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/ D. y1 Z6 r3 t% `0 ~国际量化金融分析师CQF21. k) g- g8 t! T
├──CQF 高级进阶课 Advanced Course
8 F" Y. M, y, M* e1 ^| ├──Advanced Volatility Modelling - P* w- z, Q0 k' j
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M2 z+ |* R: s8 R! e
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Blank.pdf 1.15M
7 m* ]: Z' `, M; k: P% Q: p5 [; z| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb; g4 P/ Z D5 C S; T
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Whiteboard.pdf 2.54M0 A: |; ] t. M0 r
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.flv 172.22M
, E6 E7 i/ H/ y8 l! d5 \* i| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part02.flv 174.20M2 B' g1 A" j9 A/ G. o
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.flv 161.81M4 b9 o) N# E/ a0 \- [
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.flv 164.88M% I- w8 ?0 d, l0 U) E+ ? w5 i
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.flv 163.05M5 a# d3 J' \/ T+ A! k
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.flv 160.12M
! \ j& T+ I" _* u; _+ c/ S8 h- W8 || | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part07.flv 160.25M
1 k% V; g) {! b| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part08.flv 155.85M
D" m. ^$ C6 n, l$ G- Y5 i; w" E: y| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.flv 169.35M4 w; Y3 F2 B3 ]! z, C
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part10.flv 160.19M, l ~# c( J7 k& U4 h
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.flv 176.93M
9 z9 I6 v8 j% h0 k* C| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.flv 177.38M3 q" Q, o' b8 D \! f+ o& d
| ├──Asian Options ' {: M& X. b% w) K x j5 H: y
| | ├──CQF_Alumni_Asian_Options_Annotated.pdf 413.90kb( O& M) c0 r; y' ^2 t
| | ├──CQF_Alumni_Asian_Options_Blank.pdf 413.89kb6 `' S, w- |! p" l) Q+ s
| | └──CQF_Alumni_HB_Asian_Options.flv 40.13M! O) c2 T% ?( {9 u, l$ t
| ├──Barrier Options
+ [. p9 k5 y9 V" z" R( f' r| | ├──CQF_Alumni_Barrier_Options_Annotated.pdf 461.61kb
9 \7 Z2 Q& ?- X( m8 J8 B. X/ C| | ├──CQF_Alumni_Barrier_Options_Blank.pdf 385.10kb' F3 d4 D; D. I$ D: ]1 M) \
| | ├──CQF_Alumni_HB_Barrier_Options_Part01.flv 131.47M& E5 }" m* u& e! m8 p
| | └──CQF_Alumni_HB_Barrier_Options_Part02.flv 72.26M
9 R& Q1 r7 M8 @& R+ A4 V- _| ├──Behavioural Models and Sentiment Analysis Applied to Finance ; @% r. Q6 _ c
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Conference_Programme.pdf 1.29M! l! k6 _3 c9 e
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Dan_diBartolomeo_Blank.pdf 438.18kb8 O) E2 S/ ~- m. f
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gautam_Mitra_Blank.pdf 2.17M
) q# U: ]) s5 S. q4 X| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Giles_Arnaud_Fraunhofer_Blank.pdf 6.64M! M$ n$ {: e& k# \5 `5 a5 T
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Greg_Davies_Blank.pdf 715.12kb0 q A T* m9 n- f, e# f3 R
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gurvinder_Brar_Blank.pdf 933.66kb
5 [. T- r8 C+ `: [- O$ s' S1 j| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Marco_Dion_Blank.pdf 626.25kb/ G" @* w" G$ }( b% K; ]; ?
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Peter_Hafez_Raven_Blank.pdf 1.57M" B) ?/ y+ N% y* G, J( s/ k
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Richard_Peterson_Blank.pdf 6.18M
2 s+ X+ w1 k+ v0 k2 d g+ S5 L5 K* b6 k| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Rochester_Cahan_Blank.pdf 1.20M! d) T: d7 O7 O. ~/ r9 _. D1 x
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank01.pdf 3.92M
$ T. D0 o' ~; ]; q7 e: I| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank02.pdf 4.98M3 Z( `2 a6 A0 T. x( S% h. B
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Xiang_Yu_Blank.pdf 2.21M
$ a3 _4 p' r: J| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part01.flv 29.04M: q8 ?) y5 }/ q
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part02.flv 193.02M
6 Z h- s' |+ L$ W* f* r- i| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part03.flv 123.03M
* f3 v4 N. ~1 P| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part04.flv 233.35M: L! n( a) w. ^
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part05.flv 85.17M
+ q; d" M/ z6 i Y| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part06.flv 175.16M
) {) {& ]: S7 V+ m| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part07.flv 172.65M
/ O# M2 S% k0 C% H" ^) x0 N| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part08.flv 190.21M
# b/ d0 `/ B h" p# u| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part09.flv 149.86M
7 l6 g7 L' x z4 D( c| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part10.flv 147.20M( f Q8 f) t& O2 l
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part11.flv 131.79M! O$ f1 n# t# g, t
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part12.flv 129.47M0 w" W2 _0 P% f1 a
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part13.flv 166.45M
