_Lifecycle_Part03.mp4 321.14M5 l' _8 m8 F5 v9 O0 l
| ├──Update on Financial Markets and Strategies - William Ziemba $ t" _* m# W8 \ ~& I! q$ T) T
| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part01.flv 187.12M9 }( T8 P/ X9 G: R: F
| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part02.flv 175.62M: Y' f3 l5 |7 y0 P+ j
| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part03.flv 176.96M
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| | └──CQF_Extra_Update_on_Financial_Markets_and_Strategies_Notes.pdf 3.74M
, c5 V* F+ R% O/ Q7 Y| ├──Valuation framework for interest rate derivatives in today's Libor world - Wojciech Slusarski 1 R: A0 M$ |( L+ I& B8 c9 ~; ?& \8 [! f
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part01.flv 173.90M2 z: ?7 v) W* x* I; X, W" o
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part02.flv 188.69M
! f( P3 {7 X6 n f* Z4 _- o| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part03.flv 211.80M6 m; Y$ Q5 \9 x, k( ]
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part04.flv 223.98M" F/ w d$ F# t! A P! u6 b! n! H
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part05.flv 196.51M9 W( y" \! L# Y i8 G) E
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part06.flv 206.68M
( P P2 w5 N# g: h. ~& Q6 S| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part07.flv 192.46M
- V+ i( Q- u/ x2 x| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part08.flv 131.13M2 W* D# Q- N0 b: U) k" c7 D t3 O
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part09.flv 139.16M" ?( U* g4 A/ A% G- p/ P! O
| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Annotated.pdf 9.07M
1 H+ W) P6 c8 m, `$ {: _6 r| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Errata.pdf 152.97kb
! w5 ]0 M3 w1 k- y& I5 L| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel.zip 1.53M
! z6 T; P& q" Q g" x5 |/ I| | └──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel2.zip 2.63M+ t+ e2 ?0 h& R% L f6 N9 ^
| ├──Volatility Arbitrage and How to Hedge - Paul Wilmott
# Z- C4 H/ E" `| | ├──CQF_Alumni_HB_How_To_Hedge_Part01.flv 80.94M
) X' B N0 H* F| | ├──CQF_Alumni_HB_How_To_Hedge_Part02.flv 92.89M9 t, r/ Y( k" f! Z' j
| | ├──CQF_Alumni_HB_How_To_Hedge_Part03.flv 97.34M
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| | ├──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Annotated.pdf 13.10M
( a f3 L8 o8 r9 [5 F- t7 q6 x- ~| | └──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Excel.xls 164.50kb4 v' j: z/ T. o; V* M
| └──Volatility Models The ARCH Framework - Stephen Taylor
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| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part02.flv 201.57M
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1 _5 k4 u8 O. W5 h( m3 j. ?1 B| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Additional_Notes.pdf 73.05kb
' i! D( \5 M: K8 ?| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Annotated.pdf 5.03M
/ r. F! q+ E p* T# n5 v0 d| | └──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Excel.zip 727.42kb
1 f) R# H4 z4 y& d3 d├──CQF 主课程 Core Program
8 u9 \) a: g P| ├──CQF Final Project Solutions（看完M6的实训项目） , u$ n p0 \( c3 T6 Z9 Y% N- K
| | ├──BCD 5 D4 _0 s6 z' K8 h& C% i$ ?7 z
| | ├──CAPM
. @2 V2 r% ?, H7 Q+ T0 Z| | ├──CointegrationProjectImplementation 7 \& r! i& J+ j8 K0 I; E0 |
| | ├──CQF Final Project (C++) + s: q4 m# J& @0 I" e
| | ├──Fixed Income Portfolio Optimization
5 E9 q* h1 b" M5 T* d/ C| | ├──HJM (MATLAB) 5 A O- h1 b6 v! E3 Z0 q
| | ├──HJM Model # ?% _6 o X, p: F. j
| | ├──HJMProjectImplementation
1 e3 ~5 H* Q: z. s| | ├──Cointegration (MATLAB).zip 9.94M
- f: t( e" r7 H v| | ├──CointegrationResultMain.xlsx 227.70kb
' R( b' u1 b' h1 D0 \4 ~| | ├──HJM (MATLAB).zip 10.27M$ C9 m+ m& C! D' _% t: U
