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国际量化金融分析师CQF21
- K' C. ] c c% s. S% V├──CQF 高级进阶课 Advanced Course # B0 H9 V2 L. ~ u1 _
| ├──Advanced Volatility Modelling
2 t2 h% L4 J7 F G| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M& |! U5 a% G% z( M2 J
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Blank.pdf 1.15M8 {2 i* m4 h" A. X! x' a" v
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb; S8 Y! l* G0 T9 V- R5 w0 i% Y/ u
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Whiteboard.pdf 2.54M3 e X0 L/ F$ H$ g- u- b
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.flv 172.22M( n& i4 L* E3 w4 y
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part02.flv 174.20M8 C# }9 q/ u5 J- f2 ?4 x% B# q
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.flv 161.81M
, ]5 M: K! |3 w' K; c0 w! a| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.flv 164.88M
# S: i( ^- F; ~2 m/ X1 ?| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.flv 163.05M" O* s d! F: p: D7 v) i/ H
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.flv 160.12M
0 {: D V/ O ^4 ` r$ n& e: G| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part07.flv 160.25M
" l; u9 H5 k `* P| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part08.flv 155.85M3 E" N6 f" B( y+ U8 ^
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.flv 169.35M" d2 ] V/ |2 U2 O; R. I# _
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part10.flv 160.19M8 Z. i! A& E0 U2 B3 O$ S' z, Z) k
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.flv 176.93M
9 @2 K! G) o4 R' c6 g| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.flv 177.38M
1 \7 v/ w. d7 e% L K8 X| ├──Asian Options 9 B& @) z; y3 O$ J. M2 s
| | ├──CQF_Alumni_Asian_Options_Annotated.pdf 413.90kb- r( C! [; u3 `5 g/ o4 ]/ a6 {
| | ├──CQF_Alumni_Asian_Options_Blank.pdf 413.89kb# D' S% a9 L* V4 k/ X/ w7 L/ H
| | └──CQF_Alumni_HB_Asian_Options.flv 40.13M0 x: ]& H4 a9 H
| ├──Barrier Options - l# N$ p/ y5 ]4 q8 l; P
| | ├──CQF_Alumni_Barrier_Options_Annotated.pdf 461.61kb
( e F R1 A) y, @ M| | ├──CQF_Alumni_Barrier_Options_Blank.pdf 385.10kb
+ S2 q: b2 m! P| | ├──CQF_Alumni_HB_Barrier_Options_Part01.flv 131.47M" Y; C- @" Q- L4 K
| | └──CQF_Alumni_HB_Barrier_Options_Part02.flv 72.26M
& |1 u7 m: j9 A& n. F4 X| ├──Behavioural Models and Sentiment Analysis Applied to Finance * X! n+ T8 |7 p3 r: n! x: S
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Conference_Programme.pdf 1.29M& A5 ?! T. @( h% X$ O0 W
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Dan_diBartolomeo_Blank.pdf 438.18kb! r! Q" j$ v/ ]$ t! u5 S
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gautam_Mitra_Blank.pdf 2.17M0 O7 a# S( i% Q( J; R: v
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Giles_Arnaud_Fraunhofer_Blank.pdf 6.64M8 Q+ ^ ]" S4 R2 H
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Greg_Davies_Blank.pdf 715.12kb7 V; P( u/ L% k7 H6 P+ D2 Y& B' `2 n
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gurvinder_Brar_Blank.pdf 933.66kb
7 v: W! U1 G$ c p! N: Q( s| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Marco_Dion_Blank.pdf 626.25kb9 T. T4 r$ h6 `+ @8 U
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Peter_Hafez_Raven_Blank.pdf 1.57M
" C" S1 L: J9 G; l5 |1 g| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Richard_Peterson_Blank.pdf 6.18M) }! I* i: q2 {" p5 C0 ^# T
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Rochester_Cahan_Blank.pdf 1.20M
5 u0 o; K& a3 X8 Y1 o| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank01.pdf 3.92M" x; e1 o1 L- N6 f
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank02.pdf 4.98M) A" T% S+ p* k$ n: Z# p
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Xiang_Yu_Blank.pdf 2.21M
' z+ O4 B+ j% f8 G, ?| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part01.flv 29.04M" d( m$ K9 N1 k9 s* j4 s7 e& O3 \
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part02.flv 193.02M
- a6 u5 p8 x# P/ r& M. q: G, L) Z| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part03.flv 123.03M
9 p1 O Y- E r, ^| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part04.flv 233.35M0 D! |( {# Y/ v5 }
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part05.flv 85.17M0 K D! ^, } _" P: z
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part06.flv 175.16M; q1 W3 T; r0 ~0 W5 `5 n
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part07.flv 172.65M
! Q) ^; H# t/ h) n3 k| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part08.flv 190.21M. ^2 c5 y/ Q* h
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part09.flv 149.86M
5 m* ?* Z, n% U3 ~+ L- _| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part10.flv 147.20M# @; I% b# u! P6 j( ?' {( w& g
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part11.flv 131.79M& F" f6 Q7 v% M: n# @
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part12.flv 129.47M/ a: a3 [1 ?( {; L. l: P+ T9 }: ?
