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国际量化金融分析师CQF21
$ F3 b7 w, C" W* ~- _4 [" J6 o├──CQF 高级进阶课 Advanced Course
# k, t6 |4 h' V* x. s, _! Q| ├──Advanced Volatility Modelling
, q J9 R& _! Q7 E| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M, M! D! b H, A8 u, X4 e
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Blank.pdf 1.15M! J; V7 [3 Q' V( w; J6 c9 h
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb
- u$ J( y8 [( m$ o5 N| | ├──CQF_Elective_Advanced_Volatility_Modelling_Whiteboard.pdf 2.54M
, f6 y% D# C: u0 O% e| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.flv 172.22M
( o/ B' _& r# r3 m4 [ _| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part02.flv 174.20M) t4 K7 s% {8 T, W# f+ \
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.flv 161.81M" t8 i1 h4 v1 [+ V
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.flv 164.88M3 z9 o% R3 Q9 f
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.flv 163.05M, M# a6 U, _8 b7 v
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.flv 160.12M, i' W0 K( u: e- r% W k4 U. J& m0 G* V
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part07.flv 160.25M
- D: U4 u, p. b+ w9 V* g0 o# ]( m| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part08.flv 155.85M* B( @' n+ C8 w' _2 c- h% G& b& ?
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.flv 169.35M5 p3 v8 v4 B7 h/ v9 z% }
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part10.flv 160.19M
( G9 X. v: F/ n' ]; j| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.flv 176.93M
: f M2 }# @9 `& Y# @: d. d) r& K; b| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.flv 177.38M
' _3 P5 z# s5 d9 B7 M8 U| ├──Asian Options
9 U" @. \( |8 h( P9 D| | ├──CQF_Alumni_Asian_Options_Annotated.pdf 413.90kb' b6 n" O& J/ f. v- ^
| | ├──CQF_Alumni_Asian_Options_Blank.pdf 413.89kb) e l. o4 f# U; a, {) x1 I! s
| | └──CQF_Alumni_HB_Asian_Options.flv 40.13M
1 o- V# b5 W2 d1 a6 G2 I/ N| ├──Barrier Options ( T4 t, \1 |8 q9 ]) ~! z* A9 t5 q0 c
| | ├──CQF_Alumni_Barrier_Options_Annotated.pdf 461.61kb
- s/ _% K# F0 E: J0 ], V| | ├──CQF_Alumni_Barrier_Options_Blank.pdf 385.10kb. j9 T4 S; I- L: q
| | ├──CQF_Alumni_HB_Barrier_Options_Part01.flv 131.47M3 s" f* H: }2 B4 r
| | └──CQF_Alumni_HB_Barrier_Options_Part02.flv 72.26M% q+ y+ a5 r5 h( l& t
| ├──Behavioural Models and Sentiment Analysis Applied to Finance & r, a4 Y- G1 \1 g# J4 W
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Conference_Programme.pdf 1.29M0 i/ `4 t! D% q$ M
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Dan_diBartolomeo_Blank.pdf 438.18kb: t& y$ D+ l! B
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gautam_Mitra_Blank.pdf 2.17M
- v9 Y! \0 W: [" h) P9 [| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Giles_Arnaud_Fraunhofer_Blank.pdf 6.64M
( D" ]1 l5 G5 [# I8 Z- s8 h| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Greg_Davies_Blank.pdf 715.12kb- C; I) G3 B: }- F& _7 Q6 r
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gurvinder_Brar_Blank.pdf 933.66kb& y$ x! d9 F [8 x7 T
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Marco_Dion_Blank.pdf 626.25kb
' X8 F6 O' B# m; U0 B| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Peter_Hafez_Raven_Blank.pdf 1.57M0 i d& @) @+ g% q
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Richard_Peterson_Blank.pdf 6.18M5 Z1 Q# V; a( f/ t8 T- b8 g
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Rochester_Cahan_Blank.pdf 1.20M
( A( J6 B0 ^9 P7 f- t| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank01.pdf 3.92M
a3 h2 r$ R @) o( z" N" P| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank02.pdf 4.98M
+ o( X% d/ J. B| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Xiang_Yu_Blank.pdf 2.21M
" `1 X: M2 i( ?6 ^| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part01.flv 29.04M [6 |7 F- k! d
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part02.flv 193.02M
( X: o7 T. m4 I( K$ R3 x: N| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part03.flv 123.03M
$ K9 C2 H+ n* t' ^; Q| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part04.flv 233.35M
/ `$ x$ n; x$ T) I| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part05.flv 85.17M; r& z1 r2 q) T& j4 D2 p* y
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part06.flv 175.16M
; q& \9 s- h5 T. V# D' z| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part07.flv 172.65M
, F! R+ S; q4 [, d7 Z2 y| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part08.flv 190.21M
) Q6 x5 N1 ] ]" P& h' c| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part09.flv 149.86M; h% L, w$ }; |
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part10.flv 147.20M
8 v4 {6 P2 g7 _8 X M. C: c# _| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part11.flv 131.79M
- X1 {2 o& z. x. O% K| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part12.flv 129.47M
6 D; \! C/ m7 l* h9 ]. ^. H. H| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part13.flv 166.45M, I Q" p* M# F- t
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part14.flv 201.70M
1 t5 @: k, H. {: Q| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part15.flv 128.91M9 b/ x1 }- M4 r# z) `( ]
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part16.flv 173.64M
1 L: p6 Q6 n' ?* j| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part17.flv 205.57M
5 i/ k) X# H/ n| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part18.flv 175.48M
1 m3 q- m3 P& I8 |) K- z& S4 g6 }| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part19.flv 170.68M# C1 W3 \* `1 m4 N