: {' j8 E8 E; b$ @| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part14.flv 201.70M
) Q9 x* H, v: J+ e2 }| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part15.flv 128.91M
9 O8 G' J, H+ d5 S- t| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part16.flv 173.64M
2 {# W) `7 {( H| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part17.flv 205.57M
+ Q. l) e# G9 T! g& ?0 W b( W| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part18.flv 175.48M
/ e3 Q( f" ^# G7 L: v" a6 J. j| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part19.flv 170.68M- |7 `# K3 s) D$ m
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part20.flv 116.10M! h+ }# B" j9 u8 U0 x g
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part21.flv 184.79M
8 o3 ~7 V% j9 G& V1 \| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part22.flv 150.48M0 e! I9 v. x( N- s; E# L
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part23.flv 157.35M# T: K- [. S* Z8 r7 [5 M
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part24.flv 134.31M5 Y7 a5 C. ?+ A6 a5 m( a H7 }
| | └──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part25.flv 117.99M
$ ^& A8 q" Z( y* ^9 J: Q2 A| ├──Capital Structure
' v5 l! d* f* d. x$ r; c. G L| | ├──CQF_Masterclass_Capital_Structure.ppa 7.18M; \' b0 c/ I; g) Q# i: Z8 S
| | ├──CQF_Masterclass_Capital_Structure_Lufthansa_Case_Study.ppa 649.50kb4 b# A1 b4 Z4 ]0 i* l1 K: K: V
| | ├──CQF_Masterclass_HB_Capital_Structure_Lufthansa_Case_Study.flv 116.09M
: u% y9 k2 r. F3 |2 S( G) U$ Q7 v! ~$ I| | ├──CQF_Masterclass_HB_Capital_Structure_Part01.flv 97.87M
% _5 N0 }6 t0 W ^| | ├──CQF_Masterclass_HB_Capital_Structure_Part02.flv 286.78M
) O8 j- V5 t" U9 c4 B9 o| | ├──CQF_Masterclass_HB_Capital_Structure_Part03.flv 167.55M% [; n' c. Y3 `
| | ├──CQF_Masterclass_HB_Capital_Structure_Part04_PartB.flv 188.40M
$ m m3 w$ r) M6 N) S| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartA.flv 222.93M
# l. K; k! g- }- T3 m* m. z| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartB.flv 157.04M
& G: F6 ]4 _2 j9 {% Q$ O; a z| | ├──CQF_Masterclass_HB_Capital_Structure_Part06.flv 184.91M6 o9 u- Z- m7 [9 y$ h
| | ├──CQF_Masterclass_HB_Capital_Structure_Part07.flv 95.85M
- ?4 e6 K+ P4 e# K; A4 d9 ?| | ├──CQF_Masterclass_HB_Capital_Structure_Part08.flv 281.34M3 z! s" }4 S+ ?$ }$ w7 K
| | ├──CQF_Masterclass_HB_Capital_Structure_Part09.flv 75.42M
" r3 r$ T2 A- a/ f| | └──CQF_Masterclass_HB_Capital_Structure_Part10.flv 180.36M$ T+ ~& o* J% T
| ├──Equity Portfolio Risk Management 0 j: b o9 N* X# Q
| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M
Z7 O% j6 h$ b0 {, \( N- F% i3 w| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M
* R+ {) \: I, u5 j0 E" u| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M4 A# y' Y8 |$ }6 L) o! P3 G
| ├──Finite Difference Model
3 `9 l9 M3 ]+ f6 \| | ├──CQF_Alumni_Finite_Difference_Model_Annotated.pdf 431.16kb% a# [3 J( _- E" b
| | ├──CQF_Alumni_Finite_Difference_Model_Blank.pdf 407.96kb
w6 w* t$ S% P& X+ ^| | ├──CQF_Alumni_Finite_Difference_Model_Excel.zip 1.15M% [8 x, A! e k
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part01.flv 97.33M
+ d# g( D$ `% Q0 W: s| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part02.flv 150.94M6 C! P! Z0 |+ u3 ?
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part03.flv 142.83M
; n5 S" Q+ b4 B" k* H/ q. w- R4 I. g# X| | └──CQF_Alumni_HB_Finite_Difference_Model_Part04.flv 147.94M' Z$ h8 u9 ?; g& Y' M
| ├──Intraday High Frequency Trading
& U& ^4 A& k/ W2 v w2 B' E| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part01.flv 172.32M
6 O6 M7 Z( A* m8 B| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part02.flv 155.57M3 _. a" X8 a: Q% i) [3 T
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part03.flv 177.87M
5 _/ Q, [3 w2 w. O: z8 e| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part04.flv 236.52M) K2 c* ]/ z! O7 C9 `1 v5 R6 N
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part05.flv 203.34M
. D+ t2 ^5 s9 l& r0 e2 D7 s2 v| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part06.flv 165.01M
8 w" s$ ]+ M1 _" D/ u| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part07.flv 176.62M
, y( x% V2 N8 |: j| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part08.flv 183.91M/ y9 S4 J( K7 H6 W& `8 \5 {+ h
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part09.flv 185.63M
. O g; S y$ M- E; }| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part10.flv 197.03M6 X% R! U0 ~" I$ O3 b
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part11.flv 145.16M( s& V) j3 t7 v
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part12.flv 149.64M8 f7 R6 k( C, P1 J
| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Annotated.pdf 20.61M
$ ]- G3 y) j& H# F/ ?7 R| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Blank.pdf 5.19M U( Q! ]! B/ ^% i9 m4 i
| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Materials.zip 1.35kb R) w, M3 N z' F# o2 p6 }