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part13.flv 166.45M5 l; ?& V; b# I$ l6 Y, T
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part14.flv 201.70M
" D" W- b: z5 W. a, }7 }| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part15.flv 128.91M' P! g% n% x' ~: L% V
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part16.flv 173.64M6 z. F8 n o, Y; @
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part17.flv 205.57M9 u. E! o) |* l
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part18.flv 175.48M
" @% D& [" c4 f4 @| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part19.flv 170.68M+ a! o% e* A1 A8 S5 q
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part20.flv 116.10M- s' z" x) [& z' O
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part21.flv 184.79M0 e6 d$ @8 ]5 c0 c; I5 w% p( ]
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part22.flv 150.48M
" B2 T7 K/ i$ |- @4 P| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part23.flv 157.35M
) d' `. x$ I* F) a| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part24.flv 134.31M
0 b' J- Y; L( n- e. c7 Z& t1 _| | └──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part25.flv 117.99M% {* \! v2 t, r. V1 J3 Z/ p
| ├──Capital Structure 9 r" E" P& S- i" Q, i: i O
| | ├──CQF_Masterclass_Capital_Structure.ppa 7.18M0 S- e* f7 ] ?, l# L0 f7 X/ n3 q
| | ├──CQF_Masterclass_Capital_Structure_Lufthansa_Case_Study.ppa 649.50kb, C, l- ~8 z$ \2 B$ n; p
| | ├──CQF_Masterclass_HB_Capital_Structure_Lufthansa_Case_Study.flv 116.09M$ J+ A3 S! E: X% t3 n% K
| | ├──CQF_Masterclass_HB_Capital_Structure_Part01.flv 97.87M
; G, B+ L: ]% z( w6 K, a t, Z' W| | ├──CQF_Masterclass_HB_Capital_Structure_Part02.flv 286.78M
& n1 K! O, N5 n9 |1 q% L" o| | ├──CQF_Masterclass_HB_Capital_Structure_Part03.flv 167.55M
8 d2 v+ e+ \1 @6 M| | ├──CQF_Masterclass_HB_Capital_Structure_Part04_PartB.flv 188.40M6 D7 A* Y- Z- P% P( I$ e
| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartA.flv 222.93M
/ m5 @. ?4 Q' A. Y# O2 ~- O| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartB.flv 157.04M+ I; _9 H0 @& u T
| | ├──CQF_Masterclass_HB_Capital_Structure_Part06.flv 184.91M
( N$ G6 E" l: `2 Y4 _: f| | ├──CQF_Masterclass_HB_Capital_Structure_Part07.flv 95.85M# L0 H: ^9 U* _! ?0 }) Y
| | ├──CQF_Masterclass_HB_Capital_Structure_Part08.flv 281.34M
: W# L" ~: N/ C: r$ x| | ├──CQF_Masterclass_HB_Capital_Structure_Part09.flv 75.42M
& _9 y) y1 r3 Y! u* b& v| | └──CQF_Masterclass_HB_Capital_Structure_Part10.flv 180.36M
4 ] V; M$ |9 |% f, T| ├──Equity Portfolio Risk Management $ C2 [# r: {7 J
| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M
3 f' B, f4 { T6 }; _| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M! ?) p1 Y7 D7 c6 u6 T% M# y* ~8 D
| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M
; b# l' c) m$ e% m- ^6 a| ├──Finite Difference Model , e& e1 E* l& k* a
| | ├──CQF_Alumni_Finite_Difference_Model_Annotated.pdf 431.16kb6 |# Q3 a/ y3 h# u: C
| | ├──CQF_Alumni_Finite_Difference_Model_Blank.pdf 407.96kb
( U2 h: |! D) p0 W, U' @| | ├──CQF_Alumni_Finite_Difference_Model_Excel.zip 1.15M
4 l% \: t$ S1 ~8 f6 h% L$ Y+ b| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part01.flv 97.33M. U# S% Z' {; e/ {3 n Z
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part02.flv 150.94M( Q1 a5 e1 f$ H
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part03.flv 142.83M
% ^) X6 x! C2 `% h0 I| | └──CQF_Alumni_HB_Finite_Difference_Model_Part04.flv 147.94M
2 d' ^* H" E8 M+ S5 b5 C7 Q% x| ├──Intraday High Frequency Trading : U* L( O: X1 w' ?1 u4 L1 W
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part01.flv 172.32M
. O, s: g* ^* a+ n| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part02.flv 155.57M7 C9 K' ~) O$ U6 V
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part03.flv 177.87M
+ f7 D: _7 V7 K& ^4 e- H6 ^+ E| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part04.flv 236.52M+ ~1 h% y2 Z6 F* c$ X; ? R
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part05.flv 203.34M; L' T+ S$ d. @5 b
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part06.flv 165.01M# @2 T- i& K$ A4 d
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part07.flv 176.62M
r8 J% v& j3 k8 T. P( Q| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part08.flv 183.91M# u2 ^. W9 M9 q" k: I+ u' ^; |5 ]
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part09.flv 185.63M% s: m N9 N! _ B
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part10.flv 197.03M/ N3 z$ ]2 v7 Z9 H! S/ S
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part11.flv 145.16M" G; \ G) t7 \8 |
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part12.flv 149.64M
! v* q1 U6 F# H) m. d' s" J| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Annotated.pdf 20.61M
# _. l; S! V" o3 V1 R+ W/ N| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Blank.pdf 5.19M
. T# G' ~" G0 l8 ~| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Materials.zip 1.35kb0 i9 b2 ?0 @8 r" f2 H
| | └──CQF_Masterclass_HB_Capital_Structure_Part11.flv 18.40M
c8 P# q2 j6 E7 `9 k* c; g' L2 c| ├──Lookback Options
6 U' X, }6 \9 t2 Z2 o| | ├──CQF_Alumni_HB_Lookback_Options.flv 28.25M9 A" P9 V$ K3 |# P0 L5 i. c
| | ├──CQF_Alumni_Lookback_Options_Annotated.pdf 201.00kb
: ?$ J6 \. L7 V1 b" g| | └──CQF_Alumni_Lookback_Options_Blank.pdf 366.67kb7 O2 v2 Z) @: t9 `. R8 b7 M. A) B
| ├──Market Microstructure Liquidity and Trading
; S) V% A2 O5 b/ e) m+ {7 g| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part01.flv 182.65M* S6 D7 c' i: c9 Z- e" X
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part02.flv 209.49M$ W9 P0 L5 Q4 N7 P' g
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part03.flv 136.42M
O) {3 S! U; D; \6 x, E8 z* F| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part04.flv 136.91M
: X; g* \7 j/ ^' b( o9 k| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part05.flv 143.32M7 U: Y& v g# v6 K V6 L% m8 `
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part06.flv 130.88M5 _, i% {. c" ~& O3 L, ~1 q
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part07.flv 114.51M
9 X: z9 a3 a/ c' Y| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part08.flv 155.20M3 _$ E0 M$ l4 y0 B+ L& i
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part09.flv 143.22M0 K$ R% j- @/ E3 B
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part10.flv 219.18M. T4 n9 d- U6 E) J
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part11.flv 201.18M! [7 E% l% c$ R0 w6 w
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part12.flv 128.47M