| | ├──HJMMCSProjectMain.m 22.40kb
! P5 y% u8 F4 a( w| | ├──Implementing HJM Model by Monte Carlo Simulation.pdf 1.99M
6 J! c; V# J, E| | ├──Readme.txt 1.68kb
; Y' z- o2 E* o0 ]| | └──UncertainVolatilityAndStaticHedging.pdf 333.10kb8 T) v- E% e6 g8 l& t
| ├──CQF 普通话辅导课 Mandarin Tutorial Workshop En Ch EV Ecn & G$ x; a' f$ [6 h( p1 ~4 h4 q2 w
| | ├──CQF_2021_Jan_Mandarin_Module01_SD_CQF_2021.mp4 453.70M( y0 L1 H, V8 [9 Q. I
| | ├──CQF_2021_Jan_Mandarin_Module3_Part01_SD_CQF_2021.mp4 97.45M
. ~6 A4 A8 ~; }" t _( o# T| | ├──CQF_2021_Jan_Mandarin_Module3_Part02_SD_CQF_2021.mp4 137.04M
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| | ├──CQF_2021_Jan_Mandarin_Module4_Workshop_Part02_SD_CQF_2021.mp4 117.26M# Y2 w# I3 @7 Z* ^( {8 P
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| | ├──CQF_2021_Jan_Mandarin_Module_2_Workshop_SD_CQF_2021.mp4 488.79M) M/ ~# M5 h3 ]3 D8 c
| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part01_SD_CQF_2021.mp4 74.08M
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3 h% n& J' {( w6 H9 V| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part03_SD_CQF_2021.mp4 85.82M
8 p8 {8 T' Y( p3 j& o- || | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part04_SD_CQF_2021.mp4 72.04M4 a H+ c+ \' |# U+ {
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| | └──CQF_Mandarin_Module4_Workshop_Part03_SD_CQF_2021.mp4 88.39M# Q" a; G4 a( n
| ├──课程版本二
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| └──课程版本一（推荐）
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├──高级选修课 9 g( C% T: {$ y& u
| ├──CQF 2021 高级选修课 Advanced Electives Algorithm and High Frequency Trading En Ch EV Ecn
]5 [6 ?" f g, x| | ├──CQF_Alumni_Forecasting_by_Using_Option_Prices_Additional_Notes
3 U$ r$ |8 _- Y2 ]( p S. d% ]5 e| | ├──CQF_Alumni_NAG_and_Excel_for_Math_Finance ' _5 Q) _2 W( U2 ]6 |2 c" ^& h
| | ├──CQF_Alumni_R_for_Finance_Patrick_Burns + P& h9 n) s; A0 W
| | ├──CQF_January_2012_Cointegration_Modelling_Long_Term_Relationships_Excel / [/ Y5 ~6 L& j: x8 B# |
| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_01_En.mp4 77.46M
# k4 P3 @& q; O| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_02_En.mp4 63.86M j# c/ z: H& @1 l* @) j: _' M. o
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_01_En.mp4 49.34M
3 R0 i. t+ Z7 x H) s/ T4 H5 h| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_02_En.mp4 61.18M
5 s1 T$ J* _ X( s1 a| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_03_En.mp4 61.81M$ d3 v' a* U; `( z& T
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_03_Unicom_Day_01_Richard_Peterson_Part_01_En.mp4 114.68M
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| | ├──CQF_Alumni_Behavioural_Finance_Workshop_04_Unicom_Day_01_Victor_Ricciardi_Part_01_En.mp4 61.21M6 ~5 h4 x# l& U) o+ r6 a, A
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| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_06_En.mp4 81.83M6 y, B( x/ F% I% k2 X2 T* n
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| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_13_En.mp4 96.73M% E7 u7 S" u0 ?3 w. p }6 @
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8 G0 P7 [9 b" U( E| └──高级选修课 Advanced Electives Updates En Ch EV Ecn
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| | ├──CQF_Alumni_You_Can_AI_Like_an_Expert_Part04_En_Ch.mp4 96.68M# y2 G3 f% g5 B9 s5 w3 @
| | ├──CQF_Alumni_Zero_to_AI_Series_Introduction_En_Ch.mp4 3.88M5 X& Z9 b5 o1 _% m
| | ├──CQF_Alumni_Zero_to_AI_Series_Part_01_En_Ch.mp4 22.97M
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5 R: |# l( R4 H& D- b8 R| | ├──CQF_Alumni_Zero_to_AI_Series_Part_03_En_Ch.mp4 6.82M( z" Q3 s" D4 R% }7 w; k4 n) [
| | ├──CQF_Alumni_Zero_to_AI_Series_Part_04_En_Ch.mp4 6.86M3 W$ @1 {, E9 \3 f V' j5 _