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part20.flv 116.10M
# ^- p3 R4 m% V3 R- J+ h# [8 Y+ ^| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part21.flv 184.79M
& Y( X) ?4 e2 F4 o& y/ Y7 B( W| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part22.flv 150.48M
9 b1 c( T3 }/ b1 y( e3 || | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part23.flv 157.35M1 a9 p4 I8 F8 }
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part24.flv 134.31M, j/ P+ |2 o3 m3 W S2 s/ D
| | └──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part25.flv 117.99M
" a1 ^: s, ?3 W4 F. k| ├──Capital Structure 9 s, G# N; k6 J: |& h# l: h5 q
| | ├──CQF_Masterclass_Capital_Structure.ppa 7.18M
1 l# A- a0 o' G& G9 Q+ ]| | ├──CQF_Masterclass_Capital_Structure_Lufthansa_Case_Study.ppa 649.50kb
# j* T4 u4 p7 W; I5 n| | ├──CQF_Masterclass_HB_Capital_Structure_Lufthansa_Case_Study.flv 116.09M
- z) V' y) o! {) w% g5 J; A( z| | ├──CQF_Masterclass_HB_Capital_Structure_Part01.flv 97.87M
# ?" S2 j$ V" H% C- o+ b| | ├──CQF_Masterclass_HB_Capital_Structure_Part02.flv 286.78M
$ O7 t4 Q! t! j! N; W7 x$ h| | ├──CQF_Masterclass_HB_Capital_Structure_Part03.flv 167.55M7 C4 i- q' m2 ~: [1 R) h" s
| | ├──CQF_Masterclass_HB_Capital_Structure_Part04_PartB.flv 188.40M9 z/ H. n( m; e
| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartA.flv 222.93M
6 F" }1 x0 Y3 t* a, M| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartB.flv 157.04M( x. l3 \7 } }8 [/ V R* V9 p" u
| | ├──CQF_Masterclass_HB_Capital_Structure_Part06.flv 184.91M
, X4 f4 n1 c% W) F# ^+ N( h| | ├──CQF_Masterclass_HB_Capital_Structure_Part07.flv 95.85M7 I+ s8 q; H8 w3 v7 {$ v ~
| | ├──CQF_Masterclass_HB_Capital_Structure_Part08.flv 281.34M5 a U2 D% ~( F. F' G
| | ├──CQF_Masterclass_HB_Capital_Structure_Part09.flv 75.42M' b: j6 B! h" ?5 L' k
| | └──CQF_Masterclass_HB_Capital_Structure_Part10.flv 180.36M, e# E5 {5 \2 ]' s$ j
| ├──Equity Portfolio Risk Management
7 X5 Z0 n" V" q- G; ?: T) I, R6 K| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M3 n n' l" q @& p% L2 X+ P
| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M
6 U! t0 r. n# \' m| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M
# P0 o: f5 `7 Q9 M| ├──Finite Difference Model , P; @" g; D( t7 @" p' M/ s
| | ├──CQF_Alumni_Finite_Difference_Model_Annotated.pdf 431.16kb
: O9 W- @8 p% V; z" Q| | ├──CQF_Alumni_Finite_Difference_Model_Blank.pdf 407.96kb. _1 Z5 x5 s% ~0 [
| | ├──CQF_Alumni_Finite_Difference_Model_Excel.zip 1.15M+ Z# V4 E. e0 Y
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part01.flv 97.33M% \, ^8 `" g3 C
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part02.flv 150.94M3 u- n3 m8 I/ j
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part03.flv 142.83M9 ^* N/ J. K/ [/ ]
| | └──CQF_Alumni_HB_Finite_Difference_Model_Part04.flv 147.94M, r. U3 P. o+ v& G, b5 p5 s+ D
| ├──Intraday High Frequency Trading 4 ?7 V! p7 C$ ?* H* A0 @
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part01.flv 172.32M! d3 r) \' c! Z c
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part02.flv 155.57M D5 ~1 T0 n, b% v: A, J
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part03.flv 177.87M
3 W. t5 w( |1 G$ j| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part04.flv 236.52M
3 ~7 C$ U1 k) L8 _1 ?- |" d( r| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part05.flv 203.34M$ V! l) `1 _4 e5 T( V1 Z
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part06.flv 165.01M3 B' Y% }& u- h* s
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part07.flv 176.62M$ D) Q% h: E9 |5 A5 D2 x
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part08.flv 183.91M
! s& [: }& ~6 ~| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part09.flv 185.63M8 p8 w& x6 n, M4 k6 ^
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part10.flv 197.03M+ a6 i5 V( g1 j- g
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part11.flv 145.16M j% Q; Z! u4 u, R7 l! o1 U
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part12.flv 149.64M O# [8 z/ e7 P- E+ h
| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Annotated.pdf 20.61M' z+ G# T# F. }" v
| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Blank.pdf 5.19M
: R o% O8 |, H2 A. Z3 C) w| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Materials.zip 1.35kb1 q: H# g2 Y! b, P* Q1 L) {
| | └──CQF_Masterclass_HB_Capital_Structure_Part11.flv 18.40M4 [4 b2 D# p2 }$ F3 R) l; S
| ├──Lookback Options
4 I5 U# K7 ]0 u8 M7 T" |2 p; ?| | ├──CQF_Alumni_HB_Lookback_Options.flv 28.25M
7 G! R. c; L3 t| | ├──CQF_Alumni_Lookback_Options_Annotated.pdf 201.00kb+ }) m4 O5 d3 q4 ?4 e% K: d" u
| | └──CQF_Alumni_Lookback_Options_Blank.pdf 366.67kb
$ A. N' F' P3 E| ├──Market Microstructure Liquidity and Trading
) ^9 }% @% g( U6 \| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part01.flv 182.65M8 }; [% Q/ |6 v# c* i( \- y
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part02.flv 209.49M0 F( P. h4 A) k6 y6 s* D
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part03.flv 136.42M* W4 q g8 t0 i
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part04.flv 136.91M
$ y# N% A3 p, D7 @! Z" i/ z( a| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part05.flv 143.32M
; V7 P. A8 [$ m0 z# || | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part06.flv 130.88M: j: w0 m+ I; {8 d+ T& C5 F4 ~
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part07.flv 114.51M
" I S8 ~* H1 |; k: Z) R% @+ Z8 R| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part08.flv 155.20M, S/ g) @9 d# J- \
