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国际量化金融分析师CQF21
$ k/ {& e4 U! B( x├──CQF 高级进阶课 Advanced Course ) J2 j! e" h* i
| ├──Advanced Volatility Modelling
/ k$ u% L3 e/ Z4 F! }: ?| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M
j( o9 s) f; [. K, f% [! L| | ├──CQF_Elective_Advanced_Volatility_Modelling_Blank.pdf 1.15M M R8 n8 o4 S3 i0 J+ L3 U- y- Q9 E/ E
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb
+ Q6 |, G9 {) b d| | ├──CQF_Elective_Advanced_Volatility_Modelling_Whiteboard.pdf 2.54M! `$ S9 U% `! K: h
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.flv 172.22M7 q! b. n" ^( a( S9 c0 x) N3 P
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part02.flv 174.20M
2 v2 ?' O" S/ G. n5 H2 @, || | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.flv 161.81M
) E. T) k e) l! {9 u2 L| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.flv 164.88M/ i7 S' @6 o) N0 | j! R
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.flv 163.05M; Z% q8 g5 v. M) z- g7 l& j
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.flv 160.12M
: ?. t: \+ {8 Y! J1 T/ p2 ]& o. X| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part07.flv 160.25M
# G: m4 E/ m$ m" m8 T| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part08.flv 155.85M: k8 E3 C7 y; s2 P7 P1 Z7 g, d
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.flv 169.35M
7 _2 g6 y6 f9 @8 P" q& X$ M| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part10.flv 160.19M
* l( `2 Z0 E- K; c7 b n: B| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.flv 176.93M
2 }4 O0 V$ v9 A5 ^7 D2 _| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.flv 177.38M; D# q$ a) S( g3 E/ i0 Y: q
| ├──Asian Options 8 |* a) [9 |) s6 L1 m$ I
| | ├──CQF_Alumni_Asian_Options_Annotated.pdf 413.90kb
- z$ e1 P* S# G6 n# F) @| | ├──CQF_Alumni_Asian_Options_Blank.pdf 413.89kb- t: l. k6 U% X: Y" @
| | └──CQF_Alumni_HB_Asian_Options.flv 40.13M; Z: p) |5 B# M8 |1 k/ o2 T8 K
| ├──Barrier Options
% K/ H3 y9 E' e. S# D| | ├──CQF_Alumni_Barrier_Options_Annotated.pdf 461.61kb
& m s# o: S I$ W| | ├──CQF_Alumni_Barrier_Options_Blank.pdf 385.10kb& V7 b9 |: a0 |* c4 s
| | ├──CQF_Alumni_HB_Barrier_Options_Part01.flv 131.47M
' x+ |2 g1 p7 Y3 z2 m& P0 V| | └──CQF_Alumni_HB_Barrier_Options_Part02.flv 72.26M
. S b6 r% b( h# l8 [ R4 P5 j| ├──Behavioural Models and Sentiment Analysis Applied to Finance 7 E/ s! j: }; K9 N( O( Z
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Conference_Programme.pdf 1.29M
$ a( P. Q! x7 V| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Dan_diBartolomeo_Blank.pdf 438.18kb9 E3 e f2 O8 Q* z$ d" ?1 i6 D
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gautam_Mitra_Blank.pdf 2.17M! l: M K' p: E# `+ N% p
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Giles_Arnaud_Fraunhofer_Blank.pdf 6.64M
9 @; ?) E+ n \0 j; X| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Greg_Davies_Blank.pdf 715.12kb
/ i0 q3 c3 p, x u! B| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gurvinder_Brar_Blank.pdf 933.66kb
D9 A% D/ I# _0 }| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Marco_Dion_Blank.pdf 626.25kb
0 h, R" A4 s, G$ l# x| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Peter_Hafez_Raven_Blank.pdf 1.57M
, g! j- N/ i8 o( t# i' || | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Richard_Peterson_Blank.pdf 6.18M
& M% i* J0 ` F* h( m| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Rochester_Cahan_Blank.pdf 1.20M9 y" o% O$ t4 S! W
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank01.pdf 3.92M% w0 M: |1 E* _+ Q8 v
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank02.pdf 4.98M
, i! n% W/ Z# Z| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Xiang_Yu_Blank.pdf 2.21M- P' ^3 t; N' ]+ b4 D
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part01.flv 29.04M
( L8 r* r# b! z| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part02.flv 193.02M2 K5 G! {/ m9 X
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part03.flv 123.03M
2 g, ~4 l; H$ a| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part04.flv 233.35M' r+ ^+ |# R( T7 M. J
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part05.flv 85.17M0 n. D( G! Q8 F, X: d6 `( b6 t( q