| | └──CQF_Masterclass_HB_Capital_Structure_Part11.flv 18.40M) X/ x9 W( ~% ?0 @
| ├──Lookback Options
4 A V5 g& q3 [& H| | ├──CQF_Alumni_HB_Lookback_Options.flv 28.25M
3 s' v6 B+ d7 R& _| | ├──CQF_Alumni_Lookback_Options_Annotated.pdf 201.00kb( Q! b E7 P* E* q8 ~# U
| | └──CQF_Alumni_Lookback_Options_Blank.pdf 366.67kb( Q' i0 c, j. r* B' g0 ]
| ├──Market Microstructure Liquidity and Trading
$ n& J$ V- [9 r) I| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part01.flv 182.65M* n2 l/ A& ]0 L- T1 j! I( z5 H
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part02.flv 209.49M8 Z$ J9 ~3 H: M) ^+ C" i& G! J
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part03.flv 136.42M
- [) ?6 d x4 T: I0 Z5 ]| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part04.flv 136.91M# W( [. b9 ^9 @9 g* R5 k+ |& h
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part05.flv 143.32M
9 J3 x. n1 e- m0 a9 R+ r2 a& ] h/ i| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part06.flv 130.88M
: Z' F2 }6 U4 t# w9 [4 G| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part07.flv 114.51M
' ?- s/ F1 d/ w2 T; C9 T. N| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part08.flv 155.20M
/ Y' y, F, d* o; V% z& l# P| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part09.flv 143.22M
. N0 z0 _. W2 T5 m1 H$ t| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part10.flv 219.18M7 B& q7 ?1 \0 z) E9 D, i
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part11.flv 201.18M/ ?& V( c- W# \+ [1 B% c) V* x
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part12.flv 128.47M& T) b( g) Q! a% p9 ?, k+ ^
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part13.flv 145.48M
( R' H5 Z6 W( t7 j& R| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part14.flv 123.03M
, D/ Q! I! z% X0 G9 \3 K| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part15.flv 201.70M
3 Q# ]. `* D( J6 v2 Y; i: c, k: R| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part16.flv 210.25M/ n# d. c, \: Q4 A# D' A) q3 C
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part17.flv 200.00M1 s2 H: B) @: D
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part18.flv 178.56M3 M9 w4 J* f4 u9 g' W
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part19.flv 183.12M: \( m5 t; q" {4 {$ o/ j$ ^$ S
| | └──CQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Optirisk_Notes.zip 9.64M
5 e9 w) ~2 T9 b% ?| ├──Mult-asset Options . E( q7 P- F5 v, @ Q
| | ├──CQF_Alumni_HB_Multi_Asset_Options.flv 133.75M1 P2 L; m8 R6 Z$ j9 P3 `
| | ├──CQF_Alumni_Multi_Asset_Options_Annotated.pdf 422.72kb
6 c( @9 N. ^( c| | └──CQF_Alumni_Multi_Asset_Options_Blank.pdf 395.24kb3 F' ^( \) ~/ N( J, y" I8 X- b
| ├──Strongly Path Dependent Options - c( L8 _1 _6 X
| | ├──CQF_Alumni_HB_Strongly_Path_Dependent_Options.flv 189.55M$ s' e4 l0 a, W% R4 e
| | ├──CQF_Alumni_Strongly_Path_Dependent_Options_Annotated.pdf 508.76kb
& D# i& d9 ]' |3 V6 S/ P| | └──CQF_Alumni_Strongly_Path_Dependent_Options_Blank.pdf 398.33kb+ n$ ?: P0 o# n3 ]- b/ N
| └──Volatility Options 8 @# Y5 f" B+ @: d H4 i; P; U
| | ├──CQF_Masterclass_Exotic_Options_Annotated.pdf 3.07M
' ~( `0 b! k7 T: D" s4 {: U' G6 i9 g| | ├──CQF_Masterclass_Exotic_Options_Blank.pdf 202.57kb
* R2 h' W+ R3 J& e| | ├──CQF_Masterclass_Exotic_Options_Supporting_Documents.zip 1.41M0 [) `7 d! L9 D
| | ├──CQF_Masterclass_Exotic_Options_Whiteboard.pdf 1.13M
$ O- y D8 c2 W/ l* U' H| | └──CQF_Masterclass_HB_Exotic_Options.flv 210.93M
4 D4 V2 ?- B$ {; [: X├──CQF 交易策略Trading Strategies D# q4 A4 n @; T" E; r$ ]9 F
| ├──A Market Impact Model that Works - Dan di Bartolomeo 9 n# F( Q+ \3 J$ m6 @( ?
| | └──CQF_Alumni_HB_A_Market_Impact_Model_that_Works.mp4 43.14M
- G) W; m* u) A5 S| ├──A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth - William Ziemba
( T& ~, m0 c& p+ G! Y K| | ├──CQF_Alumni_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Blank.pdf 1.97M8 _0 c) n. q& E# S
| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part01.flv 183.83M2 J0 K- q& W5 L
| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part02.flv 137.82M
4 H; g# P1 w' S( ]8 o2 A| | └──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part03.flv 116.11M
+ @; c% l: o1 w% }| ├──Advanced Portfolio Management - Seb Lleo - p3 O& f j! h; o
| | ├──CQF_Elective_Advanced_Portfolio_Management_Annotated.pdf 15.72M
$ ]! \/ F1 ?/ G2 O% H, s" A| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part01.mp4 37.38M5 J, H* n( u X. F) s
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part06.mp4 39.34M3 ?1 g( o; E; H* p7 O
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part07.mp4 36.01M+ B6 X( }5 k7 ?# `& s
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part08.mp4 37.59M1 N' m" j+ R3 k1 q8 r9 V5 ^) L5 f
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part09.mp4 35.63M: ?. {; f/ @2 Z
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part11.mp4 26.47M* `# G4 H9 v6 o8 x& w
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part12.mp4 33.18M