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part09.flv 143.22M$ a8 i5 a# Q _7 k) W1 r" N2 k
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part10.flv 219.18M
- d: H7 j, k9 S3 T& |; O% g* k @| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part11.flv 201.18M
3 s+ c9 @8 M( Q( \; x| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part12.flv 128.47M
9 Q5 n! ~ D* h. \5 B* Q| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part13.flv 145.48M
7 X! L; t4 B" G( @9 X| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part14.flv 123.03M4 W7 k5 }7 G$ P# `9 U8 X. `
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part15.flv 201.70M
' ~- Z; P0 ^' }: h5 x| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part16.flv 210.25M
: ~6 o+ H; R; l$ k" Z| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part17.flv 200.00M- f& M9 E4 Z7 _3 f& U1 k
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part18.flv 178.56M* Z# p- S' ] d1 Z4 V) X) V
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part19.flv 183.12M
0 O0 C5 J: [8 m% J7 y# t* V5 i| | └──CQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Optirisk_Notes.zip 9.64M
8 ^ o+ k) k& n! A| ├──Mult-asset Options 8 Q+ F2 |5 H# Q- m
| | ├──CQF_Alumni_HB_Multi_Asset_Options.flv 133.75M
" f. F0 j5 o1 h: n! f2 Y4 r) X| | ├──CQF_Alumni_Multi_Asset_Options_Annotated.pdf 422.72kb( {# Q; k1 F+ _- b# t
| | └──CQF_Alumni_Multi_Asset_Options_Blank.pdf 395.24kb
/ d& S+ z0 P- b4 }. m5 J, b| ├──Strongly Path Dependent Options
9 Q: ~8 }6 Q' t4 |2 C" c| | ├──CQF_Alumni_HB_Strongly_Path_Dependent_Options.flv 189.55M! o: m! X- T( X' R% b
| | ├──CQF_Alumni_Strongly_Path_Dependent_Options_Annotated.pdf 508.76kb
/ P1 p. ~- ^* U8 G7 @: z| | └──CQF_Alumni_Strongly_Path_Dependent_Options_Blank.pdf 398.33kb
2 Y0 r4 F/ T0 g# U: V- c! T7 E| └──Volatility Options
2 T! F1 |2 {2 k7 X7 Q| | ├──CQF_Masterclass_Exotic_Options_Annotated.pdf 3.07M. T! z' x Z4 p# K
| | ├──CQF_Masterclass_Exotic_Options_Blank.pdf 202.57kb
) V$ ^) \$ ^3 d! R* S| | ├──CQF_Masterclass_Exotic_Options_Supporting_Documents.zip 1.41M
* l6 a8 l' {$ m( ^2 B/ t0 K| | ├──CQF_Masterclass_Exotic_Options_Whiteboard.pdf 1.13M
8 j7 [- J7 R0 l; {6 d* h% F$ N| | └──CQF_Masterclass_HB_Exotic_Options.flv 210.93M+ T" ?$ F# F8 Z( \. [
├──CQF 交易策略Trading Strategies . h& M. R, o# b, c4 Y
| ├──A Market Impact Model that Works - Dan di Bartolomeo
~ x d1 l" x8 R| | └──CQF_Alumni_HB_A_Market_Impact_Model_that_Works.mp4 43.14M c( n# N# ?7 U) H/ I9 |; N1 t
| ├──A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth - William Ziemba
% T/ j# N- T. g. @, E# C| | ├──CQF_Alumni_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Blank.pdf 1.97M! r6 p" |" {9 Z6 q! A" [ @
| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part01.flv 183.83M4 p5 p, K' w. }/ ~
| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part02.flv 137.82M5 ]5 X4 O9 Z' @6 G- ?8 P
| | └──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part03.flv 116.11M
+ U5 G8 U. c' S9 c| ├──Advanced Portfolio Management - Seb Lleo h1 ?. V& ], j6 D* S
| | ├──CQF_Elective_Advanced_Portfolio_Management_Annotated.pdf 15.72M
/ M7 Z U; c6 G| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part01.mp4 37.38M
9 r0 u7 P) I- A: P| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part06.mp4 39.34M, E9 A+ _- a, m* j+ Q
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part07.mp4 36.01M" D9 z7 y2 t6 \5 L' {
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part08.mp4 37.59M4 C2 E& Y/ J; G: Y$ X" M% o: R
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part09.mp4 35.63M, N% w5 V6 k! H. s& q! h
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part11.mp4 26.47M
; s2 ^, M) S, R| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part12.mp4 33.18M! h) _. }5 I9 j, `* x* O; h
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part13.mp4 32.92M: ^6 W4 [: F. {+ [0 H
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part14.mp4 31.16M
# A( ]3 |$ d6 y/ Q8 {6 w| | └──CQF_Elective_HB_Advanced_Portfolio_Management_Part15.mp4 31.17M9 p% {+ i4 Z; H1 a! P4 H# i
| ├──Advanced Volatility Modeling - Riaz Ahmad % }) G q- _" r. |
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M( c, v9 s$ _9 g' o0 K
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb
0 P A9 b7 t$ u, n; R| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.mp4 30.18M) f8 {9 A# M1 ]* U9 H
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.mp4 28.18M" D; c6 ^9 R S% T
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.mp4 28.75M
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| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.mp4 27.73M
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& i- l' U) V4 c/ M# ]| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.mp4 29.02M
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| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.mp4 29.98M
, E2 Y8 R+ q( {' q| ├──Alternative Data for Investors – Saeed Amen * J# B6 i& C" X3 G3 Y$ X, C) l) K
| | └──Alternative-Data-for-Investors.pdf 1.47M
6 ^4 C0 y/ R. c0 N/ ?2 U5 W( M% k| ├──Asset Liability Models That are Useful in Practice - William Ziemba
7 j$ F8 a E, @4 a* L. H| | └──Asset_Liability_Models_That_are_Useful_in_Practice.pdf 3.48M
/ J+ C# A( t* W2 o7 j3 R) C; K8 }/ @| ├──Average and Superior Hedge Fund Evaluation-Bill Ziemba
1 |% u+ Y6 _" [# O- f0 Y y# _) A| | └──CQF_Alumni_Average_and_Superior_Hedge_Fund_Evaluation_Annotated.pdf 11.31M$ i. k3 a8 W1 M
| ├──Cointegration and Statistical Arbitrage - Richard Diamond ( n& F) [9 A' c+ `8 v