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part06.flv 175.16M
# E& m' v' E" |* U; w; G$ P9 Y| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part07.flv 172.65M0 e% ]9 |" I. ?
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part08.flv 190.21M
/ O) M; i: c6 ?+ V| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part09.flv 149.86M
. l7 E' I9 B4 d7 k O# G| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part10.flv 147.20M r" S# [: G9 j0 A. M
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part11.flv 131.79M
6 ~9 i W. m! B; l8 ]| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part12.flv 129.47M" D! n* s; w: f
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part13.flv 166.45M U/ ]- f' ]8 [" ]2 I" i
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part14.flv 201.70M
& x4 I# V$ F; E/ q4 R! N" }| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part15.flv 128.91M
. p+ M- M) K$ P/ M| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part16.flv 173.64M# d% P7 X, c2 c% C- u
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part17.flv 205.57M
8 P5 o7 B- x( x0 U( C% n| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part18.flv 175.48M
& M( y! h* c0 c4 \) x| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part19.flv 170.68M D) T$ F' u U6 h( o8 n5 U" \
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part20.flv 116.10M
" {! Z, A. h( V* t2 E0 l| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part21.flv 184.79M h+ o1 n K5 v8 ^0 @
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part22.flv 150.48M
1 N0 M8 I8 v( G% w- R! M% E| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part23.flv 157.35M
6 q0 [3 K( c+ i4 }2 z! r$ Y! D5 |4 h4 M| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part24.flv 134.31M/ W0 N( w; Q# j1 f& G! j, a$ I, L: J
| | └──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part25.flv 117.99M7 p8 n& `5 K" r) P$ V' [
| ├──Capital Structure ; o' W! i. ?7 o- b* G9 M
| | ├──CQF_Masterclass_Capital_Structure.ppa 7.18M
1 j' I# _% b. Z' J5 p, M1 ~) T| | ├──CQF_Masterclass_Capital_Structure_Lufthansa_Case_Study.ppa 649.50kb1 p( S i; ~% f* q( v: a- @
| | ├──CQF_Masterclass_HB_Capital_Structure_Lufthansa_Case_Study.flv 116.09M+ ^- U+ s8 H6 @4 m" |6 i
| | ├──CQF_Masterclass_HB_Capital_Structure_Part01.flv 97.87M1 g$ D# c( ]& Z
| | ├──CQF_Masterclass_HB_Capital_Structure_Part02.flv 286.78M
$ s' H- K+ T$ Q, n8 o) L| | ├──CQF_Masterclass_HB_Capital_Structure_Part03.flv 167.55M
Q5 O* a2 U. t7 |9 j! s/ p| | ├──CQF_Masterclass_HB_Capital_Structure_Part04_PartB.flv 188.40M
* I3 F' \4 O* K) ^) m! w. _| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartA.flv 222.93M, V0 V; S$ H" k& Q3 T
| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartB.flv 157.04M
4 D3 @3 ]* q: f' f( G% G1 A( Q| | ├──CQF_Masterclass_HB_Capital_Structure_Part06.flv 184.91M
W# a( u: r6 }' j$ i% \| | ├──CQF_Masterclass_HB_Capital_Structure_Part07.flv 95.85M) h" U# a4 \$ B- E: v
| | ├──CQF_Masterclass_HB_Capital_Structure_Part08.flv 281.34M
9 A% R* c }0 Z! _" v| | ├──CQF_Masterclass_HB_Capital_Structure_Part09.flv 75.42M. s% P$ N. q$ S; r; Y2 l9 w
| | └──CQF_Masterclass_HB_Capital_Structure_Part10.flv 180.36M% h# o) L$ m4 p8 r1 k2 t
| ├──Equity Portfolio Risk Management
% [, m& I, [$ ?. G8 P| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M3 i3 c& }' M% N" C9 g7 [
| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M
; k8 C+ }# g7 W| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M
F9 h! Q% S# R3 B$ Q% M( ~| ├──Finite Difference Model
$ @+ D0 g) t' x* Q$ B| | ├──CQF_Alumni_Finite_Difference_Model_Annotated.pdf 431.16kb
% @6 U3 E4 u+ ?+ O' \| | ├──CQF_Alumni_Finite_Difference_Model_Blank.pdf 407.96kb
% Q. j0 D0 E* j- ~ @8 K& I| | ├──CQF_Alumni_Finite_Difference_Model_Excel.zip 1.15M
! q% l: ^ {5 | B6 B/ K/ ~; l. {| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part01.flv 97.33M3 i/ G4 [3 s5 G
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part02.flv 150.94M& b) a9 O4 T2 b# ^ R0 w
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part03.flv 142.83M
# d% {2 t0 C, M* N2 M" x. e2 `' |) ?| | └──CQF_Alumni_HB_Finite_Difference_Model_Part04.flv 147.94M
' w5 S! G4 x+ O4 N% R5 L" ^| ├──Intraday High Frequency Trading
; B1 s' `3 t {) ?| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part01.flv 172.32M# V" M( g8 O7 S' [( |2 [
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part02.flv 155.57M( z" |1 M9 d/ G
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part03.flv 177.87M
1 h( e1 }+ z# j5 Q+ n7 N/ {3 l% @| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part04.flv 236.52M6 K( N3 c( U: v; G$ ?8 I/ |; h
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part05.flv 203.34M' k, x1 J% b' t
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part06.flv 165.01M
; \; {0 P' M' f% U' a| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part07.flv 176.62M
/ s; f% Y+ w& [/ t4 G% v5 j+ R/ X| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part08.flv 183.91M
( s- O5 K! q, m| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part09.flv 185.63M. C% Y3 ]$ e% V6 g/ I. i
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part10.flv 197.03M
3 N+ h/ {, [8 Q/ z9 }5 t; T: a| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part11.flv 145.16M
$ f9 y( d7 ~8 s C( y: T2 E| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part12.flv 149.64M# N- T# i5 Y; h$ |3 \- v4 x; F. s
| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Annotated.pdf 20.61M
: C' b4 ]9 W8 O7 \! i/ @| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Blank.pdf 5.19M
3 P- v5 ?/ M6 R& k| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Materials.zip 1.35kb
, W/ H6 H4 }' x# ?# [7 l# O| | └──CQF_Masterclass_HB_Capital_Structure_Part11.flv 18.40M
4 L- N& e0 K3 l" p: T| ├──Lookback Options % }. P- a$ C, S. g+ H. k; I' |$ J. j
| | ├──CQF_Alumni_HB_Lookback_Options.flv 28.25M" a6 v( `$ }, }# X/ }
| | ├──CQF_Alumni_Lookback_Options_Annotated.pdf 201.00kb
3 { y ^- a! b/ `# a| | └──CQF_Alumni_Lookback_Options_Blank.pdf 366.67kb
6 n# P2 B `) h4 f, T3 x| ├──Market Microstructure Liquidity and Trading
( M& F1 a$ Q( e& T| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part01.flv 182.65M
2 l1 f7 O8 v6 J4 `| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part02.flv 209.49M( n! v1 L1 t( U# T
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part03.flv 136.42M
$ l$ d8 k4 a$ b( u| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part04.flv 136.91M
8 n8 c0 \& q4 U) P3 b: b7 G) [. q; E| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part05.flv 143.32M. J8 c, R* _& r# ?# D
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part06.flv 130.88M
4 W6 O& M" M% U: b) p1 o| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part07.flv 114.51M
. k0 a+ b& M& z0 _| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part08.flv 155.20M
! X) {. O$ x" {# h9 p, T: f| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part09.flv 143.22M" M0 a" V' N" ` r8 E2 ?- c& c# W
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part10.flv 219.18M2 U: Y6 \& d9 o$ m