. C1 ]7 y% l; w| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part13.mp4 32.92M
# A/ j" q+ P' F5 ^: ~" D: {| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part14.mp4 31.16M
; L/ o: p/ E1 V, U8 g, o( U| | └──CQF_Elective_HB_Advanced_Portfolio_Management_Part15.mp4 31.17M
8 L2 g2 _+ i9 v9 ]/ v0 T| ├──Advanced Volatility Modeling - Riaz Ahmad
, u" q" U7 q ]- S, h| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M
" w. n( n8 |3 ?* F+ c| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb9 G+ I5 m* V' l- Q1 {
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.mp4 30.18M- \4 q9 Q# I' y q. Q2 [& h- L% u
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.mp4 28.18M6 N: o$ n7 r. B6 B" h) j
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.mp4 28.75M
5 Y! @6 q0 {3 h0 c| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.mp4 27.73M
" x! S7 Z" i/ X* i0 H& g| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.mp4 27.73M& E2 @7 h6 j: X4 k9 J
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part08.mp4 26.39M
7 h! C% ]* y/ c* d| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.mp4 29.02M* s# P& a* {/ l
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.mp4 30.27M/ n! B' Z; a' Z% v! Q% M
| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.mp4 29.98M% |$ f; a3 f+ `4 @. {% [, m) A
| ├──Alternative Data for Investors – Saeed Amen
, V0 ?" Z' g, R| | └──Alternative-Data-for-Investors.pdf 1.47M
4 l- i" y1 X( e- }* {+ P) q# `| ├──Asset Liability Models That are Useful in Practice - William Ziemba 8 c' y+ E7 c! d" O- ?& s
| | └──Asset_Liability_Models_That_are_Useful_in_Practice.pdf 3.48M/ E' C3 j$ `$ w- g2 q, J8 E( l( ^
| ├──Average and Superior Hedge Fund Evaluation-Bill Ziemba 4 J; S g L, _) }; E( [; @
| | └──CQF_Alumni_Average_and_Superior_Hedge_Fund_Evaluation_Annotated.pdf 11.31M
8 m4 l0 b% r2 c+ `0 M| ├──Cointegration and Statistical Arbitrage - Richard Diamond 4 [# ?) L! g! c& p+ I8 f+ S
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Additional_Files.zip 899.18kb
4 P8 o, Z4 z ^5 W2 I9 x| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Annotated.pdf 2.57M% t* f1 z; s9 H( x1 x9 o% V
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Excel.zip 3.23M* [% [- }) D3 E
| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part01.mp4 27.48M
# ~- _! J0 X w* ^; a: ?8 i$ I| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part02.mp4 28.49M
5 t# ], \- {! _& {9 }/ ^& L| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part03.mp4 34.18M
- v9 G3 u2 S$ {( R9 I( w| | └──CQF_Alumni_LB_CoIntegration_and_Statistical_Arbitrage_Part04.mp4 39.62M
5 t) i. j( u/ l, n3 O% k| ├──Correlation Sensitivity and State Dependence - Paul Wilmott and SiYi Zhou X) S1 e2 [8 d- p0 |: e! ~6 x
| | ├──CDO_class.xls 98.50kb3 [! S8 P% n7 N" E6 \
| | ├──CDO_plot.xls 76.50kb
6 }5 M" c: m* \) d0 l& Q| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated01.pdf 1.31M4 s+ ?0 p9 q3 S. @2 a9 A9 X8 k% f1 S
| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated02.pdf 2.11M( d7 @4 N) G4 u* A
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part01.mp4 27.71M
9 _: o+ C6 G3 P- L| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part02.mp4 26.25M$ I% R3 I1 t% P p2 z" g
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part03.mp4 30.88M
' {5 j4 P9 {8 i& J/ h6 [9 ^& Q0 b| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part04.mp4 33.41M% u1 P( I$ o. f) \
| | └──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part05.mp4 33.79M7 D$ j# G% B7 Z( D8 d3 P; _: Q. Q
| ├──Covariance Complexity and Rates of Return on Assets – Leonard McClean
* P2 d# c4 ]. |4 Q1 i7 G. n# z2 u| | ├──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part01_HD.mp4 149.83M. |' j2 x, n5 F( j0 v
| | └──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part02_HD.mp4 144.69M$ H a a. A+ R* b: ^9 |$ m' F
| ├──CQF Finance Primer - Capital Markets in Fundamentals : P' T4 }2 b Q, O3 D3 `/ u. n
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part01_HB.mp4 22.69M
5 j+ c I w' U& q| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part02_HB.mp4 27.75M
$ a& k% w3 r7 V/ L3 d0 U1 X| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part03_HB.mp4 13.71M, u7 Z3 j- @/ E# x
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part04_HB.mp4 27.92M/ v! ?/ p+ F! v
| | └──CQF_Alumni_Capital_Markets_Fundamentals_Part05_HB.mp4 14.04M
u' H; h5 d7 L5 Z) j8 ^' C+ a| ├──CQF Finance Primer - Introduction to Bonds 2 c! a9 N6 G" O3 r" X
| | └──CQF_Alumni_Introduction_to_Bonds_HB.mp4 28.33M; U8 |$ R9 w2 P/ v3 W
| ├──CQF Finance Primer - Introduction to Commodities " i; s" S$ V6 @
| | └──CQF_Alumni_Introduction_to_Commodities_HB.flv 205.80M
& c- ~8 M9 M& G. ]| ├──CQF Finance Primer - Introduction to Derivatives $ c8 u' K6 p8 W ]7 q$ Y% H
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part01_HB.mp4 8.06M* d( z2 v" ~/ c9 R
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part04_HB.mp4 8.18M5 N# j* Z5 B' J1 j* ~! w% W$ K