* Y5 J2 `1 Y8 [ [. B| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part13.flv 145.48M" ^% l! }( j! n8 y
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part14.flv 123.03M
1 e: D. Y0 R* O* [: _| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part15.flv 201.70M
: x' Z1 T( h/ Z8 d* y$ P4 g| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part16.flv 210.25M* {2 B0 o; [. N5 k+ B6 j
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part17.flv 200.00M8 v) X; n) K. ~, ?6 W2 I
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part18.flv 178.56M
& M0 K, j+ A( G' w3 k| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part19.flv 183.12M7 P% {) Z+ T5 C7 ]0 F
| | └──CQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Optirisk_Notes.zip 9.64M: o1 ]5 _; q, l# \( @/ R# v0 Z2 g
| ├──Mult-asset Options
]8 t4 H* N: W+ r: F$ U. T" u| | ├──CQF_Alumni_HB_Multi_Asset_Options.flv 133.75M
0 k; H( }, }$ _| | ├──CQF_Alumni_Multi_Asset_Options_Annotated.pdf 422.72kb
|% Q* y% ^4 ? G) t| | └──CQF_Alumni_Multi_Asset_Options_Blank.pdf 395.24kb1 k* u: b- j0 N! N7 i* `) G8 F* C
| ├──Strongly Path Dependent Options
) c5 s" v( B( n6 d% c| | ├──CQF_Alumni_HB_Strongly_Path_Dependent_Options.flv 189.55M, x/ V# w& s- c) m; W( O9 j
| | ├──CQF_Alumni_Strongly_Path_Dependent_Options_Annotated.pdf 508.76kb
9 X. g! E( F! U/ D. E! t( ~+ V: ~| | └──CQF_Alumni_Strongly_Path_Dependent_Options_Blank.pdf 398.33kb
- Y+ z' i! R$ F. A; L4 z| └──Volatility Options
9 u# m/ G! M/ [8 _| | ├──CQF_Masterclass_Exotic_Options_Annotated.pdf 3.07M
: `1 |, O# J$ M( h3 x| | ├──CQF_Masterclass_Exotic_Options_Blank.pdf 202.57kb
1 d" F% Z; @% K( X6 l| | ├──CQF_Masterclass_Exotic_Options_Supporting_Documents.zip 1.41M' D+ t1 G) i% t! g0 |
| | ├──CQF_Masterclass_Exotic_Options_Whiteboard.pdf 1.13M& q0 ]. g7 ]' v# G
| | └──CQF_Masterclass_HB_Exotic_Options.flv 210.93M; U6 K% u$ L9 L5 d- O% `
├──CQF 交易策略Trading Strategies
Y. [2 l# O) T4 \/ X/ r0 a| ├──A Market Impact Model that Works - Dan di Bartolomeo , p) p; T3 D! V8 |( A$ H# p+ _
| | └──CQF_Alumni_HB_A_Market_Impact_Model_that_Works.mp4 43.14M
+ d2 D! e* ~* r/ z, [| ├──A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth - William Ziemba 0 l5 h9 x( p; G" P5 K
| | ├──CQF_Alumni_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Blank.pdf 1.97M
3 y0 ]1 i y1 o/ r6 d5 q2 W| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part01.flv 183.83M5 U3 S! a% W8 K
| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part02.flv 137.82M
# s+ V: v' d, V; T! Q+ J8 c| | └──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part03.flv 116.11M0 O% F ~5 P' w) j& J* }0 l
| ├──Advanced Portfolio Management - Seb Lleo & @1 B7 m- J3 U" ^* a9 U
| | ├──CQF_Elective_Advanced_Portfolio_Management_Annotated.pdf 15.72M- V5 o) o& {5 |2 q
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part01.mp4 37.38M) P( w) a# n; W2 f$ G
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part06.mp4 39.34M! a2 A, ~5 l( K, {# e
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part07.mp4 36.01M5 j8 h! V y$ B2 f
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part08.mp4 37.59M
6 S9 o' l P% r/ r7 `| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part09.mp4 35.63M
" f4 e1 E F# r: L5 }| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part11.mp4 26.47M8 l) E6 W9 Q9 D& m6 {9 p% [
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part12.mp4 33.18M
. Z C9 n1 B" f5 S% J4 U, M# R| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part13.mp4 32.92M
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| | └──CQF_Elective_HB_Advanced_Portfolio_Management_Part15.mp4 31.17M
/ w6 Q( \5 ~* ]; E2 C( ]| ├──Advanced Volatility Modeling - Riaz Ahmad
0 V/ P* t' { C% R+ a$ I$ q| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M0 n# V8 M3 u# S9 h2 o. ]6 Q
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb
3 z: Y$ E! w+ [| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.mp4 30.18M2 u7 o" R' m+ Z3 j5 x! J0 T
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.mp4 28.18M' {0 u& I3 }& I
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.mp4 28.75M
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& g) G: w1 }& u# f# K' R| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part08.mp4 26.39M
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| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.mp4 30.27M( e! E+ P( l' z) x+ t( r) o: D5 n5 D
| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.mp4 29.98M
( X; h9 n* ^4 h1 l| ├──Alternative Data for Investors – Saeed Amen 5 Y+ Q+ a# s7 [
| | └──Alternative-Data-for-Investors.pdf 1.47M8 r1 U# }+ K" Y. ]3 W. w7 y! y% q
| ├──Asset Liability Models That are Useful in Practice - William Ziemba
! c: w& C9 w% ]9 I6 A| | └──Asset_Liability_Models_That_are_Useful_in_Practice.pdf 3.48M3 t. v' D( `& ^) ^* c
| ├──Average and Superior Hedge Fund Evaluation-Bill Ziemba
; h/ K, |3 F$ H4 i* Q; e/ E, T| | └──CQF_Alumni_Average_and_Superior_Hedge_Fund_Evaluation_Annotated.pdf 11.31M* v0 Z: l6 t$ w5 m% f
| ├──Cointegration and Statistical Arbitrage - Richard Diamond
: P$ c! j+ g) f! u| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Additional_Files.zip 899.18kb
# [. i4 a& W, `| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Annotated.pdf 2.57M9 r6 Y& e* r' @
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Excel.zip 3.23M) }3 V: ?& b K% e& m0 s' h* ^
| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part01.mp4 27.48M& b7 i+ B% N4 V6 D1 j
| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part02.mp4 28.49M% ^+ t' S) d7 q8 u. a8 l
| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part03.mp4 34.18M( q" V4 g, b g/ B
| | └──CQF_Alumni_LB_CoIntegration_and_Statistical_Arbitrage_Part04.mp4 39.62M! _/ F: ] }7 `$ h: P7 A4 s! g
| ├──Correlation Sensitivity and State Dependence - Paul Wilmott and SiYi Zhou 9 g6 b! Z9 m7 f& ~& k6 o
| | ├──CDO_class.xls 98.50kb
; o3 b2 O( L% ?, m: R; k9 m| | ├──CDO_plot.xls 76.50kb
1 h5 {' |3 h- s| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated01.pdf 1.31M
9 V+ k" O8 a k2 ~| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated02.pdf 2.11M
$ ^% d6 Z) {+ c! \| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part01.mp4 27.71M+ S+ }& r+ D# _# B& {9 [3 w) C5 [
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part02.mp4 26.25M. D2 m/ s2 G6 e
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part03.mp4 30.88M
! _" }" P- m, A, V| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part04.mp4 33.41M v) y- B# L. a+ E0 V* Q