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part11.flv 201.18M
# C. S# v2 N8 s| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part12.flv 128.47M
) S0 u+ n, q5 l q7 T| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part13.flv 145.48M
9 v( T" O M- T| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part14.flv 123.03M, s4 }: B, _6 i) g
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part15.flv 201.70M, N3 m; E9 f, m% J* A9 ^ q
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part16.flv 210.25M6 R0 y' m+ ~6 a+ i
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part17.flv 200.00M' X9 ~ M) Z8 U' e3 W
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part18.flv 178.56M
+ D( n1 _- E8 b6 q) \8 O8 F| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part19.flv 183.12M
, ~8 K8 z' u0 H* ]. _| | └──CQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Optirisk_Notes.zip 9.64M
; p! D2 W* V& n| ├──Mult-asset Options
2 i$ s; N0 A4 y" f9 Y) g/ t| | ├──CQF_Alumni_HB_Multi_Asset_Options.flv 133.75M9 d% j, R* b$ `% W8 S$ H. E% M! Q
| | ├──CQF_Alumni_Multi_Asset_Options_Annotated.pdf 422.72kb3 N3 E. l/ v. Z' L1 J. B2 u
| | └──CQF_Alumni_Multi_Asset_Options_Blank.pdf 395.24kb0 o# o9 p$ T( q* h
| ├──Strongly Path Dependent Options
) d% y4 g" A: s8 f| | ├──CQF_Alumni_HB_Strongly_Path_Dependent_Options.flv 189.55M' m9 J( f# o, ^1 Z
| | ├──CQF_Alumni_Strongly_Path_Dependent_Options_Annotated.pdf 508.76kb/ h5 v, n! w, J
| | └──CQF_Alumni_Strongly_Path_Dependent_Options_Blank.pdf 398.33kb' g, P0 _8 P( e$ P' [, m5 U
| └──Volatility Options
) y; e! m' j1 i x: h7 h| | ├──CQF_Masterclass_Exotic_Options_Annotated.pdf 3.07M. {0 {4 }/ Q [8 K+ C8 a
| | ├──CQF_Masterclass_Exotic_Options_Blank.pdf 202.57kb$ Z5 {- I8 r8 d3 X$ L5 V7 Y' D
| | ├──CQF_Masterclass_Exotic_Options_Supporting_Documents.zip 1.41M' b0 |' Z/ w. O7 m& L
| | ├──CQF_Masterclass_Exotic_Options_Whiteboard.pdf 1.13M
7 C7 |; ~) g7 \5 {& Y) v) z| | └──CQF_Masterclass_HB_Exotic_Options.flv 210.93M# ~; C- x: N1 T+ y1 B9 i1 y5 R" R8 Q
├──CQF 交易策略Trading Strategies ' P# i" ]; G+ \! K. ^
| ├──A Market Impact Model that Works - Dan di Bartolomeo
, A5 K- b b3 v! u| | └──CQF_Alumni_HB_A_Market_Impact_Model_that_Works.mp4 43.14M
. e" }' f3 P- ?4 z| ├──A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth - William Ziemba : Z$ D# P; O/ h$ r8 M& f! ]
| | ├──CQF_Alumni_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Blank.pdf 1.97M
6 ~$ h* l9 g+ X| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part01.flv 183.83M
, L- p0 X) B! X0 S| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part02.flv 137.82M
{) k$ u- P8 B7 W, I3 C2 e| | └──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part03.flv 116.11M
9 ]: N/ @, K) t3 j| ├──Advanced Portfolio Management - Seb Lleo * M+ m& d; H" _9 _$ Q; X
| | ├──CQF_Elective_Advanced_Portfolio_Management_Annotated.pdf 15.72M, ], r# {' [- k# _
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part01.mp4 37.38M/ b- x$ R! r; o* x8 P! g9 ]" `) y
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part06.mp4 39.34M% o9 V: w2 c! g* _2 u( E* T
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part07.mp4 36.01M$ P9 C+ w# _& ?# S0 j# |
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part08.mp4 37.59M
; n8 h1 w2 g0 p/ ?1 x! K| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part09.mp4 35.63M
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| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part12.mp4 33.18M; l: k% T- V m
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part13.mp4 32.92M( y/ U* _, l" U: _% V
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part14.mp4 31.16M% z: v) i8 C# w, c0 `9 b
| | └──CQF_Elective_HB_Advanced_Portfolio_Management_Part15.mp4 31.17M
9 O" i3 |- M$ f% C! f0 n" ]5 Q| ├──Advanced Volatility Modeling - Riaz Ahmad
! A: D# Y; C5 C% l) M8 D| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M
9 Y; ~9 d' b' J0 a. { v+ M| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb6 O/ F1 ?. v! | j6 Q
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.mp4 30.18M) ~3 _6 {& D$ p; k( v) V' \& s# S5 U e
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.mp4 28.18M& m- j$ |( c2 G( x: @, C. P
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.mp4 28.75M5 g% |4 Z0 X+ G# a, E. r
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.mp4 27.73M0 V3 S" J3 j0 b/ x
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.mp4 27.73M
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/ a; |4 T/ j, S" Z' z| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.mp4 29.02M$ L1 e" o0 S4 p, l/ X
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.mp4 30.27M
, {8 D1 M- k/ e5 k0 u; ]: e( |8 }| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.mp4 29.98M
2 ?* Q5 h z7 s7 ~/ `| ├──Alternative Data for Investors – Saeed Amen * A; u0 v; W' m9 }& g# W2 M% e
| | └──Alternative-Data-for-Investors.pdf 1.47M
0 x$ v! D9 C9 X& i- U. M| ├──Asset Liability Models That are Useful in Practice - William Ziemba
) a+ i9 U: S; P) n8 W| | └──Asset_Liability_Models_That_are_Useful_in_Practice.pdf 3.48M9 |+ A$ B5 p; J5 Y/ P" q6 q
| ├──Average and Superior Hedge Fund Evaluation-Bill Ziemba
: `1 x+ {8 k+ \; K( F| | └──CQF_Alumni_Average_and_Superior_Hedge_Fund_Evaluation_Annotated.pdf 11.31M
# t: Z8 V4 ], q8 h| ├──Cointegration and Statistical Arbitrage - Richard Diamond 8 l/ e( l6 Q) |0 Y4 _
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Additional_Files.zip 899.18kb& Z+ J) N W, P$ P
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Annotated.pdf 2.57M7 P. k) n# ~. ?$ h
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Excel.zip 3.23M
4 W6 G0 Y& I: ]/ U4 H| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part01.mp4 27.48M
& J& @2 d( L" m+ z) `+ t| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part02.mp4 28.49M" m* [- R8 k, g: G" I
| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part03.mp4 34.18M7 v' w5 {5 _: F6 L& F) W
| | └──CQF_Alumni_LB_CoIntegration_and_Statistical_Arbitrage_Part04.mp4 39.62M
0 w7 s) o i9 E+ ]0 A( w! `" X: _| ├──Correlation Sensitivity and State Dependence - Paul Wilmott and SiYi Zhou 2 n$ H7 ], k! ?1 k# e, G5 D
| | ├──CDO_class.xls 98.50kb
/ {# j, i: A/ O; B. f$ ~| | ├──CDO_plot.xls 76.50kb
9 T( N; w& l# i7 r9 F| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated01.pdf 1.31M1 x) y# u3 f! b+ f" L& J. h
| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated02.pdf 2.11M; N# ~, {2 r# R2 S
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part01.mp4 27.71M" F' n' Y9 X) N4 l5 q5 q7 }
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part02.mp4 26.25M) f" T5 ^3 Y: G3 W* ]
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part03.mp4 30.88M( G- h, j' [( ]# ~% G* G
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part04.mp4 33.41M" x0 e( w E* P
| | └──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part05.mp4 33.79M7 E* K6 L+ Z7 j0 T
| ├──Covariance Complexity and Rates of Return on Assets – Leonard McClean ! U3 k7 z, y3 K6 k" R! ?
