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国际量化金融分析师CQF21; j" ^" {$ Q3 i4 X% u5 M
├──CQF 高级进阶课 Advanced Course & F/ Z$ L) S$ \( Q! F
| ├──Advanced Volatility Modelling 0 @9 `) r9 P) U$ P, P2 N
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M, m, [/ p3 d) {: N$ ?) Y2 b {
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Blank.pdf 1.15M8 v/ U& g3 R; t* `4 M
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb- W# g; I' R) C8 m/ ]
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Whiteboard.pdf 2.54M
0 u7 G3 |: I6 i- i' _| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.flv 172.22M5 m! C0 w" a) G0 U6 R
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part02.flv 174.20M( r! B/ C5 }( l+ n
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.flv 161.81M
# w9 g$ W# n) N: @. @/ {+ A0 t| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.flv 164.88M
: x6 T. O1 M4 n/ @4 T9 U: r8 y| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.flv 163.05M8 R! X I$ f- d" k1 R) X
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part06.flv 160.12M% c2 O; x4 s8 Z; O! K! m, E( ^
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part07.flv 160.25M, y3 g. K& Q: u* ]. x
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part08.flv 155.85M
: |6 R5 _( {& b- X+ t( C5 p! B| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.flv 169.35M" p4 N, r2 Q7 h/ ~
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part10.flv 160.19M
- U4 Z. z2 O% A: G% N+ x# _5 R| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.flv 176.93M3 S! u5 f* a8 }7 G2 H$ {9 W. m
| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.flv 177.38M7 g8 `; m! l" o7 F" H0 M
| ├──Asian Options % ]5 W( c# i4 {- n% G
| | ├──CQF_Alumni_Asian_Options_Annotated.pdf 413.90kb* B$ K: ~& N6 F- O4 S5 a
| | ├──CQF_Alumni_Asian_Options_Blank.pdf 413.89kb, V; t+ N! m% g6 m, B* N
| | └──CQF_Alumni_HB_Asian_Options.flv 40.13M* C3 _, M$ \, x9 m
| ├──Barrier Options 0 ?& ^' Q/ `% x& A3 ~
| | ├──CQF_Alumni_Barrier_Options_Annotated.pdf 461.61kb6 p3 M/ \! w$ T9 f. }
| | ├──CQF_Alumni_Barrier_Options_Blank.pdf 385.10kb
9 G2 ]6 } V. x: A/ ^| | ├──CQF_Alumni_HB_Barrier_Options_Part01.flv 131.47M
- w$ E5 S9 t/ X0 ^& ]- }/ k4 y+ Q| | └──CQF_Alumni_HB_Barrier_Options_Part02.flv 72.26M( c2 F: v/ m' Q2 x3 I6 U
| ├──Behavioural Models and Sentiment Analysis Applied to Finance 5 j+ b5 z3 |. U" r
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Conference_Programme.pdf 1.29M
8 K/ Q, x0 ^$ _! X; i, v& L: z! C| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Dan_diBartolomeo_Blank.pdf 438.18kb1 W+ x2 D5 J0 }: c0 N- q+ ~1 _8 V
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gautam_Mitra_Blank.pdf 2.17M
/ C+ m+ \( ~& x; W0 [/ H/ l9 `| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Giles_Arnaud_Fraunhofer_Blank.pdf 6.64M J1 u$ B( J2 u$ d7 M2 A( ?/ C
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Greg_Davies_Blank.pdf 715.12kb$ s/ x( I) v& f4 s4 g& v$ }% d
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Gurvinder_Brar_Blank.pdf 933.66kb* N7 r1 p' @2 b: o% [% o- P
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Marco_Dion_Blank.pdf 626.25kb
6 C& n" U+ M# t$ N# w* m| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Peter_Hafez_Raven_Blank.pdf 1.57M& t+ K; L: I; {& @9 Q# A& S" s
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Richard_Peterson_Blank.pdf 6.18M1 j' W" Y6 i8 _7 m
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Rochester_Cahan_Blank.pdf 1.20M
( t; x+ u$ c* `( L1 N8 l| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank01.pdf 3.92M
6 r$ P y8 W* j. o. P6 i; l" `| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Sanjiv_Das_Blank02.pdf 4.98M
: ^2 ^ V& j' F, O4 I- d- m/ j/ ^6 L" G| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Xiang_Yu_Blank.pdf 2.21M% d- l) _! Y* j( r( }; Z
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part01.flv 29.04M1 I6 B+ _5 Z! {6 Y$ y0 V
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part02.flv 193.02M- b+ O; q8 r' E# A
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part03.flv 123.03M
9 j) ^. R I8 r, X! L K| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part04.flv 233.35M