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| | └──CQF_Alumni_Zero_to_AI_Series_Part_07_En_Ch.mp4 6.90M8 o- k* h+ Z2 g
├──课本 - B$ ~8 P/ w" c
| ├──1. Python_for_Finance__Mastering_Data－Driven_Finance_(1).pdf 24.57M3 N; Q/ B; n9 L
| ├──10. paul wilmott introduces quantitative finance.pdf 5.51M
4 _2 w% T/ _4 w$ e| ├──11. Machine Learning.pdf 18.57M
9 n$ e- ?2 W4 `- J/ d2 F, K| ├──2. Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor 2005.pdf 3.02M2 y. _; L5 p' _
| ├──3. 4. 5. Paul Wilmott on Quantitative Finance Vol 1-3, 2nd Ed.pdf 22.30M; W" D+ z; w4 |) G3 _+ c
| ├──6. （The_Wiley_Finance_Series）_Jon_Gregory－The_xVA_Challenge__Counterparty_Credit_Risk，_Funding，_Collateral，_and_Capital－Wiley_（2015）.pdf 14.24M2 q# Q0 A2 O5 \: V% N2 E
| ├──7. frequently asked questions in quantitative finance 2nd edition.pdf 3.50M
! d0 @4 }% K: i4 p: v) w8 e| ├──8.Jackel- Monte-Carlo Methods In Finance帝国理工.pdf 24.05M$ D/ d0 n2 m1 C$ D; x9 [7 x7 \
| └──9. Derivatives_Models_on_Models.pdf 4.81M
& M' z' J* M7 G' _+ G# B) F└──前导课
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| | ├──Finance Primer 4.mp4 234.31M
6 [# G3 P3 O$ E$ p z| | ├──Financial Primer 1.mp4 258.76M
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/ p+ q( {6 V0 R0 {* J| | └──Financial Primer 3.mp4 238.16M: f7 ?( {. m. P
| ├──labs & d4 d7 H& B$ O) C" L
| | ├──CQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_CQF_2021.mp4 551.02M3 O/ X: s+ Q) h. f/ v
| | ├──CQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_En Ch_CQF_2021.mp4 650.36M
9 u7 Q, X! b5 P' N6 L| | ├──CQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_En_CQF_2021.mp4 577.89M& D1 \* g! ^3 o) R" N" l
| | ├──CQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_CQF_2021.mp4 596.13M0 Y6 }. {0 H# X( `+ N" g* T
| | ├──CQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_En Ch_CQF_2021.mp4 1.75G# `+ o) f/ H1 L" U q: h
| | ├──CQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_En_CQF_2021.mp4 2.07G
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| | ├──CQF_Python_Lab_05_Black_Scholes_Pricing_HD_CQF_2021.mp4 521.82M, ?/ W) k1 a% ]+ H- c. T
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| | ├──CQF_Python_Lab_06_Monte_Carlo_Simulation_HD_CQF_2021.mp4 580.18M( p% t# b7 L( i/ S9 L
| | ├──CQF_Python_Lab_06_Monte_Carlo_Simulation_HD_En Ch_CQF_2021.mp4 1.69G
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| | ├──CQF_Python_Lab_08_Implied_Volatility_Calculation_HD_CQF_2021.mp4 423.48M1 {4 h, e4 c" e& W+ ~' A, R S* F
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" M. {0 r9 t }* r2 J. {" ?| | ├──CQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_CQF_2021.mp4 637.04M& [0 B6 S+ v+ T* @4 X7 F7 b
| | ├──CQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_En Ch_CQF_2021.mp4 1.56G
+ L' A2 [" K% E| | ├──CQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_En_CQF_2021.mp4 1.37G, ^ X2 g1 x6 I1 b
| | ├──CQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_CQF_2021.mp4 614.29M6 Y2 N) k+ U4 {* c" ]
| | ├──CQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_En Ch_CQF_2021.mp4 1.67G! u, h* i: m4 r/ ^) }4 _2 n
| | ├──CQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_En_CQF_2021.mp4 1.54G
" P* E5 m" z4 _% ^% @$ m1 S8 U| | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_CQF_2021.mp4 640.11M
/ k, y' R" @) b9 D- I$ @| | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_En Ch_CQF_2021.mp4 1.79G
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2 B! a! \9 c- A5 K| | ├──CQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_CQF_2021.mp4 657.46M' g& ~! {* T1 F9 z' i: X% v
| | ├──CQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_En Ch_CQF_2021.mp4 1.73G4 S2 m8 @: `7 m1 k" ?