| | └──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part05.mp4 33.79M
) Z+ K$ o2 p3 \2 t& Y# u$ v* }| ├──Covariance Complexity and Rates of Return on Assets – Leonard McClean , Q. ~3 B: m$ U6 K7 {0 T, E. J8 w4 U
| | ├──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part01_HD.mp4 149.83M
6 L9 H. H# x; v" O3 k9 W3 ^" d| | └──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part02_HD.mp4 144.69M
/ t: ]5 `+ @% x+ s$ S| ├──CQF Finance Primer - Capital Markets in Fundamentals 8 O! K0 g" r/ i8 I. _8 O
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part01_HB.mp4 22.69M
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| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part04_HB.mp4 27.92M
- T: }; Y; L" F| | └──CQF_Alumni_Capital_Markets_Fundamentals_Part05_HB.mp4 14.04M
/ k$ M! E3 g) a, ^5 _| ├──CQF Finance Primer - Introduction to Bonds
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| ├──CQF Finance Primer - Introduction to Commodities 2 u1 z, W, q6 ^4 A j' K( h8 V7 E8 W
| | └──CQF_Alumni_Introduction_to_Commodities_HB.flv 205.80M
- D1 H5 A! S1 [| ├──CQF Finance Primer - Introduction to Derivatives ( @2 ~3 Q, Z0 C' z4 p
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part01_HB.mp4 8.06M
T0 @ {" X Y| | ├──CQF_Alumni_Introduction_to_Derivatives_Part04_HB.mp4 8.18M+ J! L/ c- j7 R
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part05_HB.mp4 5.03M
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2 C9 V9 x9 c: x3 a/ c% D" z| ├──CQF Finance Primer - Introduction to Equities
7 A# t( o" U3 u$ j: U/ p| | ├──CQF_Alumni_Introduction_to_Derivatives_Part03_HB.mp4 8.17M
: J! b. g9 Y* P1 P* W| | ├──CQF_Alumni_Introduction_to_Equities_Part01_HB.mp4 12.15M
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| | ├──CQF_Alumni_Introduction_to_Equities_Part04_HB.mp4 13.66M7 [& [ z L, j# X( j. ]
| | ├──CQF_Alumni_Introduction_to_Equities_Part05_HB.mp4 11.70M
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| ├──CQF Finance Primer - Introduction to FX
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| ├──CQF Finance Primer - Introduction to Money Markets
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7 E v% P8 z( K) Y |5 s1 }| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part02_HB.mp4 13.51M
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| ├──CQF Finance Primer - Macro Economics
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| | ├──CQF_Alumni_Macro_Economics_Part02_HB.mp4 22.82M5 n1 n- h1 L+ ?/ J) T( X( o
| | ├──CQF_Alumni_Macro_Economics_Part03_HB.mp4 22.50M
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| ├──Discrete Hedging and Transaction Costs - Paul Wilmott * J! g9 \ h9 Z% q
| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Annotated.pdf 6.56M6 j* e& c6 O. [! Z2 D. T
| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Excel.xls 155.00kb
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| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part02.mp4 26.41M- b! M8 Q: b1 x2 ~& D
| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part03.mp4 31.43M8 c! l0 O3 \8 h0 J9 n" B+ k+ S
| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part04.mp4 33.16M
9 k, x/ W2 o) ^/ [| | └──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part05.mp4 31.04M& m, W4 K1 L7 E! |
| ├──Equity Portfolio Risk Management - Jason MacQueen 8 G L N4 S# C; h
| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M/ F9 x% y! j/ J9 F* I/ I
| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M
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| ├──Financial Modelling using Garch Processes - Kyriakos Chourdakis
0 _2 p) X9 j* _: i/ Z8 {, X, F| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Annotated.pdf 2.75M' q1 g, a# z) q$ p/ _5 e
| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Excel.zip 1.60M
/ Q# N% [8 \, G& ]9 P1 `| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part01.flv 153.38M
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8 B- u* l% p: L. V' U$ g; \| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part03.flv 141.22M1 c1 H1 g( X e) A% b/ L) d5 n
| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part04.flv 240.74M
; b; ]4 |0 Z7 \| | └──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part05.flv 214.54M
/ x8 g$ T) \0 W4 h: A/ P| ├──Frankenstein's Model or the Perfect Union - Richard Young & Jason MacQueen
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| | ├──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part01.flv 108.18M
* O- u6 D! @2 ~+ ]7 B/ U| | └──CQF_Alumni_HB_Frankensteins_Model_or_the_Perfect_Union_Part02.flv 124.94M
& X3 W% O H; P) r2 f| ├──Fundamentals of Optimization and Application to Portfolio Selection - Seb Lleo + U3 [8 A# ~6 F
| | └──Fundamentals_of_Optimization_and_Portlfolio_Selection_annotated.pdf 9.03M
, [0 U; f! w8 \6 |" R| ├──ICA and Hedge Fund Returns - Andrew Robinson
* i3 J( G% Q$ i, _& L2 m' o| | └──CQF_Alumni_LB_ICA_and_Hedge_Fund_Returns_Part01.flv 98.80M; L9 {+ O8 W" g4 [7 D% o' h1 C1 |
| ├──Investment Lessons from Gambling and Blackjack - Paul Wilmott
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| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part02.flv 127.10M1 S6 T! @# A7 _- g& Y+ `% a9 v
| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part03.flv 99.90M* ^2 a( \+ \. x* [* P, L
| | └──CQF_Alumni_Investment_Lessons_from_Gambling_and_Blackjack_Annotated.pdf 1.12M6 r, {0 a! `' R! \
| ├──Life of a Trader - Ed Talisse
' E( H: j* L7 O' N' L7 w! i# N| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part01.flv 180.59M
& y, p0 ]' P; S8 ]/ `- k/ A3 i! z| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part02.flv 189.54M1 w' W6 C3 d. N' Y
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part03.flv 205.61M
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7 F" Z. q! M$ \$ ?# O0 t! ?| | ├──CQF_Alumni_Life_of_a_Trader_Annotated.pdf 371.23kb* S# N' Y: g" J% u
| | └──CQF_Alumni_Life_of_a_Trader_Blank.pdf 266.28kb0 p, t( K6 k7 S
| ├──Navigating Stock Market Crashes – Bill Ziemba 0 y k$ m6 Y- v; p' b
| | ├──CQF_Alumni_Nativating_Stock_Market_Crashes.pdf 17.64M3 x! r( y2 T- ` y) {# S
| | ├──CQF_Bill_Ziemba_Part01_HD.mp4 237.31M
' P8 S; G! |( P" q5 H| | ├──CQF_Bill_Ziemba_Part02_HD.mp4 311.30M
2 c u* I4 T6 ^& C& M" Z' D| | └──CQF_Bill_Ziemba_Part04_HD.mp4 227.81M# B; ~! j C: W# \3 i8 v
| ├──Prediction of Stock Market Crashes, Entry Exits from Bubbles, Hedge Fund Disasters and their Prevention - Bill Ziemba ; |/ g/ q1 Q5 Q- K, v6 p
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part01.flv 233.09M) ^4 g8 u7 m6 P" ?