) B4 Y9 n! X" {0 v! G| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part05.flv 85.17M4 ?& e& s+ y% r. Z9 M6 q7 x4 d) u6 b
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part06.flv 175.16M
, T, B' |7 I* r4 `& [7 a0 g| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part07.flv 172.65M
- @$ c6 e1 U2 Q2 M| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part08.flv 190.21M$ ]# K$ {' L; Y9 ^7 A
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part09.flv 149.86M
1 O2 b' l3 U3 o0 Y+ f| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part10.flv 147.20M% i) O# m% Q2 v
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part11.flv 131.79M
" o8 t% x: f# n6 E| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part12.flv 129.47M ? _" C8 P4 `( |
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part13.flv 166.45M
m$ ]6 l- I/ p, p+ M# S6 s; {| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part14.flv 201.70M) o8 R8 @9 U* }
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part15.flv 128.91M0 \: ?2 {0 E* D' Q
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part16.flv 173.64M
/ @4 V# I' T5 c3 e1 z" o: [| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part17.flv 205.57M" ?0 x. s6 O0 \: a
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part18.flv 175.48M- ~: `* e1 W$ }" `' o+ Y
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part19.flv 170.68M0 C+ X6 j& G9 c1 K* [. N1 i
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part20.flv 116.10M" v, u% F: P/ j% n
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part21.flv 184.79M
% r1 ]/ n% o3 [$ F. S4 w| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part22.flv 150.48M
. r+ h \( r( B b| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part23.flv 157.35M. A4 V3 ] L9 w! r# U) V- t
| | ├──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part24.flv 134.31M
0 ]8 K9 X, Y" W0 H, F- {* c. ]| | └──CQF_Alumni_HB_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part25.flv 117.99M" S3 S+ K2 T9 z4 L) s
| ├──Capital Structure
: ]# F* S4 I- i. P) y) h) X( p, i5 N4 l9 Y| | ├──CQF_Masterclass_Capital_Structure.ppa 7.18M0 v- e- z3 K+ H
| | ├──CQF_Masterclass_Capital_Structure_Lufthansa_Case_Study.ppa 649.50kb, A; A! ?$ v, k
| | ├──CQF_Masterclass_HB_Capital_Structure_Lufthansa_Case_Study.flv 116.09M2 Q C! i; X1 ~# A- K; o5 t
| | ├──CQF_Masterclass_HB_Capital_Structure_Part01.flv 97.87M$ ^0 S& ?/ p7 V6 |
| | ├──CQF_Masterclass_HB_Capital_Structure_Part02.flv 286.78M& y: _7 G7 o! Q$ j, S
| | ├──CQF_Masterclass_HB_Capital_Structure_Part03.flv 167.55M0 S& v) `1 p/ n' T; H6 `- Q- H
| | ├──CQF_Masterclass_HB_Capital_Structure_Part04_PartB.flv 188.40M3 V0 d1 u' }# g! R
| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartA.flv 222.93M5 I! B% b8 ]; A, ]3 O6 j" \" Q# c
| | ├──CQF_Masterclass_HB_Capital_Structure_Part05_PartB.flv 157.04M' `/ I. N( G. G
| | ├──CQF_Masterclass_HB_Capital_Structure_Part06.flv 184.91M+ q% c% ^( m; }; g/ C, V: l" m
| | ├──CQF_Masterclass_HB_Capital_Structure_Part07.flv 95.85M
- H! d8 Q% ` ?" \| | ├──CQF_Masterclass_HB_Capital_Structure_Part08.flv 281.34M+ T5 m* z8 i( T v# D2 j6 ]5 _9 k
| | ├──CQF_Masterclass_HB_Capital_Structure_Part09.flv 75.42M
5 l0 X, n7 C! c- @7 }9 {: I| | └──CQF_Masterclass_HB_Capital_Structure_Part10.flv 180.36M8 o+ j" k6 E& j6 S2 k8 X8 _* Z- P
| ├──Equity Portfolio Risk Management
/ A3 Z; @* z5 A( ~4 q| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M
. q( S* F! E( W% c. y2 Z| | ├──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part01.flv 116.03M4 s/ @( T$ j* U6 X
| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M7 D0 {) J5 v( q' S5 T( g/ C3 M7 U1 N+ K
| ├──Finite Difference Model 9 E0 j- ~1 H2 J" P% l' f
| | ├──CQF_Alumni_Finite_Difference_Model_Annotated.pdf 431.16kb, _3 a9 z4 T! \/ W
| | ├──CQF_Alumni_Finite_Difference_Model_Blank.pdf 407.96kb
( f9 N% K4 y3 U- a8 x2 A3 a( r+ A| | ├──CQF_Alumni_Finite_Difference_Model_Excel.zip 1.15M: n4 z. R% t+ b) h
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part01.flv 97.33M( p8 C' X$ f: {6 l, e# T6 g
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part02.flv 150.94M+ d: V% l6 Q, e$ H/ }$ u
| | ├──CQF_Alumni_HB_Finite_Difference_Model_Part03.flv 142.83M+ r; o4 G. R& [