| | ├──CQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_En_CQF_2021.mp4 2.27G
, ?& w- C' b" N6 z9 J% _. M| | ├──CQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_CQF_2021.mp4 491.52M
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| | ├──CQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_En_CQF_2021.mp4 1.69G4 w+ n, `3 Z; K7 n6 v. k) l: f% c
| | ├──CQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_CQF_2021.mp4 555.18M
6 i; h& l2 p- q$ E+ R% Y) ^| | ├──CQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_En Ch_CQF_2021.mp4 1.55G
. K$ G! e/ i+ x| | ├──CQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_En_CQF_2021.mp4 1.84G
' ]$ I) P6 V* m$ F( |6 A| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_CQF_2021.mp4 381.65M
) ?) @. T! U: h; n| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En Ch_CQF_2021.mp4 1.24G5 e9 ?$ A$ d: V" B: s6 d; e- n
| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En_CQF_2021.mp4 1.60G
" p) n5 W; x, _| | ├──CQF_Python_Lab_16_Reinforcement_Learning_HD_CQF_2021.mp4 328.83M
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5 ?( R" j% ^ b# i6 E( N$ t% q| | ├──CQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_En Ch_CQF_2021.mp4 1.51G2 v+ R2 X/ P4 X3 Y1 n. i
| | ├──CQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_En_CQF_2021.mp4 1.85G$ I: M# Z: X& z' m
| | ├──CQF_Python_Lab_18_Fixed_Income_HD_CQF_2021.mp4 364.80M6 H/ |% }, S c
| | ├──CQF_Python_Lab_18_Fixed_Income_HD_En Ch_CQF_2021.mp4 1.06G5 Y3 Q* ~' l$ t0 ?: M! }: ]- N
| | ├──CQF_Python_Lab_18_Fixed_Income_HD_En_CQF_2021.mp4 916.97M
4 i) y" S9 b% D) U1 v9 e% |, z: o| | ├──CQF_Python_Lab_19_Fixed_Income_II_HD_CQF_2021.mp4 376.98M* S4 ]! g6 ~( U+ `* f0 J2 t
| | ├──CQF_Python_Lab_19_Fixed_Income_II_HD_En Ch_CQF_2021.mp4 786.22M+ P/ s" O0 e+ E( R& R
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| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_En Ch_CQF_2021.mp4 1.02G
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( c& c) ]6 H Z6 N; s, j| | ├──CQF_Python_Lab_21_Credit_Lab_II_HD_CQF_2021.mp4 393.58M. ~! o6 v% X$ I5 a1 V" @
| | ├──CQF_Python_Lab_21_Credit_Lab_II_HD_En Ch_CQF_2021.mp4 1.46G
- B+ W. z/ h# ~| | └──CQF_Python_Lab_21_Credit_Lab_II_HD_En_CQF_2021.mp4 1.68G
$ w/ i2 o$ h* g! _4 N| ├──Math Primer
. i% W1 P8 u! Y) F+ i| | ├──Calculus.mp4 282.78M
! ]* D' {3 b5 H| | ├──differential equation.mp4 282.03M