| | ├──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part01_HD.mp4 149.83M- o+ R' y1 D1 f# q" ]2 c; F" P
| | └──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part02_HD.mp4 144.69M
5 B: J1 x5 b: r. K, v1 G9 Q| ├──CQF Finance Primer - Capital Markets in Fundamentals
, d* l5 R7 y3 y% e) F0 ~' d| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part01_HB.mp4 22.69M
! k- _* }. ]6 {, c- @2 T| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part02_HB.mp4 27.75M
4 f5 l0 }) P. x! K2 {" I| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part03_HB.mp4 13.71M
7 i# F9 }% p; c) Z6 ], C5 Z| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part04_HB.mp4 27.92M
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" x3 `2 i1 `* O, J: a) M* R7 z| ├──CQF Finance Primer - Introduction to Bonds " M) e& l4 d F. o& @6 m
| | └──CQF_Alumni_Introduction_to_Bonds_HB.mp4 28.33M
* {2 U! z9 X# f* P; J: x| ├──CQF Finance Primer - Introduction to Commodities
: h% g$ _9 ^2 H" \3 C; b: n n! r| | └──CQF_Alumni_Introduction_to_Commodities_HB.flv 205.80M
* x0 Z' ?; l% v9 o6 ^7 b S| ├──CQF Finance Primer - Introduction to Derivatives
# f5 W2 b$ @4 Z6 U0 F| | ├──CQF_Alumni_Introduction_to_Derivatives_Part01_HB.mp4 8.06M+ {4 _3 `4 ]4 b
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part04_HB.mp4 8.18M! K2 I. E5 B7 R! j0 Z. j4 r
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part05_HB.mp4 5.03M6 ?1 w6 m/ a" r5 E2 X
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part06_HB.mp4 10.85M
8 T9 N2 I$ I) C4 }| | ├──CQF_Alumni_Introduction_to_Derivatives_Part07_HB.mp4 15.72M5 Q0 B) U0 o4 I
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part08_HB.mp4 24.68M
, d1 U3 u& a0 X| | └──CQF_Alumni_Introduction_to_Derivatives_Part09_HB.mp4 24.24M- P. y; R2 A8 T3 k6 D
| ├──CQF Finance Primer - Introduction to Equities + A! [" m4 \: |2 ]
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part03_HB.mp4 8.17M* Q% F* k% J0 T) Y5 F# ]6 M) X
| | ├──CQF_Alumni_Introduction_to_Equities_Part01_HB.mp4 12.15M
9 P( R4 D9 d% y) h' ^; V' L4 m| | ├──CQF_Alumni_Introduction_to_Equities_Part02_HB.mp4 10.10M
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| | ├──CQF_Alumni_Introduction_to_Equities_Part04_HB.mp4 13.66M
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& p: j7 _' S6 B/ e0 @| | └──CQF_Alumni_Introduction_to_Equities_Part06_HB.mp4 18.23M4 \, y# E, D9 x: `" a/ i; o& U
| ├──CQF Finance Primer - Introduction to FX
# W3 U! H# B$ K: ~6 s: ~( u% ~$ @' h| | └──CQF_Alumni_Introduction_to_FX_Part01_HB.flv 36.25M) N u, I( b1 n% ?1 {6 ^
| ├──CQF Finance Primer - Introduction to Money Markets
$ s5 G# q# B2 z+ r. v% t/ g| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part01_HB.mp4 25.91M
! f6 W1 ?) _* p8 ?. U% P R i| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part02_HB.mp4 13.51M
6 O. U8 M+ r+ _# h( ?* O! a| | └──CQF_Alumni_Introduction_to_Money_Markets_Part04_HB.mp4 10.45M
/ |0 l- X. T: ~1 y| ├──CQF Finance Primer - Macro Economics $ W" n* r* b/ i1 h) W7 h8 y& j2 q
| | ├──CQF_Alumni_Macro_Economics_Part01_HB.mp4 25.19M: u' U# D% V* d1 V! V
| | ├──CQF_Alumni_Macro_Economics_Part02_HB.mp4 22.82M
1 n) @$ Q! x' ]6 t! s. r| | ├──CQF_Alumni_Macro_Economics_Part03_HB.mp4 22.50M
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$ _2 D, J2 M/ p1 B6 f& {+ K- U* f| | └──CQF_Alumni_Macro_Economics_Part05_HB.mp4 22.16M1 H1 Z/ s" X$ {0 t) o- w
| ├──Discrete Hedging and Transaction Costs - Paul Wilmott
6 p' Y2 J6 @# u; ]9 V. V| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Annotated.pdf 6.56M0 y" y3 }/ W7 ^( ] a; q8 N
| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Excel.xls 155.00kb
, O4 z* z+ b. h$ ?| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part01.mp4 18.49M
5 i0 i# f+ I, L2 }2 n| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part02.mp4 26.41M: Q8 B) b4 Z0 x; v
| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part03.mp4 31.43M
' o4 B5 W4 p6 ?0 G7 C" P+ h3 S| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part04.mp4 33.16M
) V5 E( R! ^2 K0 @| | └──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part05.mp4 31.04M
* R% }/ J# j4 m4 w; L' Y| ├──Equity Portfolio Risk Management - Jason MacQueen . V5 o: U) J7 s& e6 m' K: @
| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M
7 ]9 i B6 _6 `) w| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M; \6 `0 O5 _2 v
| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M
( \7 u" x) f9 K, d2 u* M6 n" R| ├──Financial Modelling using Garch Processes - Kyriakos Chourdakis O- i0 Z- h v. g( h
| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Annotated.pdf 2.75M
q9 u* p9 j5 ~! Z6 v) } J| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Excel.zip 1.60M0 e O- [7 o/ @0 c; _$ X/ X
| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part01.flv 153.38M, X' q+ M' ?1 k$ V( _5 m) z
| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part02.flv 136.33M
: J) k$ m5 u ~| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part03.flv 141.22M
% \* t# h' j4 f8 X| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part04.flv 240.74M- o6 O* y1 x* x7 U7 ]
| | └──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part05.flv 214.54M
& N7 l8 H% m& C: Z+ n& q! A| ├──Frankenstein's Model or the Perfect Union - Richard Young & Jason MacQueen - L* l6 T- B7 Z5 w! h$ `
| | ├──CQF_Alumni_Frankensteins_Model_or_the_Perfect_Union_Blank.pdf 3.50M