| | └──CQF_Alumni_HB_Finite_Difference_Model_Part04.flv 147.94M
, R4 }7 x9 v8 m, N# y: f5 L| ├──Intraday High Frequency Trading
+ h1 t4 ~* G0 J6 K4 C' z| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part01.flv 172.32M
; L, a" v$ B7 U$ S2 B| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part02.flv 155.57M
$ P2 Q" e+ l' r; M1 u| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part03.flv 177.87M
: |& \7 u! y7 m! v$ t) ]| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part04.flv 236.52M0 h5 p9 l- o1 ~& p
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part05.flv 203.34M
0 a1 q) i+ p# Q' M: L; z/ x; a| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part06.flv 165.01M
4 g+ b3 r" G" @2 u2 r! s| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part07.flv 176.62M
9 J9 u5 q3 A* A3 M: K5 j| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part08.flv 183.91M7 {) Q& W$ E3 f/ v" d T. I
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part09.flv 185.63M* U! H# f3 E0 z; X
| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part10.flv 197.03M
+ _! m. z7 R* u( X c& C| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part11.flv 145.16M
8 X; l! v$ B0 l: R0 M5 q2 P| | ├──CQF_Alumni_HB_Intraday_High_Frequency_Trading_Part12.flv 149.64M3 {. |6 D$ [/ B- | t: b- g
| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Annotated.pdf 20.61M/ i: Y# }; g+ V; c( v6 O
| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Blank.pdf 5.19M
, Q+ Y& W* P/ K: M| | ├──CQF_Alumni_Intraday_High_Frequency_Trading_Materials.zip 1.35kb
3 d1 I6 B' J. l. S. {| | └──CQF_Masterclass_HB_Capital_Structure_Part11.flv 18.40M
& S, t6 E- \0 [( F| ├──Lookback Options ; B, W6 M5 m( d# n9 W0 D
| | ├──CQF_Alumni_HB_Lookback_Options.flv 28.25M& e/ o2 S* |* T1 i$ F' q
| | ├──CQF_Alumni_Lookback_Options_Annotated.pdf 201.00kb p7 X9 {+ ?) K5 u* K" T, m
| | └──CQF_Alumni_Lookback_Options_Blank.pdf 366.67kb
+ Y7 ]6 r$ h6 X8 y- M) ~| ├──Market Microstructure Liquidity and Trading
8 W/ F+ H9 D; w$ Y3 R6 g| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part01.flv 182.65M
- ]4 d% @8 Q/ V8 @! {| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part02.flv 209.49M# N: r& `8 N, w+ f9 G
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part03.flv 136.42M
. {6 ?. J. f5 x: _/ q5 j| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part04.flv 136.91M; Z) q0 x2 L# z5 J5 A
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part05.flv 143.32M
9 M8 A6 f1 U. O5 @3 f5 n| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part06.flv 130.88M- R% j$ Q. n( D! I A3 D7 i% E" w
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part07.flv 114.51M- ?- @$ i3 |$ l/ P4 D
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part08.flv 155.20M
' B) K, v" N; x! Q; q" U+ I| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part09.flv 143.22M
2 p5 P. x7 H; A! x' U3 L. r| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part10.flv 219.18M* t5 C6 r% O2 _. N2 |; }* O0 T& }; Q6 d
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part11.flv 201.18M
7 X* [+ ~, l" i| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part12.flv 128.47M4 D q9 m% [. l3 @( j4 t/ h, j' m
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part13.flv 145.48M
% {; s; Z, `, C; @ k8 E. R5 S| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part14.flv 123.03M
$ q5 [* ?# B) B9 [| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part15.flv 201.70M' g d4 O$ X4 u1 r5 A
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part16.flv 210.25M e' s: {, O7 e0 E' w' b7 c
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part17.flv 200.00M
8 Z0 x1 y0 `( B# n; k4 V| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part18.flv 178.56M. |$ E; b7 K3 w3 j, _5 @7 ]
| | ├──CQF_Alumni_HB_Market_Microstructure_Liquidity_and_Trading_Optirisk_Part19.flv 183.12M
& e& Y3 m; R, w2 i| | └──CQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Optirisk_Notes.zip 9.64M1 R& S# P# H4 [
| ├──Mult-asset Options
2 f& G' w% h- s; Y| | ├──CQF_Alumni_HB_Multi_Asset_Options.flv 133.75M
; j) w4 A7 i/ t- Y+ [| | ├──CQF_Alumni_Multi_Asset_Options_Annotated.pdf 422.72kb
) |1 v3 Y. Z$ E| | └──CQF_Alumni_Multi_Asset_Options_Blank.pdf 395.24kb