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part05_HB.mp4 5.03M# n6 F8 t; P- S
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part06_HB.mp4 10.85M
0 d N7 v# `7 ]7 V" ? E6 z& B* o| | ├──CQF_Alumni_Introduction_to_Derivatives_Part07_HB.mp4 15.72M% q# k5 _% f0 A& r3 a
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part08_HB.mp4 24.68M
! g8 r& R$ F0 Z; ]: C| | └──CQF_Alumni_Introduction_to_Derivatives_Part09_HB.mp4 24.24M
/ J1 `. Z3 h( d1 \- J| ├──CQF Finance Primer - Introduction to Equities
$ H8 `% P. C; w| | ├──CQF_Alumni_Introduction_to_Derivatives_Part03_HB.mp4 8.17M1 P. `' l! p' u' c$ f
| | ├──CQF_Alumni_Introduction_to_Equities_Part01_HB.mp4 12.15M
8 n" j2 p4 j0 R/ @3 ]: ~# q| | ├──CQF_Alumni_Introduction_to_Equities_Part02_HB.mp4 10.10M+ N- `' ^$ _: P% S0 r6 y
| | ├──CQF_Alumni_Introduction_to_Equities_Part03_HB.mp4 4.10M
5 V0 P2 `" h p4 O| | ├──CQF_Alumni_Introduction_to_Equities_Part04_HB.mp4 13.66M2 a" W+ i9 v$ t
| | ├──CQF_Alumni_Introduction_to_Equities_Part05_HB.mp4 11.70M: l% C% A" c* D
| | └──CQF_Alumni_Introduction_to_Equities_Part06_HB.mp4 18.23M+ O! X8 j+ b& G
| ├──CQF Finance Primer - Introduction to FX
: w! V+ H1 m9 l9 q0 Y| | └──CQF_Alumni_Introduction_to_FX_Part01_HB.flv 36.25M N! B$ `1 w: l d' g/ l
| ├──CQF Finance Primer - Introduction to Money Markets 1 o# J3 x/ K$ S! q r, v* ~
| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part01_HB.mp4 25.91M
+ W% e: V' a& ~1 r4 C| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part02_HB.mp4 13.51M* G5 E g/ C: j; Z
| | └──CQF_Alumni_Introduction_to_Money_Markets_Part04_HB.mp4 10.45M
) W4 B% } g* v1 C$ g5 w6 B| ├──CQF Finance Primer - Macro Economics
' t& ~- g/ P; L$ q* P| | ├──CQF_Alumni_Macro_Economics_Part01_HB.mp4 25.19M, [6 w2 X- o! O8 e3 x: p- X& D
| | ├──CQF_Alumni_Macro_Economics_Part02_HB.mp4 22.82M0 P$ l* T4 e8 w6 I9 s
| | ├──CQF_Alumni_Macro_Economics_Part03_HB.mp4 22.50M9 N2 g$ G3 e2 [0 M: n- W4 `9 v" L
| | ├──CQF_Alumni_Macro_Economics_Part04_HB.mp4 23.94M: Q4 I* _+ \9 i) X+ K
| | └──CQF_Alumni_Macro_Economics_Part05_HB.mp4 22.16M+ A! Z; \/ Y/ C/ \0 g# H; f: W
| ├──Discrete Hedging and Transaction Costs - Paul Wilmott
2 }7 q+ P4 M9 J6 K| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Annotated.pdf 6.56M7 q; |. |& K, Y1 j
| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Excel.xls 155.00kb
3 u9 j: v* {" p) [4 a| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part01.mp4 18.49M
$ v1 C) J6 C* V+ } G! o| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part02.mp4 26.41M# m( g) a E! n0 R; s& b) S) V: m% d
| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part03.mp4 31.43M/ q2 ?3 b3 H: M6 O8 T9 q, _
| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part04.mp4 33.16M$ {+ I/ q( e+ w. [3 f4 C& n) Q7 E/ ]
| | └──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part05.mp4 31.04M
* g( S/ Q4 n: }3 z0 @| ├──Equity Portfolio Risk Management - Jason MacQueen
9 a- e; C, J% R( L2 ^) y% l| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M
7 b, Q* U; e; G9 O5 M! [* P6 p| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M& R& d! r# U7 U: c
| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M. |* C! j2 } a; y- y+ ~# _+ E
| ├──Financial Modelling using Garch Processes - Kyriakos Chourdakis 2 O+ ~/ K4 J) N& ~9 U; X2 F, p; p0 l
| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Annotated.pdf 2.75M4 u w5 {2 N$ _% }
| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Excel.zip 1.60M
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1 b' S" ], X5 G: D3 d| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part02.flv 136.33M
' p/ m# [9 l2 b6 x2 [- G| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part03.flv 141.22M
5 x& A: A: h1 b; c& }, r| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part04.flv 240.74M) F- V3 Z" _( `/ M0 B
| | └──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part05.flv 214.54M
% |* j' b" u4 V1 \6 P, i| ├──Frankenstein's Model or the Perfect Union - Richard Young & Jason MacQueen 4 D! u' o5 H8 s" e# [* V: `
| | ├──CQF_Alumni_Frankensteins_Model_or_the_Perfect_Union_Blank.pdf 3.50M
# X2 ?: Z7 r( {0 N+ g| | ├──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part01.flv 108.18M" }* I* k2 L6 M0 x7 n$ v/ U
| | └──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part02.flv 124.94M+ G' H1 Y& ^& E+ H/ x/ q; Z
| ├──Fundamentals of Optimization and Application to Portfolio Selection - Seb Lleo
- `6 M; v" |4 ]; x2 h| | └──Fundamentals_of_Optimization_and_Portlfolio_Selection_annotated.pdf 9.03M
2 [ M: a7 t& U- U5 `1 s| ├──ICA and Hedge Fund Returns - Andrew Robinson 6 C. d* p% @) _( g
| | └──CQF_Alumni_LB_ICA_and_Hedge_Fund_Returns_Part01.flv 98.80M
% q8 ]1 \. A# W7 {3 P| ├──Investment Lessons from Gambling and Blackjack - Paul Wilmott * X7 h! i% K, ?7 u: f
| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part01.flv 127.16M4 p/ ^/ c: q% c% F; ^0 u# h
| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part02.flv 127.10M
4 F& {, B5 _* o| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part03.flv 99.90M& |9 N" \( T2 o# U7 G
| | └──CQF_Alumni_Investment_Lessons_from_Gambling_and_Blackjack_Annotated.pdf 1.12M% @" H" G3 B; r' h9 i( Q0 i
| ├──Life of a Trader - Ed Talisse 9 t: i* ~. h. c; l
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part01.flv 180.59M
0 L# ]7 Y" l+ G" s| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part02.flv 189.54M
6 ]6 v& g% a: I) a| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part03.flv 205.61M2 ]! S( N; C7 H7 _
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part04.flv 189.30M! C& E% p8 H9 @/ a: }
| | ├──CQF_Alumni_Life_of_a_Trader_Annotated.pdf 371.23kb
4 j3 b' b y: ~| | └──CQF_Alumni_Life_of_a_Trader_Blank.pdf 266.28kb
' Y; G" `& k C, g5 @/ X, z# S| ├──Navigating Stock Market Crashes – Bill Ziemba
7 p( r7 E% V9 V# o| | ├──CQF_Alumni_Nativating_Stock_Market_Crashes.pdf 17.64M
: r8 V& p k2 s4 Z$ x| | ├──CQF_Bill_Ziemba_Part01_HD.mp4 237.31M
% Z6 G% _0 s' F| | ├──CQF_Bill_Ziemba_Part02_HD.mp4 311.30M
' o# ?$ e, }4 c# u5 n( R% c& e1 g| | └──CQF_Bill_Ziemba_Part04_HD.mp4 227.81M, ~, I2 a2 a3 _ B
| ├──Prediction of Stock Market Crashes, Entry Exits from Bubbles, Hedge Fund Disasters and their Prevention - Bill Ziemba 9 C! ?' Q/ a9 b1 o
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part01.flv 233.09M
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# U$ Z' K1 t, D6 }6 M8 || | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part03.flv 143.68M7 J7 L7 y) a7 o e" u. S' l/ w1 c
| | └──CQF_Alumni_Prediction_of_Stock_Market_Crashes.zip 10.27M3 y" P3 r/ Y+ c: M
| ├──Quant Methods 6 n( f) K' |: M: Y: s% [
| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Annotated.pdf 16.13M1 k: V2 m5 l) Q, z4 E, v
| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Excel.zip 890.28kb' o! g/ [! O# ]) c
| | ├──CQF_Quant_Methods_HB_Day01_Part01.flv 175.86M
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| | ├──CQF_Quant_Methods_HB_Day01_Part06.flv 121.76M1 }& Q: d6 @( q3 t4 Q. p. e
| | ├──CQF_Quant_Methods_HB_Day01_Part07.flv 115.95M! w1 x5 V8 O( a+ w8 M. O/ ^! x5 O
| | ├──CQF_Quant_Methods_HB_Day01_Part08.flv 125.94M
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| | ├──CQF_Quant_Methods_HB_Day01_Part10.flv 110.17M
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d: ]$ c% {% B3 w+ @. b- T) `0 Y| | ├──CQF_Quant_Methods_HB_Day02_Part02.flv 119.25M3 U( X9 Q% w: a6 e& Q
| | ├──CQF_Quant_Methods_HB_Day02_Part03.flv 161.29M
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| | ├──CQF_Quant_Methods_HB_Day02_Part05.flv 149.77M
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! |# o1 y5 ~# q* o2 i- e; S| ├──Quantative Methods in the Financial Markets - Riaz Ahmad 0 k$ G& }5 b) {! M
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part01.flv 168.82M* e* h% L0 i2 O: }, P* j
| | ├──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. x' J8 Z! ^, V$ y4 Z3 L
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part05.flv 149.62M
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| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part07.flv 198.95M1 n1 t, J+ e6 \1 ] C1 h' U9 t
| | ├──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_Part10.flv 143.61M/ M) N2 r. Z5 S3 n
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part11.flv 221.10M8 _4 h* u1 A: t% Q* [
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part12.flv 216.27M4 s: T7 D; p9 P \
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part13.flv 100.79M7 I+ M8 X" k5 w. N( i$ G
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part14.flv 201.22M/ Y# r# M3 @& g3 R
| | └──CQF_Extra_Quantative_Methods_in_the_Financial_Markets_Annotated.pdf 15.37M2 x1 J/ T }9 K& ?1 ~
| ├──Quantifying Fissures in the US High Yield Market - Hari P. Krishnan ! O/ R; w' {7 j G% G; d+ Z
| | └──CQF_Alumni_Quantifying_Fissures_in_the_US_High_Yield_Market_Annotated.pdf 2.19M
: m/ j2 j9 i( o0 N/ J| ├──Risk Management in Energy Derivatives (Hedging) - Iris Mack 3 f. o4 A- D0 A
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part01.flv 143.36M
; R/ L2 R( b: u, k| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part02.flv 139.92M4 n$ X$ h( Q9 i* ~4 f0 \
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part03.flv 125.43M
" E l2 J! N7 F6 D6 \2 N| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part04.flv 164.45M
9 |& t2 M0 g/ h& u| | └──CQF_Risk_Management_in_Energy_Trading_Blank_Updated.pdf 2.73M
/ r$ }& |( u7 N* y- `| ├──Speculation Using Energy Derivatives (Trading) - Iris Mack
% V9 u1 ~$ x9 O3 q| | ├──CQF_June_2012_M6S8_Blank_Updated.pdf 2.42M
1 {9 ]9 P, w/ J* c6 g| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part01.flv 158.45M
' C6 D7 a* ], o3 y) R5 a| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part02.flv 187.80M& O f5 w' g/ k$ M# e
| | └──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part03.flv 173.34M