8 c% w! a! T* H t' F- R2 k| | ├──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part01.flv 108.18M ~0 Z$ u' U& @9 E: O
| | └──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part02.flv 124.94M
4 e+ j) I$ W$ j% r: B6 A| ├──Fundamentals of Optimization and Application to Portfolio Selection - Seb Lleo ; X# Z9 g! }1 ~) Y! ?; T
| | └──Fundamentals_of_Optimization_and_Portlfolio_Selection_annotated.pdf 9.03M
6 V" [# w6 C% R2 [; A| ├──ICA and Hedge Fund Returns - Andrew Robinson 4 {4 S/ K- d6 O0 R9 t! h2 y; t8 I5 J
| | └──CQF_Alumni_LB_ICA_and_Hedge_Fund_Returns_Part01.flv 98.80M7 D, Y- f. n; D8 I
| ├──Investment Lessons from Gambling and Blackjack - Paul Wilmott
: l' h( K6 Y7 z) C9 y| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part01.flv 127.16M
- h$ y! |: \, G9 m. Q+ w! A| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part02.flv 127.10M
! d2 D$ H+ _% A' C' D| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part03.flv 99.90M8 M7 q! R, p' X) T9 a; N" E
| | └──CQF_Alumni_Investment_Lessons_from_Gambling_and_Blackjack_Annotated.pdf 1.12M2 N& q: w) m7 Q, C; B% X4 m
| ├──Life of a Trader - Ed Talisse : }3 J1 D$ M% k: u- T/ x# f# _
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part01.flv 180.59M
" K: R+ E/ e- y8 h# A! M0 { q| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part02.flv 189.54M* r+ {2 e) d& N# C$ m+ k) O8 A
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part03.flv 205.61M; |0 c9 h6 h6 \7 D# s
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part04.flv 189.30M
, U" D" r4 I6 R: B| | ├──CQF_Alumni_Life_of_a_Trader_Annotated.pdf 371.23kb- a; j6 I/ ?9 O
| | └──CQF_Alumni_Life_of_a_Trader_Blank.pdf 266.28kb
: o" @5 n6 x- \' R2 O3 v| ├──Navigating Stock Market Crashes – Bill Ziemba
. q3 v8 ]* {9 V. i9 l| | ├──CQF_Alumni_Nativating_Stock_Market_Crashes.pdf 17.64M/ g; ?6 y5 n: H1 r6 V+ i6 r( o4 P
| | ├──CQF_Bill_Ziemba_Part01_HD.mp4 237.31M
) a% G/ h5 o; [5 |, v, r3 Z7 d| | ├──CQF_Bill_Ziemba_Part02_HD.mp4 311.30M
' l, B5 r: ]8 w/ L" s| | └──CQF_Bill_Ziemba_Part04_HD.mp4 227.81M
9 h, U# E5 a5 ^- Z& ^+ p" w8 [| ├──Prediction of Stock Market Crashes, Entry Exits from Bubbles, Hedge Fund Disasters and their Prevention - Bill Ziemba % u u5 _( b* A3 i$ b9 f- \
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part01.flv 233.09M
9 g3 X U% w2 H2 P| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part02.flv 211.88M; {) [; q, L" o5 _$ @
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part03.flv 143.68M6 g$ t: p G7 @2 d* n+ T- u
| | └──CQF_Alumni_Prediction_of_Stock_Market_Crashes.zip 10.27M* |0 r$ |. r& ~" F: J
| ├──Quant Methods / F3 g* [% p* I9 \4 x6 K
| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Annotated.pdf 16.13M
4 U) B3 v% _9 U( R( Z$ [| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Excel.zip 890.28kb2 O1 T; K ~4 z+ R- ?6 B
| | ├──CQF_Quant_Methods_HB_Day01_Part01.flv 175.86M. `6 E9 p. p2 l j |
| | ├──CQF_Quant_Methods_HB_Day01_Part02.flv 136.27M, S0 b6 C! ~3 c. t
| | ├──CQF_Quant_Methods_HB_Day01_Part03.flv 117.78M. T; X# h* R8 I
| | ├──CQF_Quant_Methods_HB_Day01_Part04.flv 117.62M
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| | ├──CQF_Quant_Methods_HB_Day01_Part07.flv 115.95M4 B0 M H7 }8 j- ?
| | ├──CQF_Quant_Methods_HB_Day01_Part08.flv 125.94M
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| | ├──CQF_Quant_Methods_HB_Day02_Part01.flv 133.47M
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| ├──Quantative Methods in the Financial Markets - Riaz Ahmad * B9 D: w# N5 e2 O F# J
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part01.flv 168.82M
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| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part03.flv 182.01M
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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
* p: U, }# X+ k# A& w| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part12.flv 216.27M$ _$ b# F1 ~' [7 L$ Z- d
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part13.flv 100.79M
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+ f) [& [# p# Y2 P" q| | └──CQF_Extra_Quantative_Methods_in_the_Financial_Markets_Annotated.pdf 15.37M
: U5 u4 h d7 q% P8 d, h, R| ├──Quantifying Fissures in the US High Yield Market - Hari P. Krishnan 2 {& B/ n$ |" d% P* a
| | └──CQF_Alumni_Quantifying_Fissures_in_the_US_High_Yield_Market_Annotated.pdf 2.19M
! l. W9 @* I; q+ t+ a| ├──Risk Management in Energy Derivatives (Hedging) - Iris Mack
+ h/ ?, I! W- m3 Q/ ?| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part01.flv 143.36M
! |, t L% L: I- N. S4 _. z4 B/ c. Q| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part02.flv 139.92M
~# A3 V) ], D| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part03.flv 125.43M
. h2 a5 d' E6 F4 b. m4 z9 z* y% {| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part04.flv 164.45M, |& M# M' o$ k# _
| | └──CQF_Risk_Management_in_Energy_Trading_Blank_Updated.pdf 2.73M/ a! c4 M* m: N# r7 ~, n- U
| ├──Speculation Using Energy Derivatives (Trading) - Iris Mack : n8 F& `. V0 h4 w1 R
| | ├──CQF_June_2012_M6S8_Blank_Updated.pdf 2.42M0 N! T; ^, [; b( S
| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part01.flv 158.45M4 ^5 }9 X( n4 i
| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part02.flv 187.80M4 Y( N$ H$ e8 z! b
| | └──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part03.flv 173.34M3 T# o% u8 P7 r: i% Z2 h