7 ]7 `6 l; l2 D| ├──Strongly Path Dependent Options : `$ `5 |" F [3 H" `
| | ├──CQF_Alumni_HB_Strongly_Path_Dependent_Options.flv 189.55M
( O& g( G. p& S) A* c3 || | ├──CQF_Alumni_Strongly_Path_Dependent_Options_Annotated.pdf 508.76kb" i0 I# ^" F! r8 p! }2 `4 A" o2 W: n0 r
| | └──CQF_Alumni_Strongly_Path_Dependent_Options_Blank.pdf 398.33kb6 D* r0 l6 e0 J$ ?" V
| └──Volatility Options
- _- l% S9 j8 ?" g| | ├──CQF_Masterclass_Exotic_Options_Annotated.pdf 3.07M
# q0 e5 r) L! w5 c, E| | ├──CQF_Masterclass_Exotic_Options_Blank.pdf 202.57kb
9 U* m4 S( M/ T% Q& `8 o| | ├──CQF_Masterclass_Exotic_Options_Supporting_Documents.zip 1.41M; X3 }* r6 }+ C4 x
| | ├──CQF_Masterclass_Exotic_Options_Whiteboard.pdf 1.13M# e6 v6 q7 E! Z& b8 X t
| | └──CQF_Masterclass_HB_Exotic_Options.flv 210.93M
+ l# l0 P k# ^- n3 a; Z├──CQF 交易策略Trading Strategies
% B# n4 i0 F: o| ├──A Market Impact Model that Works - Dan di Bartolomeo
. ?+ q" p3 |9 C* ]. E+ x# d| | └──CQF_Alumni_HB_A_Market_Impact_Model_that_Works.mp4 43.14M
. M9 s1 O* a, a| ├──A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth - William Ziemba 5 q4 J$ n/ t' R; i( y+ V, b9 p2 v
| | ├──CQF_Alumni_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Blank.pdf 1.97M
+ u; B/ n( b" R, Q+ I" Q% n* K| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part01.flv 183.83M
" a8 n! S9 Y+ f5 ]! T| | ├──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part02.flv 137.82M
/ b# r. |# Y8 d0 P9 x3 ~) H' L" o& r| | └──CQF_Alumni_HB_A_Response_to_Professor_Paul_A_Samuelsons_Objections_to_Kelly_Capital_Growth_Part03.flv 116.11M
$ {8 ~2 h9 `8 S. r8 J, @| ├──Advanced Portfolio Management - Seb Lleo 3 Y; K+ q9 c2 Y6 g+ A, v! I5 k4 ^4 y
| | ├──CQF_Elective_Advanced_Portfolio_Management_Annotated.pdf 15.72M
% p. t& l+ r7 j) }( S. [| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part01.mp4 37.38M1 |2 b. }! G" C' y* t& n
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part06.mp4 39.34M
" ^8 t; S1 s( ~# C: ?. G3 w& G| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part07.mp4 36.01M- v2 P" Z q/ B4 q
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part08.mp4 37.59M
6 f- m- O8 B; P" w5 b! N| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part09.mp4 35.63M& S2 \# _$ I0 A V" ~% j8 W
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part11.mp4 26.47M* ~4 h- H8 T( E% _" {" h
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part12.mp4 33.18M; J0 m, w4 p9 J; \' u3 @! B) N
| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part13.mp4 32.92M
( A) F8 w0 N- e; g) ?| | ├──CQF_Elective_HB_Advanced_Portfolio_Management_Part14.mp4 31.16M
9 W+ ?+ r4 c" \$ [| | └──CQF_Elective_HB_Advanced_Portfolio_Management_Part15.mp4 31.17M
, N4 H- [7 c. f3 q| ├──Advanced Volatility Modeling - Riaz Ahmad & S& @: i5 ?: ^( l
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Annotated.pdf 5.87M9 b! F9 Q- F8 i! D! ^. Z
| | ├──CQF_Elective_Advanced_Volatility_Modelling_Exercises.pdf 40.98kb$ y O% B8 D8 H! d4 M
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part01.mp4 30.18M2 Q7 X, t8 @- [; F$ Q
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part03.mp4 28.18M- ^& Z5 s3 M* F% [$ w1 ~& e& U
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part04.mp4 28.75M
! S8 F; m! Q. ^3 Q. W5 m0 w| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part05.mp4 27.73M
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3 ^- C% o4 T( d| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part09.mp4 29.02M4 Q, q4 Y! X( `2 c0 `4 V
| | ├──CQF_Elective_HB_Advanced_Volatility_Modelling_Part11.mp4 30.27M7 t$ b G `! z3 j
| | └──CQF_Elective_HB_Advanced_Volatility_Modelling_Part12.mp4 29.98M" ^; b& X* M$ i6 R
| ├──Alternative Data for Investors – Saeed Amen
0 i/ ?- t$ f2 V2 r) ]| | └──Alternative-Data-for-Investors.pdf 1.47M
5 B: a5 a2 M/ i, V. s4 k9 S2 R| ├──Asset Liability Models That are Useful in Practice - William Ziemba & \/ Z4 T; a7 B2 m6 T1 [( O
| | └──Asset_Liability_Models_That_are_Useful_in_Practice.pdf 3.48M- @- A' b! B5 U% Y" f e' ~5 m
| ├──Average and Superior Hedge Fund Evaluation-Bill Ziemba
5 p2 C L. q. Q| | └──CQF_Alumni_Average_and_Superior_Hedge_Fund_Evaluation_Annotated.pdf 11.31M
/ K, A7 z _6 n1 N) {7 h9 p% u| ├──Cointegration and Statistical Arbitrage - Richard Diamond / D8 W4 D6 Y, D. C( V, o