: y7 e4 D; q: a& S2 ]| | ├──Linear Algebra.mp4 275.79M
4 h8 D2 G9 F$ U4 s| | └──Probability.mp4 232.63M8 T. P: P( m6 d/ i0 s
| ├──Python Primer 1 _- K. v& i4 c4 c
| | ├──python primer 1.mp4 333.93M, t2 E8 p' X' S
| | ├──python primer 2.mp4 310.56M
W" e4 T X2 L# M' Y| | ├──python primer 3.mp4 309.17M
I8 u C7 |: I% i8 \* A| | ├──Python Primer 4.mp4 351.60M8 M) S. H/ x: O, \
| | └──Python Primer 5.mp4 312.41M
2 w' c8 [) @' Y" B| ├──Python代码
' r* v# R! q9 b% F1 X& B& y2 ^9 ~| | ├──1. Introduction to Financial Time Series.zip 512.94kb E5 E6 J6 s. a: J8 q/ ^
| | ├──10. KNN & SVR fo Stock Prediction.zip 1.42M# P+ p% M9 \7 b6 p' \5 D+ l& q
| | ├──11. Gradient Boosting for Price Prediction.zip 939.07kb% R( U5 w v- ~5 _
| | ├──12. K-Means Clustering & Self Organising Maps (4).zip 840.75kb% m/ I# D: {1 v' G! w: h* v
| | ├──13. Application of Neural Networks using TensorFlow & Keras (1).zip 485.84kb! A8 w* Z+ O, H1 O, ]$ g
| | ├──14. Reinforcement Learning.zip 412.54kb
! F. L1 | c% P- |$ f6 \| | ├──15. Yield Curve Data Analysis.zip 4.01M
. H# z# u7 l* e4 f# |7 ?5 m9 @7 u| | ├──16. Intensity Models.zip 1.46M
! n, F7 Z: L) s/ y5 I1 ?- E| | ├──17. CDS Pricing.zip 2.25M
( ?( F8 }# ~& h| | ├──2. Binomial Trees in Option Pricing.zip 1.41M
$ U- W' s t2 f6 d| | ├──3. Portfolio Optimisation.zip 1.20M
8 A/ F7 o, z4 H! l| | ├──4. Value ar Risk & GARCH.zip 802.23kb
4 V+ |$ l" j U6 q1 X| | ├──5. Black Scholes Option Pricing.zip 355.80kb: c) N! E0 \, ^1 w- [
| | ├──6. Monte Carlo Simulation.zip 1.08M
; m) s0 S* I) S| | ├──7. Finite Difference Methods.zip 297.56kb
3 c: l/ c6 L9 C3 p+ i| | ├──8. Implied Volatility.zip 281.95kb
- t$ S/ Q" f) I% g& i2 x8 ]8 j# T# Z| | ├──9. Introduction to Machine Learning using Sicikit-learn.zip 837.69kb! L8 n6 T$ s3 a$ Y) d: U5 U2 e
| | └──前导课代码.rar 19.90M! l7 ]/ L. [! a! |
| ├──金融前导课讲义 8 N5 Y' h& k2 i1 W" G1 J4 j. G
| | ├──CQF Pre-course (TVM, FI, MMS, Swap, Der) 20201122.pdf 49.67M/ N" i2 b* L# R( r6 k# b
| | └──CQF_Pre_Fin.pdf 2.65M
/ d! M+ I" j1 U| └──数学前导讲义
5 o: r, o ~" m/ G| | ├──Calculus.pdf 714.03kb& s* P- `' I" L) s$ y5 C, Y; X) y
| | ├──CQF_Maths_Primer_Probability.pdf 1.58M
5 G9 L; e6 B2 t0 u [/ ~. Z| | ├──Differential Equations.pdf 541.87kb' G: a4 Z$ D8 C
| | └──Introduction_to_Linear_Algebra.pdf 497.20kb+ k- n3 P$ n% W, c; g& x, e
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发表于 2024-7-20 13:39:59