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part02.flv 211.88M; k& U" t/ k/ n3 O: q+ G5 [
| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part03.flv 143.68M: T$ t5 C: Y& f+ b% _) a% i# D
| | └──CQF_Alumni_Prediction_of_Stock_Market_Crashes.zip 10.27M
8 s* O% i2 ?5 G+ q8 N& n$ G/ c| ├──Quant Methods # o1 D( m% T1 K) N6 F5 U# k; @
| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Annotated.pdf 16.13M
, o ]7 L& z9 e& D| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Excel.zip 890.28kb2 B) l# t! E* E9 \( r
| | ├──CQF_Quant_Methods_HB_Day01_Part01.flv 175.86M
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| | ├──CQF_Quant_Methods_HB_Day01_Part04.flv 117.62M
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| | ├──CQF_Quant_Methods_HB_Day01_Part06.flv 121.76M
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| | ├──CQF_Quant_Methods_HB_Day01_Part09.flv 115.67M
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| | ├──CQF_Quant_Methods_HB_Day02_Part01.flv 133.47M
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| | ├──CQF_Quant_Methods_HB_Day02_Part03.flv 161.29M
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| | └──CQF_Quant_Methods_HB_Day02_Part07.flv 88.01M
7 Y& X4 b6 {" X1 f% t8 i O5 R| ├──Quantative Methods in the Financial Markets - Riaz Ahmad 4 ~! G- z5 w, V; R! E# y0 Y* F
| | ├──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_Part09.flv 140.62M. } l* C/ b! ?: k# M- ^
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0 C# m( z3 x6 o| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part11.flv 221.10M: N' E( W, x! R, m
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part12.flv 216.27M# p9 L& L7 ^7 y0 V0 I4 o
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part13.flv 100.79M3 p% e/ K; g3 y: K
| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part14.flv 201.22M% w7 ~7 Y# i# p8 b6 ~! x
| | └──CQF_Extra_Quantative_Methods_in_the_Financial_Markets_Annotated.pdf 15.37M
7 R/ s- F5 Q: S7 @/ G4 I! @# F5 h| ├──Quantifying Fissures in the US High Yield Market - Hari P. Krishnan ! N3 p! Y9 a* Q4 f/ b" L* M; p
| | └──CQF_Alumni_Quantifying_Fissures_in_the_US_High_Yield_Market_Annotated.pdf 2.19M
+ U4 A' z6 R5 T# ?; [# P| ├──Risk Management in Energy Derivatives (Hedging) - Iris Mack
8 f' }- e) ?$ G/ c I| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part01.flv 143.36M
6 y$ ?3 q; A$ j$ k- x9 | ?| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part02.flv 139.92M: H' U- e* g ^7 H6 G% ]! t+ @5 X% H
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part03.flv 125.43M# U3 P% k( o7 p5 ^$ o* m4 a
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part04.flv 164.45M
] a( V. b: _: j' ]2 v/ C$ D| | └──CQF_Risk_Management_in_Energy_Trading_Blank_Updated.pdf 2.73M
8 s" o1 H) M" m| ├──Speculation Using Energy Derivatives (Trading) - Iris Mack
; q9 Y7 G( w6 q1 R| | ├──CQF_June_2012_M6S8_Blank_Updated.pdf 2.42M
* Q& ~7 p3 `9 p: v8 P| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part01.flv 158.45M
) o% i t, {! y| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part02.flv 187.80M
0 A) m" `) a2 S6 r l; m| | └──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part03.flv 173.34M
% P9 L0 [. {; K- i( f| ├──Symmetric Downside Sharpe Ratio - William Ziemba
- m; D0 s8 Z c& j+ f9 l% E/ [% q| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part01.flv 178.35M
3 e y7 V8 j+ n7 f| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part02.flv 156.42M8 m, ~% s4 }6 x* A, z% B6 b, L
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part03.flv 116.05M" Q6 e0 C* ~0 w0 [$ q
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part04.flv 89.98M" b* X: q$ ]. \! E1 S8 [5 n
| | └──CQF_Alumni_Symmetric_Downside_Sharpe_Ratio_Annotated.pdf 1.87M
$ g$ P' d3 C4 l# f+ ]9 x4 ?3 t, C& z| ├──The Impact of Carry and Roll-Down on Macro Returns - Hari Krishnan
4 \* `1 L( {' E| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part01.flv 185.07M
& l: P: h8 O* B3 a" h- e& P' B| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part02.flv 169.56M
: P1 U2 g# D: h; N8 |# T& ?| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part03.flv 128.80M
5 J3 F y! V. m| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part04.flv 118.05M# e7 R+ N7 `$ f7 _
| | └──CQF_Alumni_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Annotated.pdf 1.05M
; ~8 E) e9 F; m' g2 T| ├──The Kelly Strategy for Investing - Risk and Reward – Leonard MacLean
. j- n7 @9 Q# ^$ k$ M# [; K/ y| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part01_HD.mp4 204.46M9 A5 }1 T3 I* N! w
| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part02_HD.mp4 215.88M
, u, @+ m; T1 {| | └──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part03_HD.mp4 217.56M
7 B+ n _8 a4 K| ├──The Market Price of Risk - Fear and greed in the fixed-income markets - Paul Wilmott * N% ^. u, e! J. M) T
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part01.flv 174.08M. p7 ?$ k2 y* ^7 h* ]
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part02.flv 175.88M
7 ]* l5 ?( [+ y" D| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part03.flv 189.97M
' n4 x8 g& i4 k, h! S4 l| | └──CQF_Alumni_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Annotated.pdf 2.48M
# P4 U) f$ x+ U W. s| ├──The Second Leg Down - Strategies for Surviving a Market Sell Off - Hari Krishnan
* v3 x5 X7 a$ s5 M8 o! D) J. q6 F| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part01.flv 187.66M* I$ X; a$ `/ m
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part02.flv 107.95M8 [5 y8 t' ?! o; h
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part03.flv 137.28M ~$ n; n. b7 F9 M7 N
| | └──CQF_Alumni_The_Second_Leg_Down_Annotated.pdf 981.90kb6 f' M4 t) L) x/ j
| ├──The Trade Lifecycle
/ N! D4 L9 H' ~0 q4 v4 c: U| | ├──CQF_Alumni_The_Trade_Lifecycle_Part02.mp4 273.39M, [3 d/ {! y0 g, s: L4 u
| | └──CQF_Alumni_The_Trade_Lifecycle_Part03.mp4 321.14M# }! ^# |0 C$ w
| ├──Update on Financial Markets and Strategies - William Ziemba " A' y! Q A/ ]$ Q3 o
| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part01.flv 187.12M* t4 {* s2 H; g- M1 m
| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part02.flv 175.62M
; T( Q4 y& `" {/ L| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part03.flv 176.96M' g. C( T; e8 J
| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part04.flv 145.92M
* G y- E1 i9 `( e+ R9 o/ d! }$ c) w| | └──CQF_Extra_Update_on_Financial_Markets_and_Strategies_Notes.pdf 3.74M- u$ s- R# |$ X& N1 K6 M
| ├──Valuation framework for interest rate derivatives in today's Libor world - Wojciech Slusarski
% M& z* e$ g/ y5 v| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part01.flv 173.90M7 ~8 _" X, H4 m6 M) p! k
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part02.flv 188.69M8 C( X, ~5 ~" B: b$ g1 W
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part03.flv 211.80M
$ k/ E% `1 O- p' q0 t& J) v| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part04.flv 223.98M
+ H8 r, x; P5 @3 c7 W% }: R" T| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part05.flv 196.51M
! g4 ?% D Z2 I! W| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part06.flv 206.68M: o* V9 c K3 j& k) a7 `% k7 k v% b
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part07.flv 192.46M
; O0 t8 c# o# N h" ?# F| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part08.flv 131.13M6 I+ e m+ t0 i, e* X$ p9 D0 e
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part09.flv 139.16M/ ]4 A. S' X! o/ x- O& M
| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Annotated.pdf 9.07M; X1 N& B' A2 y: w$ a
| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Errata.pdf 152.97kb% M0 k. U. x6 x. E( n2 p
| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel.zip 1.53M4 f6 ^: V4 m) O+ v) l
| | └──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel2.zip 2.63M& G7 q8 u. z0 w+ i" {
| ├──Volatility Arbitrage and How to Hedge - Paul Wilmott
! B {, p* ?9 G2 a" L| | ├──CQF_Alumni_HB_How_To_Hedge_Part01.flv 80.94M5 y3 x- @& p0 `. l% O g/ |$ D
| | ├──CQF_Alumni_HB_How_To_Hedge_Part02.flv 92.89M
7 U( Z5 U- l) G8 p, x7 P| | ├──CQF_Alumni_HB_How_To_Hedge_Part03.flv 97.34M
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| | ├──CQF_Alumni_HB_How_To_Hedge_Part05.flv 69.42M; F# G% _3 i2 y! J" s' o' k
| | ├──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Annotated.pdf 13.10M
% O7 {# e% T1 m+ G! o% h1 X: X: Z0 y| | └──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Excel.xls 164.50kb; ^$ u- {3 ?. b4 K" J: h8 p* a
| └──Volatility Models The ARCH Framework - Stephen Taylor 4 }1 I: s+ q/ w: P
| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part01.flv 222.85M
$ B0 D }7 S/ z# J; [| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part02.flv 201.57M! g' _; B) i# n7 |. f: ?1 n5 s
| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part03.flv 184.56M3 t6 i9 u7 b, P W4 H
| | ├──CQF_Alumni_LB_Volatility_Models_The_ARCH_Framework_Part04.flv 119.40M2 i$ I/ g4 ` i: }5 d z+ [
| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Additional_Notes.pdf 73.05kb
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3 M/ c7 J {7 _+ W, w7 S; b| | └──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Excel.zip 727.42kb6 z; w: O+ a; p( }% T. A) e
├──CQF 主课程 Core Program * ^! L. X0 P8 C9 W1 m
| ├──CQF Final Project Solutions（看完M6的实训项目）
' T8 r, E/ j! i! {| | ├──BCD , o z' w) D& ~
| | ├──CAPM
- C' r8 C8 c4 e: z. q| | ├──CointegrationProjectImplementation
+ D3 r% e, M( b| | ├──CQF Final Project (C++) / l% m7 x. ^" x8 ?