| ├──Symmetric Downside Sharpe Ratio - William Ziemba , v/ g6 q& V, H1 a; H4 h+ t& r
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part01.flv 178.35M; e6 t" s& x$ V' e
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part02.flv 156.42M7 k4 E: m- F2 l. L1 b9 D q* C
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part03.flv 116.05M. b9 ]4 M& Q1 Z& d& F' |
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part04.flv 89.98M
+ ?9 s W2 M3 Y" q; M8 ^7 || | └──CQF_Alumni_Symmetric_Downside_Sharpe_Ratio_Annotated.pdf 1.87M
! c6 w3 B$ b% ~4 W) t y) {) O| ├──The Impact of Carry and Roll-Down on Macro Returns - Hari Krishnan
G+ i1 P7 F- {+ p| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part01.flv 185.07M( V' N9 v7 B/ ^# i ~% D. U
| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part02.flv 169.56M
- j$ {" q4 F) f| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part03.flv 128.80M5 W1 E( b/ k& A" ? e; E
| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part04.flv 118.05M
1 |. q) @! l; }- i7 z| | └──CQF_Alumni_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Annotated.pdf 1.05M! h, I" l# y8 z4 U( I2 H$ ^7 u; w
| ├──The Kelly Strategy for Investing - Risk and Reward – Leonard MacLean 3 W: o/ m, X" T9 L# C2 R
| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part01_HD.mp4 204.46M2 [3 J/ c- F! j/ G- X7 g/ R5 q
| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part02_HD.mp4 215.88M* @3 U, L6 x5 C1 ]- S/ J: ]
| | └──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part03_HD.mp4 217.56M# A2 S" Z0 _+ H/ P+ D7 k$ X5 Z
| ├──The Market Price of Risk - Fear and greed in the fixed-income markets - Paul Wilmott . A4 Z( a' E% v; u5 W1 C7 N
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part01.flv 174.08M& f/ i) r4 O+ R0 _' r
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part02.flv 175.88M$ ^. x1 S! G! d( z5 m" o
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part03.flv 189.97M
$ x) W, A' I T4 h6 s| | └──CQF_Alumni_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Annotated.pdf 2.48M, x8 c. q$ Q& s% [) ]/ E" ^
| ├──The Second Leg Down - Strategies for Surviving a Market Sell Off - Hari Krishnan
! P0 C' V, ^9 e7 V$ `8 A| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part01.flv 187.66M3 w; v$ a% ]1 d2 T9 ~5 j2 z
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part02.flv 107.95M) S. H7 {5 a( |5 ~1 w" n
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part03.flv 137.28M- C2 j0 ^ U V/ D
| | └──CQF_Alumni_The_Second_Leg_Down_Annotated.pdf 981.90kb) I+ j) m9 S1 P& A
| ├──The Trade Lifecycle
, M3 C0 T0 R6 b| | ├──CQF_Alumni_The_Trade_Lifecycle_Part02.mp4 273.39M( J& b% `6 I$ p! f
| | └──CQF_Alumni_The_Trade_Lifecycle_Part03.mp4 321.14M
' a8 c& S4 u9 i6 K8 X! R9 B( @' T| ├──Update on Financial Markets and Strategies - William Ziemba
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5 e3 k/ L& p# B6 M; \: [$ h$ U| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part02.flv 175.62M
- I, P7 ~3 V. X: K" ]| | ├──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
6 u5 g+ Z# X K1 @ M| ├──Valuation framework for interest rate derivatives in today's Libor world - Wojciech Slusarski {1 d1 D, h& K) B7 Y
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part01.flv 173.90M8 I) J7 s5 E: Z V' q
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part02.flv 188.69M
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| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part04.flv 223.98M
; P1 r9 f, ^& s# N| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part05.flv 196.51M
: E) b+ y" }4 c1 l; M5 w5 o| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part06.flv 206.68M. B ~2 n$ O5 I+ W( \$ h
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part07.flv 192.46M6 d2 R5 e2 I7 D" e K$ ~5 I
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part08.flv 131.13M
7 }7 c% Z2 F' O+ A1 j/ n4 z4 T| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part09.flv 139.16M
/ I* r# J* J! k4 B| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Annotated.pdf 9.07M& V% K9 m) _2 {. Y( d
| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Errata.pdf 152.97kb
# s6 g/ U7 Q9 N& B| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel.zip 1.53M
# T9 I$ a5 A4 Z* k' _7 l| | └──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel2.zip 2.63M
3 g) _) r( R5 I| ├──Volatility Arbitrage and How to Hedge - Paul Wilmott
& e2 M0 G6 A3 w+ F& v* ^9 U| | ├──CQF_Alumni_HB_How_To_Hedge_Part01.flv 80.94M s8 Y7 N: C2 g/ L5 s2 H
| | ├──CQF_Alumni_HB_How_To_Hedge_Part02.flv 92.89M
" V/ m+ w* B9 y% N| | ├──CQF_Alumni_HB_How_To_Hedge_Part03.flv 97.34M% }% D+ E8 Q+ |- Y Q* R! @* U
| | ├──CQF_Alumni_HB_How_To_Hedge_Part04.flv 73.40M6 D2 ~1 E; b5 V# {
| | ├──CQF_Alumni_HB_How_To_Hedge_Part05.flv 69.42M- `$ ?3 Q% l5 P0 `) R/ I: W
| | ├──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Annotated.pdf 13.10M
; |# q3 g2 ^( s" R$ }1 c5 F| | └──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Excel.xls 164.50kb4 F: ^$ g5 j" v5 o
| └──Volatility Models The ARCH Framework - Stephen Taylor
+ U) E) \" H& n| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part01.flv 222.85M+ n) Y% f; M/ Q
| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part02.flv 201.57M+ V! ]8 T1 N$ F0 P
| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part03.flv 184.56M. B2 d3 y$ c! }4 G G5 f; A