: w3 A% F; ~) ^1 O# z3 Y4 {7 j| ├──Symmetric Downside Sharpe Ratio - William Ziemba
2 D( {# T7 T) t3 n8 t| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part01.flv 178.35M* Z" }9 W$ {. I- b
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part02.flv 156.42M; v: a. S. j* @
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; i, o, W% N( H0 ^ w| | └──CQF_Alumni_Symmetric_Downside_Sharpe_Ratio_Annotated.pdf 1.87M
$ s: n; g1 r2 e& T$ {| ├──The Impact of Carry and Roll-Down on Macro Returns - Hari Krishnan 5 z& v A! _1 ]; B
| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part01.flv 185.07M" @. J! |8 |; n
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| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part03.flv 128.80M
5 {9 P* n: r3 o- p| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part04.flv 118.05M
4 v* t' ~2 ?5 T' x| | └──CQF_Alumni_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Annotated.pdf 1.05M' r" h7 M* U: {
| ├──The Kelly Strategy for Investing - Risk and Reward – Leonard MacLean
' H% ~ }; w" g, \4 }| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part01_HD.mp4 204.46M# K- \( X$ _( a4 @ G
| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part02_HD.mp4 215.88M
% F. S' a q5 u! c4 P| | └──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part03_HD.mp4 217.56M
2 ?! I* V, H2 `| ├──The Market Price of Risk - Fear and greed in the fixed-income markets - Paul Wilmott 1 \( p& [1 A2 b, C3 c' O: G
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part01.flv 174.08M- Y& }) C5 y- @8 }' X) b- R# V
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part02.flv 175.88M
% H: v8 _# n0 p# \| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part03.flv 189.97M
* y+ |8 I3 F% T; U# X, z4 H| | └──CQF_Alumni_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Annotated.pdf 2.48M
0 p, `' ]6 @6 b j3 S7 G| ├──The Second Leg Down - Strategies for Surviving a Market Sell Off - Hari Krishnan 0 g1 G5 p( p2 G! N% f# q! R' u% C2 V9 ^; E
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part01.flv 187.66M
* Z+ E& r& G8 G+ [! K, S| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part02.flv 107.95M
. O) r' E) W4 s, ^| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part03.flv 137.28M/ ]/ m# O9 B1 T: [# d$ j s% Z
| | └──CQF_Alumni_The_Second_Leg_Down_Annotated.pdf 981.90kb8 w3 d% S3 P: _, X& ]1 q. G3 m
| ├──The Trade Lifecycle % K k. o+ W, z9 J% \- e2 o
| | ├──CQF_Alumni_The_Trade_Lifecycle_Part02.mp4 273.39M6 p' z; K1 w& |- a# n
| | └──CQF_Alumni_The_Trade_Lifecycle_Part03.mp4 321.14M
0 E* @. ~/ }: K1 Q% X| ├──Update on Financial Markets and Strategies - William Ziemba + O( P# ]7 f# y# ` s/ A! H; L
| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part01.flv 187.12M
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+ w9 N9 E/ C: \| | └──CQF_Extra_Update_on_Financial_Markets_and_Strategies_Notes.pdf 3.74M
4 k5 u6 {5 s3 R| ├──Valuation framework for interest rate derivatives in today's Libor world - Wojciech Slusarski 6 N$ W+ t2 g; o3 i6 O
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part01.flv 173.90M
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| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part03.flv 211.80M% z( L6 {2 W5 m
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part04.flv 223.98M
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| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part08.flv 131.13M
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% S. t5 J8 Q1 w5 ?! I| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Annotated.pdf 9.07M
# Q9 a# s8 S! L1 Q1 J& E| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Errata.pdf 152.97kb. g- o5 ?; U' I i0 R
| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel.zip 1.53M
" j- R& K+ w- s; K| | └──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel2.zip 2.63M2 u5 u# w4 m0 ^4 k) L
| ├──Volatility Arbitrage and How to Hedge - Paul Wilmott ( H6 w0 L: E$ C; @
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5 K9 i, J2 h; J% P2 @+ h| | ├──CQF_Alumni_HB_How_To_Hedge_Part02.flv 92.89M
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| | ├──CQF_Alumni_HB_How_To_Hedge_Part04.flv 73.40M
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| | ├──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Annotated.pdf 13.10M
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| └──Volatility Models The ARCH Framework - Stephen Taylor 2 }- d, j ^! w
| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part01.flv 222.85M
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/ \# ~# `$ `# l1 `( j| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Additional_Notes.pdf 73.05kb
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" R5 q; n% M& S5 V& S├──CQF 主课程 Core Program
" s7 q5 Q/ ]9 _6 i% S6 R1 V9 d7 `| ├──CQF Final Project Solutions（看完M6的实训项目） * J I1 d2 d" O* V* w5 N% o
| | ├──BCD
. k. q" g8 i) }+ O| | ├──CAPM