| | ├──Fixed Income Portfolio Optimization 0 g" p$ D- R1 E, X4 E T* u' D
| | ├──HJM (MATLAB) ; U/ e+ G! z3 ?9 \2 L: ?1 d
| | ├──HJM Model 2 i5 r( ?. l* T0 O
| | ├──HJMProjectImplementation , U4 f/ |$ E* V: r6 `1 m
| | ├──Cointegration (MATLAB).zip 9.94M
3 P9 h3 a9 ~! \. t" s8 N| | ├──CointegrationResultMain.xlsx 227.70kb6 O5 Q$ C6 ^7 y8 m/ y
| | ├──HJM (MATLAB).zip 10.27M
; c" g0 H3 R2 K( @3 ]+ I: w i| | ├──HJMMCSProjectMain.m 22.40kb X4 o: z' P) |$ \9 c& c- A
| | ├──Implementing HJM Model by Monte Carlo Simulation.pdf 1.99M
$ E0 |/ I/ X. j) O* j| | ├──Readme.txt 1.68kb
' J# j+ Q; O7 D8 [/ y) W| | └──UncertainVolatilityAndStaticHedging.pdf 333.10kb y4 M! ]6 `) `) i% U) k
| ├──CQF 普通话辅导课 Mandarin Tutorial Workshop En Ch EV Ecn + S/ }8 r; o5 f: v1 j
| | ├──CQF_2021_Jan_Mandarin_Module01_SD_CQF_2021.mp4 453.70M* G% N3 {* U" U j& {+ C
| | ├──CQF_2021_Jan_Mandarin_Module3_Part01_SD_CQF_2021.mp4 97.45M
" x, S' m! o/ H' a8 u/ Q| | ├──CQF_2021_Jan_Mandarin_Module3_Part02_SD_CQF_2021.mp4 137.04M; w; v: P, f8 w; L: `% L5 E
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| | ├──CQF_2021_Jan_Mandarin_Module3_Part05_SD_CQF_2021.mp4 113.85M
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| | ├──CQF_2021_Jan_Mandarin_Module_2_Workshop_SD_CQF_2021.mp4 488.79M: h; a# {! W& W2 ]
| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part01_SD_CQF_2021.mp4 74.08M; L7 k% i; v" o" j* ]0 f
| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part02_SD_CQF_2021.mp4 82.30M
2 ~& {, _0 g" ?. h! ]* ?8 h- x: d| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part03_SD_CQF_2021.mp4 85.82M6 p% P* @/ z% N$ \4 h, B
| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part04_SD_CQF_2021.mp4 72.04M2 |# H- o2 B( K4 A8 h0 o
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| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part06_SD_CQF_2021.mp4 86.36M
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6 w% v3 U7 n J. S7 O& g, l| ├──课程版本二 . [; O2 T+ X; F+ ] E6 C( R
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7 `9 H3 ~9 Q2 P7 `6 m| | ├──M5 " a1 l# c3 S# X4 j1 W
| | └──M6
! V5 x/ g1 Y+ || └──课程版本一（推荐）
' w8 t+ u! |( z. l8 f9 F* W| | ├──M1
2 X2 F$ J; L( k1 H& R| | ├──M2
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| | └──课程讲义 2 e. l) K$ x v: C; ^. d* t
├──高级选修课
; e7 Q$ m4 |4 H2 v$ J) l( A# p" d| ├──CQF 2021 高级选修课 Advanced Electives Algorithm and High Frequency Trading En Ch EV Ecn
" k v( ~, e$ C# ^; {! M| | ├──CQF_Alumni_Forecasting_by_Using_Option_Prices_Additional_Notes
6 p, A: l6 s/ L| | ├──CQF_Alumni_NAG_and_Excel_for_Math_Finance 7 Q a' L& L( c& Z- p |
| | ├──CQF_Alumni_R_for_Finance_Patrick_Burns
% v3 j& o3 _! m9 G7 y| | ├──CQF_January_2012_Cointegration_Modelling_Long_Term_Relationships_Excel $ q* D. e: I2 p" [$ t, ~ X) O
| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_01_En.mp4 77.46M6 _; i/ z3 N' b7 B8 R% k
| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_02_En.mp4 63.86M
- Q- G( M4 u0 A% m| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_01_En.mp4 49.34M; S! c( O" n8 G$ H( ^! [
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_02_En.mp4 61.18M
% G+ f$ q1 b1 J- g" R1 l- u| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_03_En.mp4 61.81M
& n& F. x L4 R0 m8 A: x| | ├──CQF_Alumni_Behavioural_Finance_Workshop_03_Unicom_Day_01_Richard_Peterson_Part_01_En.mp4 114.68M
' C7 ~+ N) |) s9 X1 [4 v9 J| | ├──CQF_Alumni_Behavioural_Finance_Workshop_03_Unicom_Day_01_Richard_Peterson_Part_02_En.mp4 112.39M' e. a& x% Z% m3 e
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_04_Unicom_Day_01_Victor_Ricciardi_Part_01_En.mp4 61.21M0 @$ }# X, |' [2 o0 \* e
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_04_Unicom_Day_01_Victor_Ricciardi_Part_02_En.mp4 56.22M! ~+ r8 m2 _& I
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_05_Unicom_Day_01_Raphael_Markellos_Part_01_En.mp4 67.53M4 v2 R) M: t% u+ n# o8 y+ {+ |1 B
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_05_Unicom_Day_01_Raphael_Markellos_Part_02_En.mp4 86.17M
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| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_03_En.mp4 78.61M
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| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_05_En.mp4 65.47M: f: O S4 R4 h- C
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| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_08_En.mp4 133.39M
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| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_10_En.mp4 110.09M. L( ?: Y& M) ~. G" \* G9 U$ P
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_11_En.mp4 110.31M
% G0 X( U/ }2 W; s7 N$ {2 \/ K# H| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_12_En.mp4 108.81M
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| ├──CQF 2021 高级选修课 Advanced Electives Trading Strategie and Portfolio Management En Ch EV Ecn " w. S. l7 w, b1 N
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| | ├──CQF_Alumni_You_Can_AI_Like_an_Expert_Part02_En_Ch.mp4 41.64M, s/ ]% {3 q/ s2 H