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Additional_Files.zip 899.18kb n6 l* k$ ]5 y' i; L
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Annotated.pdf 2.57M8 U" M6 D1 }7 U6 z2 G7 I% ~! Z
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Excel.zip 3.23M/ m4 j; ]% c2 E" @4 U# c# W
| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part01.mp4 27.48M
2 J2 G, P; _: W! j; K| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part02.mp4 28.49M
- K5 z6 i: i' H2 Q* `| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part03.mp4 34.18M
/ Y# b) O p& F' G| | └──CQF_Alumni_LB_CoIntegration_and_Statistical_Arbitrage_Part04.mp4 39.62M' Z1 ?# C6 G2 o
| ├──Correlation Sensitivity and State Dependence - Paul Wilmott and SiYi Zhou
, |- V. `% d7 x7 q K| | ├──CDO_class.xls 98.50kb
8 ?8 k+ w8 ~4 n- t" g) e| | ├──CDO_plot.xls 76.50kb& E3 _8 Y2 N& u5 l) p4 s
| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated01.pdf 1.31M6 S1 N/ p& X2 v* h/ R: K
| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated02.pdf 2.11M
# M, ~, J. f" u4 o3 X1 w| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part01.mp4 27.71M
( o+ _9 S0 C% I$ v, G, v0 j| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part02.mp4 26.25M
' s3 y' d2 ^( O) b1 U$ D) I4 q2 W( R5 F| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part03.mp4 30.88M
/ u$ D. q; H' h6 a0 j5 b* g5 C| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part04.mp4 33.41M
3 `/ i5 Y9 @5 |/ r/ @/ @ O6 I| | └──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part05.mp4 33.79M9 s6 X" Q6 v& ]1 y
| ├──Covariance Complexity and Rates of Return on Assets – Leonard McClean
& C& Z* z0 Q- l) y$ {3 v% R| | ├──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part01_HD.mp4 149.83M
- S! X8 l/ M0 a+ X7 N| | └──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part02_HD.mp4 144.69M
' Q$ i& ~" m- {* l4 `| ├──CQF Finance Primer - Capital Markets in Fundamentals / W( ?* ~ r$ i2 M6 m* {1 y
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part01_HB.mp4 22.69M
5 I5 o2 B; n6 l( R, o( s| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part02_HB.mp4 27.75M9 m& d# [; ^: Z
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part03_HB.mp4 13.71M
0 ?6 e! [4 k0 Q3 m' \| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part04_HB.mp4 27.92M
3 N V, K; J9 R" l; H0 O0 b| | └──CQF_Alumni_Capital_Markets_Fundamentals_Part05_HB.mp4 14.04M" v7 z) Y9 K; O% z4 f! r$ T" G
| ├──CQF Finance Primer - Introduction to Bonds * O5 P" {4 @0 s
| | └──CQF_Alumni_Introduction_to_Bonds_HB.mp4 28.33M
$ O% ]) z0 A' ?) M5 || ├──CQF Finance Primer - Introduction to Commodities
- n' P" z; g! c9 @6 p: o| | └──CQF_Alumni_Introduction_to_Commodities_HB.flv 205.80M# t0 Q T/ B6 b% R& y% ]5 D9 i
| ├──CQF Finance Primer - Introduction to Derivatives
6 ^5 h6 E, H( y. Q| | ├──CQF_Alumni_Introduction_to_Derivatives_Part01_HB.mp4 8.06M% J: X$ X2 z; P
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part04_HB.mp4 8.18M( J. x u# P: v* a9 s
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part05_HB.mp4 5.03M
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| | ├──CQF_Alumni_Introduction_to_Derivatives_Part07_HB.mp4 15.72M4 R- f- Y! R! u
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part08_HB.mp4 24.68M
! ]0 Y! l4 |, n| | └──CQF_Alumni_Introduction_to_Derivatives_Part09_HB.mp4 24.24M
8 \. P# ]3 y/ S| ├──CQF Finance Primer - Introduction to Equities 6 S% q* @+ g% @% ^
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part03_HB.mp4 8.17M) `3 p4 { [' i
| | ├──CQF_Alumni_Introduction_to_Equities_Part01_HB.mp4 12.15M
* G$ d; a8 i" h" i. L| | ├──CQF_Alumni_Introduction_to_Equities_Part02_HB.mp4 10.10M
& y+ e. Q- i$ V| | ├──CQF_Alumni_Introduction_to_Equities_Part03_HB.mp4 4.10M3 l. Q* p2 h; `( H: Z
| | ├──CQF_Alumni_Introduction_to_Equities_Part04_HB.mp4 13.66M, p" `0 q6 g$ m1 _: r9 u
| | ├──CQF_Alumni_Introduction_to_Equities_Part05_HB.mp4 11.70M
) V" Z! A8 h; K8 z! L| | └──CQF_Alumni_Introduction_to_Equities_Part06_HB.mp4 18.23M
7 K: @: ^$ C/ t| ├──CQF Finance Primer - Introduction to FX
$ N# z& D) ~8 E+ H2 A| | └──CQF_Alumni_Introduction_to_FX_Part01_HB.flv 36.25M
/ S& j4 E8 \1 z1 G! X| ├──CQF Finance Primer - Introduction to Money Markets
, E6 Q3 `9 w) a5 C3 `| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part01_HB.mp4 25.91M
5 a& u4 e J4 r8 e: G| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part02_HB.mp4 13.51M
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$ n! ~7 G! k% F5 v$ h! M| ├──CQF Finance Primer - Macro Economics
0 T0 G7 D! E# b: J K| | ├──CQF_Alumni_Macro_Economics_Part01_HB.mp4 25.19M
8 B9 p: _( g2 o# {| | ├──CQF_Alumni_Macro_Economics_Part02_HB.mp4 22.82M
/ M* r5 R+ ?- R7 d @' A! D7 O| | ├──CQF_Alumni_Macro_Economics_Part03_HB.mp4 22.50M; |, e7 \, S r/ ]2 P
| | ├──CQF_Alumni_Macro_Economics_Part04_HB.mp4 23.94M6 U+ X3 @9 B7 c; k$ w$ s
| | └──CQF_Alumni_Macro_Economics_Part05_HB.mp4 22.16M
7 O, @" L* S6 Q5 m8 J# `| ├──Discrete Hedging and Transaction Costs - Paul Wilmott * W4 o; ^2 g8 T0 ~1 y& h
| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Annotated.pdf 6.56M( `' Z0 Z$ ?0 z8 {0 R8 o
| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Excel.xls 155.00kb
. V/ {! q5 b( Z9 }# r7 y) h, U$ p| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part01.mp4 18.49M
1 v; ?( J- a n' J( k8 L3 z# p# v, k| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part02.mp4 26.41M
$ O; A) Z9 @: z3 I| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part03.mp4 31.43M' y: G( ~+ b& j. Y3 ?2 ?
| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part04.mp4 33.16M& F6 ~' {2 w- Z# t# m( Y+ B1 ]; g
| | └──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part05.mp4 31.04M6 H7 e9 J# L9 n' S
| ├──Equity Portfolio Risk Management - Jason MacQueen
5 T* ~) B: C2 S& @* h| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M( ?3 t- i' i3 W( p
| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M
[/ B8 I; ` _| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M/ \8 @. F2 ~" o; F( C
| ├──Financial Modelling using Garch Processes - Kyriakos Chourdakis # T. O6 a& \0 V# e. g2 b; B
| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Annotated.pdf 2.75M, G, W5 X, J! \ o% i: L+ j/ {9 j u% _
| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Excel.zip 1.60M# [: f k Q0 e5 z, }! O% w
| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part01.flv 153.38M
- R9 ?8 e' U7 U8 \5 T: R# _3 ]* ]| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part02.flv 136.33M9 N& L* a0 i; x$ L/ W. J( ]
| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part03.flv 141.22M% @- M& T9 \7 f) Q/ v5 K
| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part04.flv 240.74M
1 ^( p* Y' r9 s$ ^) ?; y| | └──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part05.flv 214.54M
7 E C3 j6 p6 o, k1 }+ u7 e| ├──Frankenstein's Model or the Perfect Union - Richard Young & Jason MacQueen
0 A$ i& K. v# ~8 K% W9 C+ q/ q| | ├──CQF_Alumni_Frankensteins_Model_or_the_Perfect_Union_Blank.pdf 3.50M3 m6 T2 s* q, K, ~
| | ├──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part01.flv 108.18M
+ t$ P: h) Y2 e| | └──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part02.flv 124.94M1 y$ U/ Y7 U9 S4 I, @
| ├──Fundamentals of Optimization and Application to Portfolio Selection - Seb Lleo ' M! m1 e z9 Q2 G' G9 u! ~9 @4 Q
| | └──Fundamentals_of_Optimization_and_Portlfolio_Selection_annotated.pdf 9.03M6 k- l3 t1 G" X. r& ]
| ├──ICA and Hedge Fund Returns - Andrew Robinson 4 l( T2 _& E# P
| | └──CQF_Alumni_LB_ICA_and_Hedge_Fund_Returns_Part01.flv 98.80M
+ x, U* q- W1 V S6 Q3 K| ├──Investment Lessons from Gambling and Blackjack - Paul Wilmott 3 W' P( V6 a9 t L
| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part01.flv 127.16M
1 A9 T9 Y v c. x# O8 b| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part02.flv 127.10M
! z/ w1 C. f; w, Z1 T| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part03.flv 99.90M
& f8 j" p4 J" C5 D4 j| | └──CQF_Alumni_Investment_Lessons_from_Gambling_and_Blackjack_Annotated.pdf 1.12M9 p3 o$ k4 _' j5 u7 @3 E N
| ├──Life of a Trader - Ed Talisse
/ L# x( X( n6 g$ D; K; f3 J3 T- s4 U| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part01.flv 180.59M
' ] E% i+ B$ z6 q| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part02.flv 189.54M
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4 r- j% K/ O* y2 H, L| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part04.flv 189.30M
* r) N* N) R/ @4 P| | ├──CQF_Alumni_Life_of_a_Trader_Annotated.pdf 371.23kb
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| ├──Navigating Stock Market Crashes – Bill Ziemba
* N0 r; j& `5 y2 i6 o| | ├──CQF_Alumni_Nativating_Stock_Market_Crashes.pdf 17.64M
& F' ~5 O' T$ o7 h* e| | ├──CQF_Bill_Ziemba_Part01_HD.mp4 237.31M
( M: [ B# @; B2 l; j- i O+ Z# g; a| | ├──CQF_Bill_Ziemba_Part02_HD.mp4 311.30M
$ U7 O& T1 P/ x/ r, U| | └──CQF_Bill_Ziemba_Part04_HD.mp4 227.81M9 n7 z& Y1 q0 m/ y% H0 i% r
| ├──Prediction of Stock Market Crashes, Entry Exits from Bubbles, Hedge Fund Disasters and their Prevention - Bill Ziemba # q6 X! b( d5 j1 D4 `. u$ K
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part01.flv 233.09M; ?1 F) I: y9 o$ a3 n$ G
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part02.flv 211.88M- d8 E" P7 K. t7 E
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part03.flv 143.68M
# X5 r' r4 t! \0 }6 s| | └──CQF_Alumni_Prediction_of_Stock_Market_Crashes.zip 10.27M& R" q- @& a! g5 T
| ├──Quant Methods
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9 ~4 a9 C( F8 x1 f| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Excel.zip 890.28kb
1 s2 \( E: V" H| | ├──CQF_Quant_Methods_HB_Day01_Part01.flv 175.86M
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| | ├──CQF_Quant_Methods_HB_Day01_Part03.flv 117.78M
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| | ├──CQF_Quant_Methods_HB_Day02_Part02.flv 119.25M
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% ^3 {( k0 m8 c: |& || | ├──CQF_Quant_Methods_HB_Day02_Part04.flv 144.34M
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+ l3 f3 @* R) m# o5 l' ^| ├──Quantative Methods in the Financial Markets - Riaz Ahmad
' j0 c4 N3 h% K! D: r| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part01.flv 168.82M( b# ^2 ]& q& M. b
| | ├──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_Part09.flv 140.62M
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| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part11.flv 221.10M: A, O/ o' o' a* n8 B
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part12.flv 216.27M
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. e% B) D8 G) P, s0 }; t) T w| | └──CQF_Extra_Quantative_Methods_in_the_Financial_Markets_Annotated.pdf 15.37M/ p& u& }% i6 t& ]0 z( u4 I