5 W: a* q4 ~, x' ~; J' p- U W+ ~' B| | ├──CointegrationProjectImplementation 0 R2 f8 U" V4 H$ ~9 ? ^4 B
| | ├──CQF Final Project (C++) , S, u* b7 S0 U" _: T2 ? W8 ~
| | ├──Fixed Income Portfolio Optimization
: I6 M5 R5 {2 C# g8 q( S, W9 Y) }| | ├──HJM (MATLAB)
4 f7 r l; ^' | e+ s| | ├──HJM Model
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* m* k0 F% ~) p3 Q% T0 a. U: q3 d| | ├──CointegrationResultMain.xlsx 227.70kb# o* d# w% `1 ` V% z
| | ├──HJM (MATLAB).zip 10.27M3 Y) P6 }% n: k7 t9 o, R, ?+ t! }: T
| | ├──HJMMCSProjectMain.m 22.40kb7 d: c/ Q5 X: A/ t$ q
| | ├──Implementing HJM Model by Monte Carlo Simulation.pdf 1.99M% ]. I" _- v6 Q' ?& n- O
| | ├──Readme.txt 1.68kb Z7 w2 o7 H% a) I! o P$ b# c
| | └──UncertainVolatilityAndStaticHedging.pdf 333.10kb
6 d, H9 N, Q0 l q ^8 h# P| ├──CQF 普通话辅导课 Mandarin Tutorial Workshop En Ch EV Ecn
; \$ `( s/ E1 t0 q r& r9 h| | ├──CQF_2021_Jan_Mandarin_Module01_SD_CQF_2021.mp4 453.70M) L0 I) A- t- R1 s( Z
| | ├──CQF_2021_Jan_Mandarin_Module3_Part01_SD_CQF_2021.mp4 97.45M
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| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part01_SD_CQF_2021.mp4 74.08M
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| ├──课程版本二 1 R% Z, M, O9 h7 n' `4 q; e$ P" `! @9 i
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5 ?0 H$ u% ~' k" n7 U| └──课程版本一（推荐）
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8 U1 \7 H2 M& U I _$ R├──高级选修课
' v8 g& e0 O! c0 G' ^: G Y; C| ├──CQF 2021 高级选修课 Advanced Electives Algorithm and High Frequency Trading En Ch EV Ecn
1 R% j$ D6 t9 {& k+ m2 F3 O8 Q| | ├──CQF_Alumni_Forecasting_by_Using_Option_Prices_Additional_Notes
1 @ c8 k; B4 k; q+ e: d| | ├──CQF_Alumni_NAG_and_Excel_for_Math_Finance ) n7 g# v5 n! E& c: V/ z
| | ├──CQF_Alumni_R_for_Finance_Patrick_Burns 3 z! ]9 ?& W9 O& `/ B* m1 Z: p% \
| | ├──CQF_January_2012_Cointegration_Modelling_Long_Term_Relationships_Excel 1 w- z3 c* v$ N9 p8 `
| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_01_En.mp4 77.46M
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| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_01_En.mp4 49.34M
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' R! d7 p0 F8 K; {$ S, ^| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_03_En.mp4 61.81M
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1 b% S- N+ n. ^% Y7 X7 A( O% @' S9 |2 i| | ├──CQF_Alumni_Behavioural_Finance_Workshop_04_Unicom_Day_01_Victor_Ricciardi_Part_01_En.mp4 61.21M
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| | ├──CQF_Alumni_Behavioural_Finance_Workshop_05_Unicom_Day_01_Raphael_Markellos_Part_02_En.mp4 86.17M
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| ├──CQF 2021 高级选修课 Advanced Electives Trading Strategie and Portfolio Management En Ch EV Ecn 1 N- r: c2 M i" I
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| ├──10. paul wilmott introduces quantitative finance.pdf 5.51M
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| ├──2. Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor 2005.pdf 3.02M
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2 g! J d$ F7 @& l| ├──6. （The_Wiley_Finance_Series）_Jon_Gregory－The_xVA_Challenge__Counterparty_Credit_Risk，_Funding，_Collateral，_and_Capital－Wiley_（2015）.pdf 14.24M
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| ├──8.Jackel- Monte-Carlo Methods In Finance帝国理工.pdf 24.05M
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" u. v/ G! Y/ F! v. ~ P5 `| ├──Python Primer 0 T/ c" ?* }% q- y
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3 K _8 i8 @6 V. W1 Q% ^| | ├──1. Introduction to Financial Time Series.zip 512.94kb
7 A9 e, y6 A- Q+ Y5 C| | ├──10. KNN & SVR fo Stock Prediction.zip 1.42M
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| | ├──12. K-Means Clustering & Self Organising Maps (4).zip 840.75kb3 T* R& M, T& U% o" ^- x8 o
| | ├──13. Application of Neural Networks using TensorFlow & Keras (1).zip 485.84kb. w! s& j3 J) P
| | ├──14. Reinforcement Learning.zip 412.54kb' g3 h0 y* W# Q6 I7 d6 p% \9 C, f$ V9 f
| | ├──15. Yield Curve Data Analysis.zip 4.01M
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| | ├──17. CDS Pricing.zip 2.25M' R. Q3 c5 K3 p! q
| | ├──2. Binomial Trees in Option Pricing.zip 1.41M1 C/ @( K9 H% A- h4 d
| | ├──3. Portfolio Optimisation.zip 1.20M! z# ?$ Z4 `5 v. R; D4 J5 ^; ]
| | ├──4. Value ar Risk & GARCH.zip 802.23kb2 ?- e5 y+ W; v4 w5 |$ A. V" _
| | ├──5. Black Scholes Option Pricing.zip 355.80kb
! e6 w* F# e# {7 Q2 s, }| | ├──6. Monte Carlo Simulation.zip 1.08M4 X- R( h# b7 P! l$ l1 V$ z! \
| | ├──7. Finite Difference Methods.zip 297.56kb
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| | ├──9. Introduction to Machine Learning using Sicikit-learn.zip 837.69kb5 A/ t' I+ [* y( h5 l/ c, g
| | └──前导课代码.rar 19.90M+ c3 P) \! {+ h. `
| ├──金融前导课讲义
8 _. |& U, z+ R| | ├──CQF Pre-course (TVM, FI, MMS, Swap, Der) 20201122.pdf 49.67M
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发表于 2024-7-20 13:39:59