| | ├──CQF_Alumni_You_Can_AI_Like_an_Expert_Part03_En_Ch.mp4 48.50M p9 G5 P* W, O2 r" y
| | ├──CQF_Alumni_You_Can_AI_Like_an_Expert_Part04_En_Ch.mp4 96.68M# u+ p% R E& r$ m6 ]
| | ├──CQF_Alumni_Zero_to_AI_Series_Introduction_En_Ch.mp4 3.88M
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├──课本 + y. R3 z+ a0 _( L6 E {
| ├──1. Python_for_Finance__Mastering_Data－Driven_Finance_(1).pdf 24.57M
3 Q: Y [0 A2 z| ├──10. paul wilmott introduces quantitative finance.pdf 5.51M" ?; f. Y" L) b) t, @* k/ B
| ├──11. Machine Learning.pdf 18.57M
2 m0 @* W" n! s, M0 W5 E5 t| ├──2. Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor 2005.pdf 3.02M
# o+ j/ W6 d0 {) o3 \| ├──3. 4. 5. Paul Wilmott on Quantitative Finance Vol 1-3, 2nd Ed.pdf 22.30M
6 h8 ^+ b" o. p4 X: {: r1 O0 ?; @| ├──6. （The_Wiley_Finance_Series）_Jon_Gregory－The_xVA_Challenge__Counterparty_Credit_Risk，_Funding，_Collateral，_and_Capital－Wiley_（2015）.pdf 14.24M
4 \9 Q- W' W; g; w4 s& z6 B| ├──7. frequently asked questions in quantitative finance 2nd edition.pdf 3.50M% v. c% y: S' w! G
| ├──8.Jackel- Monte-Carlo Methods In Finance帝国理工.pdf 24.05M! N$ p6 \4 R( L4 O8 [% y- Z1 A
| └──9. Derivatives_Models_on_Models.pdf 4.81M% r. e" A2 X( q& g; g! ?$ n
└──前导课
4 J M+ Y7 E$ L) Z| ├──Finance Primer
# C* j7 W' @; g7 D7 e# b| | ├──Finance Primer 4.mp4 234.31M, s5 t, b5 o Y/ \
| | ├──Financial Primer 1.mp4 258.76M
1 k! {, C( p } i| | ├──Financial Primer 2.mp4 257.24M
9 ~" G: x0 M! Y8 K# ]+ K| | └──Financial Primer 3.mp4 238.16M: K0 c& J7 D0 s7 w$ z* a: V
| ├──labs . \& {: u4 }; R- T3 H! D
| | ├──CQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_CQF_2021.mp4 551.02M
7 h; K8 x: E* Z" c+ h| | ├──CQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_En Ch_CQF_2021.mp4 650.36M! i5 Y4 K4 D) h# V& n7 c8 c
| | ├──CQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_En_CQF_2021.mp4 577.89M% d/ \! w; m% G" M+ w
| | ├──CQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_CQF_2021.mp4 596.13M7 v- `9 @# c- T9 F( a, w
| | ├──CQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_En Ch_CQF_2021.mp4 1.75G
' k* A9 l8 x$ u x6 o) w; [| | ├──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_04_VAR_and_GARCH_HD_CQF_2021.mp4 565.34M
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| | ├──CQF_Python_Lab_04_VAR_and_GARCH_HD_En_CQF_2021.mp4 872.30M7 `$ L8 x" \8 S K& l: R$ Q
| | ├──CQF_Python_Lab_05_Black_Scholes_Pricing_HD_CQF_2021.mp4 521.82M
i2 D$ {9 n) ^# e* d3 || | ├──CQF_Python_Lab_05_Black_Scholes_Pricing_HD_En Ch_CQF_2021.mp4 1.22G
1 K9 d# x; j0 Q3 X; k| | ├──CQF_Python_Lab_05_Black_Scholes_Pricing_HD_En_CQF_2021.mp4 954.55M9 p# N; g4 U& o) ]; k8 |, l& m
| | ├──CQF_Python_Lab_06_Monte_Carlo_Simulation_HD_CQF_2021.mp4 580.18M
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| | ├──CQF_Python_Lab_07_Finite_Difference_in_Option_Pricing_HD_CQF_2021.mp4 485.81M/ g1 |% M. o! z, y# y
| | ├──CQF_Python_Lab_07_Finite_Difference_in_Option_Pricing_HD_En Ch_CQF_2021.mp4 1.16G- y. u) o$ W+ q' H0 j
| | ├──CQF_Python_Lab_07_Finite_Difference_in_Option_Pricing_HD_En_CQF_2021.mp4 1.49G- j' z" |# u6 d
| | ├──CQF_Python_Lab_08_Implied_Volatility_Calculation_HD_CQF_2021.mp4 423.48M, H5 b4 k( f! }$ b/ ~
| | ├──CQF_Python_Lab_08_Implied_Volatility_Calculation_HD_En Ch_CQF_2021.mp4 1.02G
0 p" |2 |/ r) [) N1 f. ]- h| | ├──CQF_Python_Lab_08_Implied_Volatility_Calculation_HD_En_CQF_2021.mp4 1.31G; I4 h6 J1 F( r6 L! [
| | ├──CQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_CQF_2021.mp4 637.04M. _0 K& R6 y( ~0 y! T- W- N
| | ├──CQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_En Ch_CQF_2021.mp4 1.56G
* S3 N0 @% p' F) Z: A| | ├──CQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_En_CQF_2021.mp4 1.37G
& h: x% X$ n5 ~* S) h0 u| | ├──CQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_CQF_2021.mp4 614.29M
3 E! m8 Z j% O| | ├──CQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_En Ch_CQF_2021.mp4 1.67G* B& n. P$ J! S5 W
| | ├──CQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_En_CQF_2021.mp4 1.54G
* w' j5 b' o; X| | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_CQF_2021.mp4 640.11M$ g$ V; S! c- M) m
| | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_En Ch_CQF_2021.mp4 1.79G
# y( y- `$ D$ w% M) a' @+ H- x3 p/ Z| | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_En_CQF_2021.mp4 2.24G$ b$ u5 Y5 I P& K5 K) v
| | ├──CQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_CQF_2021.mp4 657.46M
8 {2 w, V( A8 r: |0 l; \| | ├──CQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_En Ch_CQF_2021.mp4 1.73G
7 f8 n8 \/ R% E8 I2 T| | ├──CQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_En_CQF_2021.mp4 2.27G
4 M% I8 \& u, R# L+ i| | ├──CQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_CQF_2021.mp4 491.52M5 Q/ {- E* q/ U4 I# c2 d
| | ├──CQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_En Ch_CQF_2021.mp4 1.28G
5 l6 h; ?. s9 q: [' N! `| | ├──CQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_En_CQF_2021.mp4 1.69G