| ├──Quantifying Fissures in the US High Yield Market - Hari P. Krishnan 8 `( l* T* G( F" u
| | └──CQF_Alumni_Quantifying_Fissures_in_the_US_High_Yield_Market_Annotated.pdf 2.19M7 }. T; q2 Z' Q2 ^. J7 |
| ├──Risk Management in Energy Derivatives (Hedging) - Iris Mack
/ a1 Q6 j! t0 g+ Z| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part01.flv 143.36M
' g* t( y, {" u. L& g* a& r9 p| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part02.flv 139.92M" q+ W. G% B! _7 I: n+ c% b1 {
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part03.flv 125.43M4 X: q5 R/ c; [6 W
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part04.flv 164.45M* f& L" l' P) v; B# q' N& G5 o
| | └──CQF_Risk_Management_in_Energy_Trading_Blank_Updated.pdf 2.73M
# x4 x# x: U* w| ├──Speculation Using Energy Derivatives (Trading) - Iris Mack
9 J7 i4 O. u! b g* n, y3 z K| | ├──CQF_June_2012_M6S8_Blank_Updated.pdf 2.42M. Y8 s2 }- H5 Z) f
| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part01.flv 158.45M$ k2 H) J# M- p9 [9 ]* y
| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part02.flv 187.80M
5 t( t) t0 y3 z; ~* ~# i| | └──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part03.flv 173.34M0 J- d; H* t( Q" B
| ├──Symmetric Downside Sharpe Ratio - William Ziemba 0 q2 H5 f$ [2 p
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part01.flv 178.35M
4 R, w6 V/ O, A" p| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part02.flv 156.42M! `' ]6 T5 f+ a8 V6 I q; T
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part03.flv 116.05M4 R1 Z# F2 j1 ?+ H$ z
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part04.flv 89.98M
* E7 h0 E- v% U f$ {7 d| | └──CQF_Alumni_Symmetric_Downside_Sharpe_Ratio_Annotated.pdf 1.87M& {2 l* g+ }+ I- ]8 L+ A
| ├──The Impact of Carry and Roll-Down on Macro Returns - Hari Krishnan % K7 i5 `: m8 v' b7 O& u- V# q
| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part01.flv 185.07M
" G5 _4 M: p1 l| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part02.flv 169.56M# S7 u* L( s1 b
| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part03.flv 128.80M& V) U$ Y% H! s1 K# T* \
| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part04.flv 118.05M6 G! e0 V# [* D) B; k A
| | └──CQF_Alumni_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Annotated.pdf 1.05M# T1 b0 G B! r6 l+ g0 v
| ├──The Kelly Strategy for Investing - Risk and Reward – Leonard MacLean ! l5 h9 t% Y2 V! L
| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part01_HD.mp4 204.46M
& f8 v" P" U/ Z- o; K: S| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part02_HD.mp4 215.88M
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w' N1 O+ K7 k8 H| ├──The Market Price of Risk - Fear and greed in the fixed-income markets - Paul Wilmott
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8 \0 T' V; p3 u& z$ f' U| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part02.flv 175.88M: k6 V( x+ V/ K8 a' V3 b/ x
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part03.flv 189.97M {/ p+ K' d- u1 a1 F
| | └──CQF_Alumni_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Annotated.pdf 2.48M8 B" v: D1 L9 R* m( _
| ├──The Second Leg Down - Strategies for Surviving a Market Sell Off - Hari Krishnan
2 i ^5 E8 j1 e' F" h- h| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part01.flv 187.66M! y2 x2 H4 P: G
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part02.flv 107.95M# a1 q% d' W3 d$ M1 F! T
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part03.flv 137.28M
1 I( z5 r+ y7 N| | └──CQF_Alumni_The_Second_Leg_Down_Annotated.pdf 981.90kb- Q0 H3 F" g. R
| ├──The Trade Lifecycle
5 Q8 A' i" Z1 l& a2 d; C' P& ~: [| | ├──CQF_Alumni_The_Trade_Lifecycle_Part02.mp4 273.39M% Z! E5 W, w6 d9 z. { O
| | └──CQF_Alumni_The_Trade_Lifecycle_Part03.mp4 321.14M
/ K* }/ p; T2 {4 p| ├──Update on Financial Markets and Strategies - William Ziemba
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| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part02.flv 175.62M
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| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part04.flv 145.92M* v7 b. h1 C1 g' |. d6 t
| | └──CQF_Extra_Update_on_Financial_Markets_and_Strategies_Notes.pdf 3.74M
( I( x$ O0 ]+ H( n0 a! [. A| ├──Valuation framework for interest rate derivatives in today's Libor world - Wojciech Slusarski ; a5 ^( Q; Q0 z! h
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part01.flv 173.90M0 |+ B3 C# l# v2 c0 d* T
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part02.flv 188.69M
" N) k: q9 G# E, `| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part03.flv 211.80M
/ S; {4 H8 K* x d2 P3 M; || | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part04.flv 223.98M2 ~5 n G& R# n2 [+ J I
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part05.flv 196.51M4 S) P7 u: X m' G. S$ k+ S+ J& Z
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part06.flv 206.68M
* Q" G+ p3 E. [( R$ k: q6 k' n* ~| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part07.flv 192.46M' P: c9 u8 b& i' Y+ y2 D