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Additional_Files.zip 899.18kb
4 |. i3 q) l9 n) v( j| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Annotated.pdf 2.57M5 ~5 a1 K' V1 M- |! D
| | ├──CQF_Alumni_CoIntegration_and_Statistical_Arbitrage_Excel.zip 3.23M
1 {! {* {0 |/ E5 `7 \( P| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part01.mp4 27.48M
' e$ R: @' u) l+ s| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part02.mp4 28.49M
# s' D6 K/ A1 \+ o; x| | ├──CQF_Alumni_HB_CoIntegration_and_Statistical_Arbitrage_Part03.mp4 34.18M8 \$ E% Q6 B" c6 P7 j ]* R$ u, |
| | └──CQF_Alumni_LB_CoIntegration_and_Statistical_Arbitrage_Part04.mp4 39.62M
6 m" y5 t! h E, K* b! B- Y| ├──Correlation Sensitivity and State Dependence - Paul Wilmott and SiYi Zhou ' ~1 N. z, W! A) J) o& u
| | ├──CDO_class.xls 98.50kb
# @( S. s# e' ^. J8 a2 A# [( D1 j| | ├──CDO_plot.xls 76.50kb
& q( r2 |5 g& u4 Q+ c| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated01.pdf 1.31M1 Q" n7 ?% t9 u, S
| | ├──CQF_Alumni_Correlation_Sensitivity_and_State_Dependence_Annotated02.pdf 2.11M; a- r9 {. U- e0 u6 J7 [/ w
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part01.mp4 27.71M2 ]: ]; U! D- S. j# U9 I$ i6 p. P
| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part02.mp4 26.25M
+ }" p* ]$ _, m4 F& r" l4 w, Z| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part03.mp4 30.88M
$ ]2 }( D3 C: o, s8 m| | ├──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part04.mp4 33.41M' }! C1 W% b& S2 Y1 V4 z1 K
| | └──CQF_Alumni_HB_Correlation_Sensitivity_and_State_Dependence_Part05.mp4 33.79M
$ x% Y! ]0 X8 t7 Y) I5 }' ~| ├──Covariance Complexity and Rates of Return on Assets – Leonard McClean / a! W, |2 B# d; Z
| | ├──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part01_HD.mp4 149.83M" n. U$ w4 j; ^/ r- V
| | └──CQF_Alumni_Covariance_Complexity_and_Rates_of_Return_on_Assets_Part02_HD.mp4 144.69M
, D. U. \: w' }2 V$ h8 j$ P- a| ├──CQF Finance Primer - Capital Markets in Fundamentals
" g9 }* s2 |( v/ T" b* ?| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part01_HB.mp4 22.69M+ l' |: M) Z& S$ [1 H) ?! ^
| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part02_HB.mp4 27.75M
1 {/ |" Y* e# E& W: e b+ Z1 ~| | ├──CQF_Alumni_Capital_Markets_Fundamentals_Part03_HB.mp4 13.71M
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0 W* _9 @) F/ R3 U' A, b| ├──CQF Finance Primer - Introduction to Bonds ( \- G) J: g, \+ b4 {. D1 O6 d
| | └──CQF_Alumni_Introduction_to_Bonds_HB.mp4 28.33M1 k3 Q5 `" T+ m0 n m/ C
| ├──CQF Finance Primer - Introduction to Commodities 3 w+ d. @6 X# s5 |0 e5 l
| | └──CQF_Alumni_Introduction_to_Commodities_HB.flv 205.80M
2 A; \ b, w& b5 ?7 u( s. x| ├──CQF Finance Primer - Introduction to Derivatives . W% F5 f% b& b% n
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part01_HB.mp4 8.06M1 F8 R3 g: H+ a8 d. ~
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part04_HB.mp4 8.18M1 D/ i9 E5 P1 [4 x% _ p% V# I
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part05_HB.mp4 5.03M$ P; V1 q$ ]$ W3 M
| | ├──CQF_Alumni_Introduction_to_Derivatives_Part06_HB.mp4 10.85M
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| | ├──CQF_Alumni_Introduction_to_Derivatives_Part08_HB.mp4 24.68M4 ]! J* W' d8 |; p5 R
| | └──CQF_Alumni_Introduction_to_Derivatives_Part09_HB.mp4 24.24M8 h# a4 v1 E7 E
| ├──CQF Finance Primer - Introduction to Equities
2 F/ w4 T, W. g* c| | ├──CQF_Alumni_Introduction_to_Derivatives_Part03_HB.mp4 8.17M$ m; z! V6 ^5 ^; u5 F
| | ├──CQF_Alumni_Introduction_to_Equities_Part01_HB.mp4 12.15M
! F8 o6 ]& Y+ a p9 n) H| | ├──CQF_Alumni_Introduction_to_Equities_Part02_HB.mp4 10.10M
* I. i) }9 Z# O* K$ L* i| | ├──CQF_Alumni_Introduction_to_Equities_Part03_HB.mp4 4.10M5 W" X+ ~$ |% |- ^
| | ├──CQF_Alumni_Introduction_to_Equities_Part04_HB.mp4 13.66M( D- s$ D" L9 a6 W
| | ├──CQF_Alumni_Introduction_to_Equities_Part05_HB.mp4 11.70M
3 X( x/ Y v8 ^1 [) Y| | └──CQF_Alumni_Introduction_to_Equities_Part06_HB.mp4 18.23M
$ h7 X* r7 b) V0 H# }| ├──CQF Finance Primer - Introduction to FX 7 x/ N+ @% B2 q. J6 l: u
| | └──CQF_Alumni_Introduction_to_FX_Part01_HB.flv 36.25M
p k" y3 X4 i. ^! h| ├──CQF Finance Primer - Introduction to Money Markets