| | ├──CQF_Alumni_LB_Volatility_Models_The_ARCH_Framework_Part04.flv 119.40M
: j7 J: o& Q# S3 V% `' ~; m8 m) }4 s| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Additional_Notes.pdf 73.05kb
3 M* A5 j- X# _4 U; n| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Annotated.pdf 5.03M% L1 Z7 Z( c5 `; {1 `' N% V
| | └──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Excel.zip 727.42kb
. f1 x. ^" p1 U├──CQF 主课程 Core Program ) p' d" h# F8 }5 M" B
| ├──CQF Final Project Solutions（看完M6的实训项目）
; z) }# d2 j$ k% S P! v/ u: i3 ]| | ├──BCD 0 B1 ^+ S& l. {/ P
| | ├──CAPM , O5 d T' L& l' _) `/ [1 F/ h
| | ├──CointegrationProjectImplementation 1 Y4 M3 r; o2 R! {1 Q6 c8 @
| | ├──CQF Final Project (C++) 1 l4 `# S6 T% s2 u" I
| | ├──Fixed Income Portfolio Optimization
0 {" S1 d; C# ?- Q- ]) n! u| | ├──HJM (MATLAB) A! c+ i( b3 n3 R
| | ├──HJM Model
# f5 t. c* g+ g8 g) }1 e1 J1 A| | ├──HJMProjectImplementation
% a% x8 d$ x+ U. I3 l+ x0 f7 v ^| | ├──Cointegration (MATLAB).zip 9.94M
( y' t& c) ~' K2 j2 e| | ├──CointegrationResultMain.xlsx 227.70kb \& Q3 t% n" P& j# O2 m( \
| | ├──HJM (MATLAB).zip 10.27M
9 e( y# M6 u' N3 i) B| | ├──HJMMCSProjectMain.m 22.40kb, O) R" |) \) Z( E) f" v0 `
| | ├──Implementing HJM Model by Monte Carlo Simulation.pdf 1.99M% h2 R" Y% f1 S. t: H8 e* @
| | ├──Readme.txt 1.68kb, F9 T1 J. Y* }- ^, `4 N( M4 P
| | └──UncertainVolatilityAndStaticHedging.pdf 333.10kb
' u% L) }/ d( @" n| ├──CQF 普通话辅导课 Mandarin Tutorial Workshop En Ch EV Ecn ) S: n2 n* U7 k$ _7 U( |1 x6 i) U
| | ├──CQF_2021_Jan_Mandarin_Module01_SD_CQF_2021.mp4 453.70M
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| | ├──CQF_2021_Jan_Mandarin_Module3_Part04_SD_CQF_2021.mp4 87.24M: L( F' H/ M' }
| | ├──CQF_2021_Jan_Mandarin_Module3_Part05_SD_CQF_2021.mp4 113.85M
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| | ├──CQF_2021_Jan_Mandarin_Module4_Workshop_Part04_SD_CQF_2021.mp4 105.72M& y& o4 I6 b0 I0 E$ d
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| | ├──CQF_2021_Jan_Mandarin_Module4_Workshop_Part06_SD_CQF_2021.mp4 90.68M0 U5 n& I q9 ?3 ]
| | ├──CQF_2021_Jan_Mandarin_Module_2_Workshop_SD_CQF_2021.mp4 488.79M
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| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part02_SD_CQF_2021.mp4 82.30M! ?, {; E& x* I6 J8 G! X0 q9 e+ F. K
| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part03_SD_CQF_2021.mp4 85.82M1 a# G/ f3 ?+ j4 N& x1 }( l
| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part04_SD_CQF_2021.mp4 72.04M
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| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part06_SD_CQF_2021.mp4 86.36M# f$ G0 q9 T7 i/ ?4 {9 @; t
| | └──CQF_Mandarin_Module4_Workshop_Part03_SD_CQF_2021.mp4 88.39M; _! d6 Z; i, l' S: d1 e
| ├──课程版本二 5 R7 u9 m$ Q& W' G1 f3 ~
| | ├──M1
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| └──课程版本一（推荐） 9 z6 c* g) J' l' X" @. W. H
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| | └──课程讲义
q4 q/ n0 x% `: ^0 i6 L0 ?├──高级选修课
) _8 K6 f9 I) P1 \7 K| ├──CQF 2021 高级选修课 Advanced Electives Algorithm and High Frequency Trading En Ch EV Ecn - B& d5 ?3 c6 V Q" o q- k }7 @- \
| | ├──CQF_Alumni_Forecasting_by_Using_Option_Prices_Additional_Notes & y; O$ [9 K& f3 x) `+ m
| | ├──CQF_Alumni_NAG_and_Excel_for_Math_Finance
0 Z, @* q3 A0 [. |: C6 T- b& t| | ├──CQF_Alumni_R_for_Finance_Patrick_Burns 3 x( b7 ]' A) q8 }& Z) _. f: Q
| | ├──CQF_January_2012_Cointegration_Modelling_Long_Term_Relationships_Excel 4 D1 l' b( M" z! }4 F/ c9 I2 [
| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_01_En.mp4 77.46M
! u& S- b2 p1 T% U7 W! M+ Z| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_02_En.mp4 63.86M# ~6 v+ b ]9 W3 P$ ]% k5 g ~
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_01_En.mp4 49.34M
/ }" G7 W- { x$ ^' |& e( d% Y| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_02_En.mp4 61.18M a' {' Q2 c' `8 J% U
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_03_En.mp4 61.81M. m7 m( N5 t" {! p8 }) f" a, K
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_03_Unicom_Day_01_Richard_Peterson_Part_01_En.mp4 114.68M
& U- p) P3 D% w l7 q6 Y# O| | ├──CQF_Alumni_Behavioural_Finance_Workshop_03_Unicom_Day_01_Richard_Peterson_Part_02_En.mp4 112.39M5 S6 e1 v4 v$ Z) H9 D6 _9 Z
| | ├──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_01_En.mp4 67.53M9 E2 F$ Z" `* w; o6 K4 t" v- u+ y
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| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_06_En.mp4 81.83M* h7 y0 ?4 I# ]% c8 l/ q
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| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_09_En.mp4 107.50M# \! ?- N1 i! t$ [6 {/ Q" ^7 p$ M. J
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_10_En.mp4 110.09M/ J, w: d3 f) j$ v, }& _$ F
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| ├──CQF 2021 高级选修课 Advanced Electives Trading Strategie and Portfolio Management En Ch EV Ecn 8 j0 b7 M8 a$ G i+ H
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| | ├──CQF_Alumni_You_Can_AI_Like_an_Expert_Part01_En_Ch.mp4 32.87M
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├──课本
! @ s1 t( o$ m# @1 _! j6 @| ├──1. Python_for_Finance__Mastering_Data－Driven_Finance_(1).pdf 24.57M
/ ~- {" e+ [8 x* @0 l- Q% M| ├──10. paul wilmott introduces quantitative finance.pdf 5.51M
/ E( D8 \+ ~$ k3 s: d| ├──11. Machine Learning.pdf 18.57M2 \3 I, P7 c4 B( E! h