L5 ]* w$ v5 Y- i$ `| | ├──CQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_CQF_2021.mp4 555.18M$ b; }; `% P3 |3 p; a% n! ^
| | ├──CQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_En Ch_CQF_2021.mp4 1.55G2 V: b$ ^1 Z, l6 E% J. |* y
| | ├──CQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_En_CQF_2021.mp4 1.84G! P+ f- [2 R7 m! J3 p
| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_CQF_2021.mp4 381.65M
! } c% P1 ^) _3 l| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En Ch_CQF_2021.mp4 1.24G3 z7 }* i9 O9 _; Y; @- R
| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En_CQF_2021.mp4 1.60G+ e/ ~) p. A! T8 c4 D
| | ├──CQF_Python_Lab_16_Reinforcement_Learning_HD_CQF_2021.mp4 328.83M
9 n7 Q7 l) H+ c% X$ y| | ├──CQF_Python_Lab_16_Reinforcement_Learning_HD_En Ch_CQF_2021.mp4 960.96M
9 i( _$ \( v7 Q5 {4 W/ @3 R| | ├──CQF_Python_Lab_16_Reinforcement_Learning_HD_En_CQF_2021.mp4 1.25G% Q, E: r! F, B1 D/ Q
| | ├──CQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_CQF_2021.mp4 427.53M' i' W ]% B' f* N, ]; v5 M
| | ├──CQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_En Ch_CQF_2021.mp4 1.51G# i5 J( V0 o& P; i
| | ├──CQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_En_CQF_2021.mp4 1.85G( K- `0 f. t( R( n5 L) a
| | ├──CQF_Python_Lab_18_Fixed_Income_HD_CQF_2021.mp4 364.80M" E& Z+ o& d3 H* b: L/ `7 [
| | ├──CQF_Python_Lab_18_Fixed_Income_HD_En Ch_CQF_2021.mp4 1.06G7 t2 x5 t0 ^9 U% E9 ?, k D
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5 B0 n$ g1 Y% V( d| | ├──CQF_Python_Lab_19_Fixed_Income_II_HD_CQF_2021.mp4 376.98M
, x9 T l1 f* _% H( u| | ├──CQF_Python_Lab_19_Fixed_Income_II_HD_En Ch_CQF_2021.mp4 786.22M
' J, W4 Q/ Z+ p4 q$ [( y| | ├──CQF_Python_Lab_19_Fixed_Income_II_HD_En_CQF_2021.mp4 220.69M7 z1 N! ^: U: b3 Y, t
| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_CQF_2021.mp4 382.44M5 O' P; {- _! Q8 u9 B" l! D% ^- f
| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_En Ch_CQF_2021.mp4 1.02G! m0 |$ R% E. i$ a' U
| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_En_CQF_2021.mp4 867.61M+ S1 M2 h1 b; }4 O5 l3 j
| | ├──CQF_Python_Lab_21_Credit_Lab_II_HD_CQF_2021.mp4 393.58M
/ I% `) {3 x- {. [8 p. f| | ├──CQF_Python_Lab_21_Credit_Lab_II_HD_En Ch_CQF_2021.mp4 1.46G, f4 L8 b+ G2 i
| | └──CQF_Python_Lab_21_Credit_Lab_II_HD_En_CQF_2021.mp4 1.68G) `+ p: v! @/ F# S- i* K6 q
| ├──Math Primer
+ `8 G/ |& z1 X: f) s5 j| | ├──Calculus.mp4 282.78M8 {& b B# v1 k# b9 l3 d+ C, r' ~
| | ├──differential equation.mp4 282.03M5 T+ e+ [2 e- `0 l, ~: d/ p# N! k
| | ├──Linear Algebra.mp4 275.79M
: q7 H m3 y9 k7 ~% h0 G3 N ^% Z| | └──Probability.mp4 232.63M
4 s4 C' J) o6 w8 J( Q+ g| ├──Python Primer
3 [# W+ `* m9 _: J) }| | ├──python primer 1.mp4 333.93M) ]2 y: N' p: m1 w8 H) D- R
| | ├──python primer 2.mp4 310.56M
, r+ @. T4 I' U( n8 G9 Q& L| | ├──python primer 3.mp4 309.17M
2 V7 q. p+ @- x- I* `| | ├──Python Primer 4.mp4 351.60M1 i' q; b9 y; s
| | └──Python Primer 5.mp4 312.41M: A. v. u. ]5 `. \3 u
| ├──Python代码 , B$ \- G ?! z1 x/ ?- |" u8 }
| | ├──1. Introduction to Financial Time Series.zip 512.94kb- l4 N0 H2 D5 M8 h2 l
| | ├──10. KNN & SVR fo Stock Prediction.zip 1.42M3 h- q0 L3 a" |( B* J
| | ├──11. Gradient Boosting for Price Prediction.zip 939.07kb
( Z* z, W3 W$ w4 ~| | ├──12. K-Means Clustering & Self Organising Maps (4).zip 840.75kb
, o( a' _- d; i| | ├──13. Application of Neural Networks using TensorFlow & Keras (1).zip 485.84kb
+ k" W2 @7 t% G2 x* ]( o# S/ _| | ├──14. Reinforcement Learning.zip 412.54kb/ ]0 [: @9 T2 g7 ?' J: L' A
| | ├──15. Yield Curve Data Analysis.zip 4.01M
$ i& w- s2 h# j: D| | ├──16. Intensity Models.zip 1.46M3 Z8 X! k& n+ g3 h2 M. c( e
| | ├──17. CDS Pricing.zip 2.25M
3 X5 V3 Y/ ^& x6 r2 X9 m6 X# k| | ├──2. Binomial Trees in Option Pricing.zip 1.41M8 ~0 _/ r% \# B: A! U% X. @ I
| | ├──3. Portfolio Optimisation.zip 1.20M0 _& U7 x, Z0 m: b1 q; [& `' h# ?
| | ├──4. Value ar Risk & GARCH.zip 802.23kb
9 ?9 Z. {( s) W/ A0 t! Z: `+ C. v4 U| | ├──5. Black Scholes Option Pricing.zip 355.80kb6 X7 g& {% ?5 u" c0 }7 [1 L
| | ├──6. Monte Carlo Simulation.zip 1.08M, U5 f- Y' I) @4 _5 G& n. w6 f
| | ├──7. Finite Difference Methods.zip 297.56kb+ j' b4 W7 l4 z. c$ ~
| | ├──8. Implied Volatility.zip 281.95kb4 E e8 R, }% Q
| | ├──9. Introduction to Machine Learning using Sicikit-learn.zip 837.69kb
/ q" {4 S4 }1 V0 X0 Z0 m/ R| | └──前导课代码.rar 19.90M2 A0 Z3 e6 b# P! ?$ z# f' f
| ├──金融前导课讲义 " y6 Z# r6 F8 b/ N" a; u
| | ├──CQF Pre-course (TVM, FI, MMS, Swap, Der) 20201122.pdf 49.67M" ]9 a! k- C6 t( _* U
| | └──CQF_Pre_Fin.pdf 2.65M
9 g8 j+ i% m' _: k| └──数学前导讲义 ( t! H6 c) J2 r1 F Y$ n
| | ├──Calculus.pdf 714.03kb
- a+ m6 ^+ F: K) r; K( l- H: \3 Y7 s| | ├──CQF_Maths_Primer_Probability.pdf 1.58M; e6 S. G# V# [& i
| | ├──Differential Equations.pdf 541.87kb
- l! z8 p& {' e& P+ o, H: e) q| | └──Introduction_to_Linear_Algebra.pdf 497.20kb8 V/ r" F% Q2 P) L
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发表于 2024-7-20 13:39:59