6 L& h9 I$ }3 j% L5 j| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part01_HB.mp4 25.91M
; r1 b9 {. S5 d- V4 r- w2 F; _| | ├──CQF_Alumni_Introduction_to_Money_Markets_Part02_HB.mp4 13.51M9 T6 O& l0 b7 E5 |! x- w
| | └──CQF_Alumni_Introduction_to_Money_Markets_Part04_HB.mp4 10.45M
+ @4 y: U, Y5 u$ B| ├──CQF Finance Primer - Macro Economics , r' z7 R6 N4 u, Y- x
| | ├──CQF_Alumni_Macro_Economics_Part01_HB.mp4 25.19M
% y3 s# l8 q; S5 @# O' y3 t" e| | ├──CQF_Alumni_Macro_Economics_Part02_HB.mp4 22.82M
4 Y* p. E( u; @$ U! A' c| | ├──CQF_Alumni_Macro_Economics_Part03_HB.mp4 22.50M
0 }: E) U8 T1 m" f6 }) P, d _7 \| | ├──CQF_Alumni_Macro_Economics_Part04_HB.mp4 23.94M2 S1 l7 M- I6 o/ X7 u: ? k
| | └──CQF_Alumni_Macro_Economics_Part05_HB.mp4 22.16M6 t2 S9 \0 v* s2 }" e* ]
| ├──Discrete Hedging and Transaction Costs - Paul Wilmott
/ @4 B+ J" w! ~; ~| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Annotated.pdf 6.56M& z. o: W: n# d% c, Y6 m: L& ^
| | ├──CQF_Extra_Discrete_Hedging_and_Transaction_Costs_Excel.xls 155.00kb
. _. a: Z5 T; G+ `" ?! V| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part01.mp4 18.49M
! V! {. C2 o _; H| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part02.mp4 26.41M' [, U z; k F3 C N
| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part03.mp4 31.43M
: G3 Q/ T/ w8 o, @& |2 H% _| | ├──CQF_Extra_HB_Discrete_Hedging_and_Transaction_Costs_Part04.mp4 33.16M
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| ├──Equity Portfolio Risk Management - Jason MacQueen / t$ J) n3 ?+ y* N$ p
| | ├──CQF_Alumni_Equity_Portfolio_Risk_Management_Blank.pdf 1.02M
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| | └──CQF_Alumni_HB_Equity_Portfolio_Risk_Management_Part02.flv 132.46M
H w8 x& @) j! N| ├──Financial Modelling using Garch Processes - Kyriakos Chourdakis
" ? e) w) c. g; U2 ^| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Annotated.pdf 2.75M% J- |2 R9 `3 e$ Z* l& A
| | ├──CQF_Alumni_Financial_Modelling_using_Garch_Processes_Excel.zip 1.60M
& j7 E( [ y; z! G6 P: n| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part01.flv 153.38M
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| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part03.flv 141.22M% n& `# W" j- t% k4 P7 c& p! b
| | ├──CQF_Alumni_HB_Financial_Modelling_using_Garch_Processes_Part04.flv 240.74M
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| ├──Frankenstein's Model or the Perfect Union - Richard Young & Jason MacQueen & I! W" f- G6 k5 O2 z
| | ├──CQF_Alumni_Frankensteins_Model_or_the_Perfect_Union_Blank.pdf 3.50M
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| ├──Fundamentals of Optimization and Application to Portfolio Selection - Seb Lleo & S& m9 ~: A# I; H
| | └──Fundamentals_of_Optimization_and_Portlfolio_Selection_annotated.pdf 9.03M( P( }7 P# v) c* i# `1 w; z* X$ K
| ├──ICA and Hedge Fund Returns - Andrew Robinson
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; O5 m- g- ~# g| ├──Investment Lessons from Gambling and Blackjack - Paul Wilmott 7 W2 H, T8 g; R! `( Z
| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part01.flv 127.16M
! {9 b& \- k* J! H; \| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part02.flv 127.10M5 H: O$ l5 N% u& ^9 }
| | ├──CQF_Alumni_HB_Investment_Lessons_from_Gambling_and_Blackjack_Part03.flv 99.90M
* T, W" Q; g+ }| | └──CQF_Alumni_Investment_Lessons_from_Gambling_and_Blackjack_Annotated.pdf 1.12M
: T4 C- f& M- Z- H| ├──Life of a Trader - Ed Talisse
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| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part02.flv 189.54M1 F; w6 K! b0 {# K9 |" D
| | ├──CQF_Alumni_HB_Life_of_a_Trader_Part03.flv 205.61M
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/ c! A/ L( i7 d$ M' s| | ├──CQF_Alumni_Life_of_a_Trader_Annotated.pdf 371.23kb
% m( n0 m- p. u6 Q" h8 d4 J| | └──CQF_Alumni_Life_of_a_Trader_Blank.pdf 266.28kb
) ^2 m- L& }: K: H| ├──Navigating Stock Market Crashes – Bill Ziemba , M3 J( G: o; ?- G& |
| | ├──CQF_Alumni_Nativating_Stock_Market_Crashes.pdf 17.64M
u2 f H) W6 G" z| | ├──CQF_Bill_Ziemba_Part01_HD.mp4 237.31M1 P' q) A. E4 Z! d& S# ?- u
| | ├──CQF_Bill_Ziemba_Part02_HD.mp4 311.30M y3 \0 P: j0 M. ?