| ├──2. Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor 2005.pdf 3.02M# B$ v6 c5 i( Z/ r+ j
| ├──3. 4. 5. Paul Wilmott on Quantitative Finance Vol 1-3, 2nd Ed.pdf 22.30M! `% G. Q5 n. z) b
| ├──6. （The_Wiley_Finance_Series）_Jon_Gregory－The_xVA_Challenge__Counterparty_Credit_Risk，_Funding，_Collateral，_and_Capital－Wiley_（2015）.pdf 14.24M
' R* n' F" E! i| ├──7. frequently asked questions in quantitative finance 2nd edition.pdf 3.50M' |2 V1 n! B; o0 M6 F
| ├──8.Jackel- Monte-Carlo Methods In Finance帝国理工.pdf 24.05M
3 F! V" j- R& ~# t d| └──9. Derivatives_Models_on_Models.pdf 4.81M1 S8 h! P: s) r& \' I% a
└──前导课 ; u ?" o9 j( e9 v) b+ G! B
| ├──Finance Primer
n6 J+ B5 M) || | ├──Finance Primer 4.mp4 234.31M
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| ├──labs
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| | ├──CQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_En Ch_CQF_2021.mp4 650.36M
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8 P# v4 T0 c+ I5 a| | ├──CQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_CQF_2021.mp4 596.13M
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| | ├──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_10_Introduction_to_Linear_and_Multivariate_Regression_HD_En_CQF_2021.mp4 1.54G# A0 X {& H F( r8 t: a% P
| | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_CQF_2021.mp4 640.11M
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| | ├──CQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_CQF_2021.mp4 491.52M8 [$ v( W% T5 v5 a$ x
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| | ├──CQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_En_CQF_2021.mp4 1.84G. p' Y( Y4 W4 p; D
| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_CQF_2021.mp4 381.65M0 j8 { r% x( w* Z" A
| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En Ch_CQF_2021.mp4 1.24G
0 w& L7 ^" o' l& |$ ~: R| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En_CQF_2021.mp4 1.60G
- t' C; n2 j. @" I+ _. E1 `5 V [| | ├──CQF_Python_Lab_16_Reinforcement_Learning_HD_CQF_2021.mp4 328.83M4 |3 E9 H* ^) K$ G4 a: c+ p
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| | ├──CQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_En Ch_CQF_2021.mp4 1.51G
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| | ├──CQF_Python_Lab_19_Fixed_Income_II_HD_CQF_2021.mp4 376.98M- E, z5 A# Z. }$ b" P# ]7 F
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3 R$ k/ j$ E8 {* Y" Z* z| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_CQF_2021.mp4 382.44M
3 V5 P v0 D6 h& P% K8 e- Y| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_En Ch_CQF_2021.mp4 1.02G0 c$ s3 e+ ]' S8 ~0 l+ c7 j0 l
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1 [: C- N6 H+ c. e, V2 y9 J| | ├──CQF_Python_Lab_21_Credit_Lab_II_HD_En Ch_CQF_2021.mp4 1.46G0 @' T5 m2 \ O$ F# O
| | └──CQF_Python_Lab_21_Credit_Lab_II_HD_En_CQF_2021.mp4 1.68G& [2 H+ W/ \0 [
| ├──Math Primer
9 K4 y2 @5 A- d7 |* }1 H| | ├──Calculus.mp4 282.78M
* L Z. l$ g1 ^6 S| | ├──differential equation.mp4 282.03M
. ?2 b+ A$ L# h- K# d| | ├──Linear Algebra.mp4 275.79M
( H7 c5 h% ?" M n; W) v| | └──Probability.mp4 232.63M5 y, t# Z7 s9 E: W! Q* O
| ├──Python Primer
3 g+ T( G3 n6 P| | ├──python primer 1.mp4 333.93M ~: \- a. s( S/ m
| | ├──python primer 2.mp4 310.56M
; C/ b5 r9 k( [4 @1 _. P| | ├──python primer 3.mp4 309.17M- H* V4 E }) e" ~& z' L6 q$ |& x0 t v5 P
| | ├──Python Primer 4.mp4 351.60M4 r+ N$ Q9 R" y& |2 H
| | └──Python Primer 5.mp4 312.41M! q7 f% ]* {, `6 H- N$ p
| ├──Python代码 # X0 J o) Z# L8 z6 L4 }( n: f3 g$ s
| | ├──1. Introduction to Financial Time Series.zip 512.94kb
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* q4 @+ ?& P5 s3 K5 S4 `| | ├──11. Gradient Boosting for Price Prediction.zip 939.07kb
* @, ~7 d8 q9 Y0 t# ^/ N: V| | ├──12. K-Means Clustering & Self Organising Maps (4).zip 840.75kb6 }; O0 s/ l. C$ C# N
| | ├──13. Application of Neural Networks using TensorFlow & Keras (1).zip 485.84kb+ j) [. s) A& z3 O# j( k
| | ├──14. Reinforcement Learning.zip 412.54kb
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. B" M0 a% P3 H @+ O| | ├──16. Intensity Models.zip 1.46M! }8 L, I8 F- `5 F6 L
| | ├──17. CDS Pricing.zip 2.25M
! \( D: k) Y, d7 u$ w| | ├──2. Binomial Trees in Option Pricing.zip 1.41M
5 L* p4 L/ Z3 l| | ├──3. Portfolio Optimisation.zip 1.20M$ f$ V$ [) s- k# M+ b4 a2 z
| | ├──4. Value ar Risk & GARCH.zip 802.23kb& y/ V, q: C ]& \! \* I
| | ├──5. Black Scholes Option Pricing.zip 355.80kb
5 p2 Y- q& c/ b- d| | ├──6. Monte Carlo Simulation.zip 1.08M7 ^9 L3 T( f" p0 u7 E0 F# g& g0 Y
| | ├──7. Finite Difference Methods.zip 297.56kb8 ~6 w4 {4 \6 F& `
| | ├──8. Implied Volatility.zip 281.95kb/ F8 g( s( L; G/ S: U" Y5 S
| | ├──9. Introduction to Machine Learning using Sicikit-learn.zip 837.69kb
- P4 H1 d% p$ I6 ^" c| | └──前导课代码.rar 19.90M
, y& f7 V- F) J4 p) K- A# X# D| ├──金融前导课讲义
5 r/ v* \% k; b- ^5 B( Q| | ├──CQF Pre-course (TVM, FI, MMS, Swap, Der) 20201122.pdf 49.67M7 ]+ Z% Y7 @2 l
| | └──CQF_Pre_Fin.pdf 2.65M
* i6 ]# e0 z% || └──数学前导讲义 # V0 {- \5 C( p) f; i
| | ├──Calculus.pdf 714.03kb
2 i6 v2 H: t$ E7 j$ {- x| | ├──CQF_Maths_Primer_Probability.pdf 1.58M0 j- r+ r8 z# C
| | ├──Differential Equations.pdf 541.87kb
O3 E0 Q' V" l: G| | └──Introduction_to_Linear_Algebra.pdf 497.20kb2 L2 a& W( H1 }% @
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发表于 2024-7-20 13:39:59