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part08.flv 131.13M
2 F' i4 K) z* q' T3 X% @0 ~| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part09.flv 139.16M
. B$ f7 x; u7 m t( A8 z$ |+ }| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Annotated.pdf 9.07M# m8 H7 ?! Q5 g- v1 j0 u
| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Errata.pdf 152.97kb
' ^( K( d- d2 b; J9 w( H| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel.zip 1.53M' b% l/ K! F) f0 \
| | └──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel2.zip 2.63M1 l8 a. V% C1 u0 x" ?9 Q; c
| ├──Volatility Arbitrage and How to Hedge - Paul Wilmott ; }+ Q# {$ M. L' E
| | ├──CQF_Alumni_HB_How_To_Hedge_Part01.flv 80.94M
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| | ├──CQF_Alumni_HB_How_To_Hedge_Part03.flv 97.34M
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| | ├──CQF_Alumni_HB_How_To_Hedge_Part05.flv 69.42M
& D; X. K7 D# \( o, ?" p+ k| | ├──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Annotated.pdf 13.10M4 M, u: s4 u' f4 |
| | └──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Excel.xls 164.50kb( _8 Q' F$ I. T4 I1 E, T
| └──Volatility Models The ARCH Framework - Stephen Taylor
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$ c/ R, G3 }3 w" k| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part02.flv 201.57M
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| | ├──CQF_Alumni_LB_Volatility_Models_The_ARCH_Framework_Part04.flv 119.40M
' T* Y9 b& b6 `( \" z6 V| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Additional_Notes.pdf 73.05kb
7 F* q; S6 |5 S1 S( @| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Annotated.pdf 5.03M" L- B' J. F7 C# _0 ]
| | └──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Excel.zip 727.42kb
- @% A" P& R) b├──CQF 主课程 Core Program ' a% y$ G8 D) }' w
| ├──CQF Final Project Solutions（看完M6的实训项目） @- ]( h ?. z9 h/ y8 W9 s
| | ├──BCD ( l- s: X, T8 U+ B- U- ] h
| | ├──CAPM
/ D% ]( `8 G- [8 N( g! n1 a| | ├──CointegrationProjectImplementation
& Q! x5 v. W8 E+ G% s$ g- M( L| | ├──CQF Final Project (C++) $ `) Y1 h" E1 x5 I' x/ B" h
| | ├──Fixed Income Portfolio Optimization ; O+ ^3 M7 u0 _ J5 [; j0 b+ Z
| | ├──HJM (MATLAB) 2 M* T$ `5 K+ w, {
| | ├──HJM Model
8 W; z! w% B% X; G* R2 F. m| | ├──HJMProjectImplementation
7 `7 V! x$ i. `- M3 N* o2 Y/ ?. `| | ├──Cointegration (MATLAB).zip 9.94M
& q( [% L. N1 B. P T, C0 b/ Z| | ├──CointegrationResultMain.xlsx 227.70kb7 P8 P" V0 }# ~, l4 M! x, e
| | ├──HJM (MATLAB).zip 10.27M
4 i9 g* } Z8 T6 @| | ├──HJMMCSProjectMain.m 22.40kb
7 Z3 A, F0 r* p- d| | ├──Implementing HJM Model by Monte Carlo Simulation.pdf 1.99M' y7 T3 g. q; \/ X
| | ├──Readme.txt 1.68kb( Z( |, |2 M6 z
| | └──UncertainVolatilityAndStaticHedging.pdf 333.10kb
( }5 u6 j1 D4 W2 w2 R, b| ├──CQF 普通话辅导课 Mandarin Tutorial Workshop En Ch EV Ecn 7 Q: B! b% \) s; B5 _
| | ├──CQF_2021_Jan_Mandarin_Module01_SD_CQF_2021.mp4 453.70M! ~# u. |+ m: x& [& C6 E# d
| | ├──CQF_2021_Jan_Mandarin_Module3_Part01_SD_CQF_2021.mp4 97.45M
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| | ├──CQF_2021_Jan_Mandarin_Module3_Part03_SD_CQF_2021.mp4 146.63M8 X& ?: x) R' q2 k2 E
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: s7 C% ]/ n* R: g. N/ p| | ├──CQF_2021_Jan_Mandarin_Module4_Workshop_Part01_SD_CQF_2021.mp4 85.33M
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| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part01_SD_CQF_2021.mp4 74.08M% B- C( F& A I2 ^
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| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part03_SD_CQF_2021.mp4 85.82M
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" T, b4 g# S' W* h/ g3 B! b| ├──课程版本二 - C4 |4 [( M3 k; A) {* T
| | ├──M1
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| └──课程版本一（推荐） / u' @" s3 Q z+ }9 ^% A" F+ A
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| | └──课程讲义
7 M' q$ R" y- |5 {8 \├──高级选修课
3 e, F- p+ I( ]+ |. V+ I0 m| ├──CQF 2021 高级选修课 Advanced Electives Algorithm and High Frequency Trading En Ch EV Ecn _. d. g2 }2 `
| | ├──CQF_Alumni_Forecasting_by_Using_Option_Prices_Additional_Notes
% t6 O$ a3 s' z# I+ y! k| | ├──CQF_Alumni_NAG_and_Excel_for_Math_Finance
2 J8 N5 q6 [8 d N j& o. d- K0 g| | ├──CQF_Alumni_R_for_Finance_Patrick_Burns
' X* E7 i7 k3 ?7 l$ O| | ├──CQF_January_2012_Cointegration_Modelling_Long_Term_Relationships_Excel
# b# e% i1 z! ?9 M V| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_01_En.mp4 77.46M
! ~5 \8 x6 b. A! J- r0 l" O| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_02_En.mp4 63.86M$ r# v4 Q; D* e* h3 q
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_01_En.mp4 49.34M& j' \2 _4 c9 b$ { `& u
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_02_En.mp4 61.18M
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| | ├──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 61.21M
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| ├──CQF 2021 高级选修课 Advanced Electives Trading Strategie and Portfolio Management En Ch EV Ecn
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' o( Q/ O, G: j V├──课本
+ z/ |4 `# O3 n8 F| ├──1. Python_for_Finance__Mastering_Data－Driven_Finance_(1).pdf 24.57M