| | └──CQF_Bill_Ziemba_Part04_HD.mp4 227.81M8 ?2 C# l9 D* d n7 H
| ├──Prediction of Stock Market Crashes, Entry Exits from Bubbles, Hedge Fund Disasters and their Prevention - Bill Ziemba
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| | ├──CQF_Alumni_HB_Bubbles_and_Crashes_Part02.flv 211.88M
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| | └──CQF_Alumni_Prediction_of_Stock_Market_Crashes.zip 10.27M
2 U' M) o3 p1 M5 B+ B| ├──Quant Methods
6 U+ B) j& g6 ?3 K5 {# B| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Annotated.pdf 16.13M
; V9 X, e& c9 A! m$ w| | ├──CQF_Extra_Quant_Methods_For_The_Financial_Markets_Excel.zip 890.28kb
: S2 L, z6 |: B" u0 X% Z| | ├──CQF_Quant_Methods_HB_Day01_Part01.flv 175.86M
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| | ├──CQF_Quant_Methods_HB_Day01_Part06.flv 121.76M
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| | ├──CQF_Quant_Methods_HB_Day01_Part09.flv 115.67M6 e" ~4 M/ C, |! `
| | ├──CQF_Quant_Methods_HB_Day01_Part10.flv 110.17M% [. h# D! R$ h* C7 }. U
| | ├──CQF_Quant_Methods_HB_Day02_Part01.flv 133.47M
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| | ├──CQF_Quant_Methods_HB_Day02_Part03.flv 161.29M. P0 B6 E3 m& k d" a
| | ├──CQF_Quant_Methods_HB_Day02_Part04.flv 144.34M
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| | └──CQF_Quant_Methods_HB_Day02_Part07.flv 88.01M
& O9 ]0 z: q& }# n1 c& c/ @1 t+ w| ├──Quantative Methods in the Financial Markets - Riaz Ahmad " z# a- d" q. q$ W2 e' w
| | ├──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_Part04.flv 139.28M
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| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part06.flv 167.79M
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| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part10.flv 143.61M
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| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part13.flv 100.79M
2 [" |# M* U1 M! }# N| | ├──CQF_Extra_HB_Quantative_Methods_in_the_Financial_Markets_Part14.flv 201.22M P9 S- D4 H4 ^0 H9 q0 J# w, T
| | └──CQF_Extra_Quantative_Methods_in_the_Financial_Markets_Annotated.pdf 15.37M% W& M2 m: {8 G. l i* `
| ├──Quantifying Fissures in the US High Yield Market - Hari P. Krishnan
7 ? Q. B6 o$ | J! l| | └──CQF_Alumni_Quantifying_Fissures_in_the_US_High_Yield_Market_Annotated.pdf 2.19M4 c9 [' o( T e
| ├──Risk Management in Energy Derivatives (Hedging) - Iris Mack & B7 _- t4 d }0 N; N
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part01.flv 143.36M, h9 k% S" {2 Y, J3 T
| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part02.flv 139.92M
8 G2 m4 N4 K' D; l9 K| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part03.flv 125.43M
8 b& q: P+ A0 @; F4 Q1 j S| | ├──CQF_June_2012_M6S7_HB_Risk_Management_in_Energy_Derivatives_Hedging_Part04.flv 164.45M
9 }) {8 r! g5 Z h- u/ c2 r| | └──CQF_Risk_Management_in_Energy_Trading_Blank_Updated.pdf 2.73M
+ j- t# J3 Q' c( x| ├──Speculation Using Energy Derivatives (Trading) - Iris Mack # r( e- V& W2 h$ b. M
| | ├──CQF_June_2012_M6S8_Blank_Updated.pdf 2.42M |& M) _+ U7 u
| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part01.flv 158.45M2 k. d1 I- u; J; ^& b
| | ├──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part02.flv 187.80M
2 `4 g* g5 m5 B4 N9 b5 ` C| | └──CQF_June_2012_M6S8_HB_Speculation_Using_Energy_Derivatives_Trading_Part03.flv 173.34M
8 i# ^- b/ O* D$ C| ├──Symmetric Downside Sharpe Ratio - William Ziemba ( ` d3 p8 X* w6 k6 |2 O0 [
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part01.flv 178.35M, K8 q( Y8 S- H; \! b
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part02.flv 156.42M( \. L# ^! J( y& W7 J v& I
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part03.flv 116.05M" P3 f, r& @/ e) V3 {; a4 L4 y
| | ├──CQF_Alumni_HB_Symmetric_Downside_Sharpe_Ratio_Part04.flv 89.98M; d- A% Z$ T M" i* X; r3 {
| | └──CQF_Alumni_Symmetric_Downside_Sharpe_Ratio_Annotated.pdf 1.87M! j; a% k2 \; R! u' P( C+ ?