2 k# Z+ ^# m( H& s2 l) ~| ├──10. paul wilmott introduces quantitative finance.pdf 5.51M
6 T( t- p# e7 I+ t| ├──11. Machine Learning.pdf 18.57M4 r; Q+ q n! n
| ├──2. Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor 2005.pdf 3.02M
. i5 z8 Z! L; N| ├──3. 4. 5. Paul Wilmott on Quantitative Finance Vol 1-3, 2nd Ed.pdf 22.30M$ q2 `* r) }; a5 j! Y: p5 J4 ~
| ├──6. （The_Wiley_Finance_Series）_Jon_Gregory－The_xVA_Challenge__Counterparty_Credit_Risk，_Funding，_Collateral，_and_Capital－Wiley_（2015）.pdf 14.24M: K; s1 b8 r# A! l$ V( D
| ├──7. frequently asked questions in quantitative finance 2nd edition.pdf 3.50M2 k1 Q3 f2 f e9 `9 n1 O7 B
| ├──8.Jackel- Monte-Carlo Methods In Finance帝国理工.pdf 24.05M
; T& I* R8 S- m0 {( V| └──9. Derivatives_Models_on_Models.pdf 4.81M C2 q+ J1 {2 P6 n
└──前导课 & d( t7 [) w% y/ M
| ├──Finance Primer - [. L6 Y0 @* x, n6 A9 U4 {5 @
| | ├──Finance Primer 4.mp4 234.31M5 y R) X; [6 G0 i
| | ├──Financial Primer 1.mp4 258.76M% Q4 o6 i6 g; U* Q
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| ├──labs # p+ n6 ]2 P: ^7 A, A
| | ├──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_CQF_2021.mp4 596.13M1 s2 H) X) A! d0 F- ] n" O4 N$ E3 v
| | ├──CQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_En Ch_CQF_2021.mp4 1.75G! Y% G5 w0 g0 \, J1 B. _
| | ├──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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' L/ M# L, P7 y$ L& z G( |* D| | ├──CQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_CQF_2021.mp4 637.04M; Z: A+ `. s2 _2 b
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4 H7 }( a, N# b# z3 |; c) || | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_En_CQF_2021.mp4 2.24G7 [ i( l, i( h1 O8 U4 m/ ^( y3 ]7 E4 n
| | ├──CQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_CQF_2021.mp4 657.46M
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| | ├──CQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_CQF_2021.mp4 491.52M
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| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En Ch_CQF_2021.mp4 1.24G2 K5 k- A r9 b
| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En_CQF_2021.mp4 1.60G: z8 D) }% ]/ ?7 B+ f) y
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| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_CQF_2021.mp4 382.44M1 p& e- c3 g% o0 t' F1 D7 g
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* E" K8 z: |0 S, ?2 ^ ^ K| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_En_CQF_2021.mp4 867.61M' t* b7 u5 Z. u d5 ^8 o
| | ├──CQF_Python_Lab_21_Credit_Lab_II_HD_CQF_2021.mp4 393.58M: |$ V4 j- W' C. i+ n1 a
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| | └──CQF_Python_Lab_21_Credit_Lab_II_HD_En_CQF_2021.mp4 1.68G- R. C7 g1 u, W3 i8 i2 U% ~ J
| ├──Math Primer
?5 _% ?6 h. L# S, \| | ├──Calculus.mp4 282.78M
3 z/ O/ _% q8 A& r- ^7 Q| | ├──differential equation.mp4 282.03M( h# j" L4 z9 } U: H* I. h* C
| | ├──Linear Algebra.mp4 275.79M4 Z" L' }; T0 X
| | └──Probability.mp4 232.63M4 \4 r7 P2 H6 V/ n1 n( k* O
| ├──Python Primer
9 y: {7 P# T$ G, x' q% D| | ├──python primer 1.mp4 333.93M! i+ ^ K! b4 d) G8 Y/ D" A0 R
| | ├──python primer 2.mp4 310.56M- Z0 ~$ Y7 b2 U- t: ~9 U( m$ s
| | ├──python primer 3.mp4 309.17M, Y9 z3 q! Q E: G$ W
| | ├──Python Primer 4.mp4 351.60M
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| ├──Python代码 " T, I9 x9 l& F# _
| | ├──1. Introduction to Financial Time Series.zip 512.94kb Y% B2 W, i9 w3 a! R
| | ├──10. KNN & SVR fo Stock Prediction.zip 1.42M
5 ?3 \) `/ {4 O4 F; N| | ├──11. Gradient Boosting for Price Prediction.zip 939.07kb
2 K; e" D8 ~6 ]) A1 r| | ├──12. K-Means Clustering & Self Organising Maps (4).zip 840.75kb
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0 _, v5 W7 s& f# Q+ p" ~0 D| | ├──14. Reinforcement Learning.zip 412.54kb' J0 J: r, [$ l: x( B C' J
| | ├──15. Yield Curve Data Analysis.zip 4.01M: q% e' w% j/ G2 |! Y* X
| | ├──16. Intensity Models.zip 1.46M
$ F3 F, r; z: c4 G; B K| | ├──17. CDS Pricing.zip 2.25M
3 \ t5 D, Z( |5 Y* W| | ├──2. Binomial Trees in Option Pricing.zip 1.41M
5 k$ |0 _$ B* b( u# [3 _# A| | ├──3. Portfolio Optimisation.zip 1.20M Z+ U" I" P2 x: R9 S
| | ├──4. Value ar Risk & GARCH.zip 802.23kb
8 {$ U% |* K* c9 Q2 V2 I| | ├──5. Black Scholes Option Pricing.zip 355.80kb
* k0 N, Q9 g' i% s/ Y6 _- D& h| | ├──6. Monte Carlo Simulation.zip 1.08M
0 Q7 g# L8 L5 G+ M; N6 g5 y4 Y$ q| | ├──7. Finite Difference Methods.zip 297.56kb
$ {4 V [: s7 u# D+ H| | ├──8. Implied Volatility.zip 281.95kb# x: h( U% U0 E
| | ├──9. Introduction to Machine Learning using Sicikit-learn.zip 837.69kb2 D4 q' _% _6 {) n5 v3 F
| | └──前导课代码.rar 19.90M$ X j9 Y1 [' u7 R
| ├──金融前导课讲义
7 r6 s: q; f. ~, Q| | ├──CQF Pre-course (TVM, FI, MMS, Swap, Der) 20201122.pdf 49.67M" m4 [- |" L5 z1 G, n
| | └──CQF_Pre_Fin.pdf 2.65M0 H$ p$ P' t6 O* E( w2 R. o0 p# ^" N/ O
| └──数学前导讲义
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) S. i8 a3 e, J$ I5 k+ X| | ├──CQF_Maths_Primer_Probability.pdf 1.58M
( y# h* ^% k' T8 j K4 h| | ├──Differential Equations.pdf 541.87kb8 D, g2 J, H- @* U0 ?4 P) I+ p
| | └──Introduction_to_Linear_Algebra.pdf 497.20kb
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发表于 2024-7-20 13:39:59