| ├──The Impact of Carry and Roll-Down on Macro Returns - Hari Krishnan
2 J- Y+ G! S( ?+ Q| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part01.flv 185.07M4 c; E& M4 C" Y6 C7 J
| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part02.flv 169.56M4 s5 C* O0 g# g
| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part03.flv 128.80M1 D& ]6 H' ^- Y5 D+ l+ j& \: U
| | ├──CQF_Alumni_HB_Hari_Krishnan_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part04.flv 118.05M& K C- t9 f- [ L; a! ^
| | └──CQF_Alumni_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Annotated.pdf 1.05M$ L+ ~7 Z5 @9 p5 U8 H5 z6 J. W3 b- }
| ├──The Kelly Strategy for Investing - Risk and Reward – Leonard MacLean # F! l2 k* }' W. ^- F7 [
| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part01_HD.mp4 204.46M
0 P7 }& w$ O1 W# _4 Y5 `5 n| | ├──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part02_HD.mp4 215.88M- b$ T0 x# B, r [" j/ ~4 w/ i5 \4 h a
| | └──CQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part03_HD.mp4 217.56M
4 A: P5 m2 B7 D7 ?| ├──The Market Price of Risk - Fear and greed in the fixed-income markets - Paul Wilmott ( Y% @# ~& v/ T$ a! w+ ~ Z
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part01.flv 174.08M/ M- A8 O2 l% ?4 t! P2 I1 [! d7 s
| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part02.flv 175.88M
) S- L( U7 E6 t4 n- u| | ├──CQF_Alumni_HB_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Part03.flv 189.97M
: L# e8 L) T3 K1 j0 u6 P5 y| | └──CQF_Alumni_The_Market_Price_of_Risk_Fear_and_Greed_in_the_Fixed_Income_Markets_Annotated.pdf 2.48M4 F% Z4 t( ~: a
| ├──The Second Leg Down - Strategies for Surviving a Market Sell Off - Hari Krishnan $ p/ V7 X+ G! y, q9 s- k, P6 o
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part01.flv 187.66M8 g" e( `2 G( @% z8 k$ g3 d+ B
| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part02.flv 107.95M
6 }, L0 c- F- f8 |( b4 d( y/ u| | ├──CQF_Alumni_HB_The_Second_Leg_Down_Part03.flv 137.28M
. j) j6 }* h. p0 T$ { `| | └──CQF_Alumni_The_Second_Leg_Down_Annotated.pdf 981.90kb
2 g2 W- R$ p# o* ^& Z9 W| ├──The Trade Lifecycle - P8 Y! w: \' ?0 |
| | ├──CQF_Alumni_The_Trade_Lifecycle_Part02.mp4 273.39M6 I2 z" T( {! Y
| | └──CQF_Alumni_The_Trade_Lifecycle_Part03.mp4 321.14M
: P4 K! ^% g' @/ b& p| ├──Update on Financial Markets and Strategies - William Ziemba
: p F9 ^& P& k1 ?| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part01.flv 187.12M: p/ S: D6 h/ C) T8 M3 M
| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part02.flv 175.62M
+ Y( h/ _6 Z2 A& \$ J' E. d| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part03.flv 176.96M
4 s! D9 v5 m) e| | ├──CQF_Extra_HB_Update_on_Financial_Markets_and_Strategies_Part04.flv 145.92M- ?1 }9 L3 z! q" \5 n! D
| | └──CQF_Extra_Update_on_Financial_Markets_and_Strategies_Notes.pdf 3.74M: F' Z( |+ k8 c' ?' d5 K
| ├──Valuation framework for interest rate derivatives in today's Libor world - Wojciech Slusarski
6 V" Q0 g. h0 c| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part01.flv 173.90M% Q! r/ S$ B6 ^$ ~2 P8 H
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part02.flv 188.69M$ y6 B! Y3 a% L* a
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part03.flv 211.80M
' M1 s9 }; h) h+ q| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part04.flv 223.98M( H" G" s0 c' {5 O
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part05.flv 196.51M5 n1 z6 f5 I: J# R: P1 ~3 ]+ a& H
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part06.flv 206.68M
. i! W" ~6 [( V% D B| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part07.flv 192.46M ^1 W: A: _ g! j
| | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part08.flv 131.13M
& @" _ C: s. I, ?+ || | ├──CQF_Extra_HB_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Part09.flv 139.16M0 c) U6 m& I: O3 H' ^1 U
| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Annotated.pdf 9.07M) W! A# r' ~. O7 V
| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Errata.pdf 152.97kb
3 ?8 J( }( @) w% S| | ├──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel.zip 1.53M
0 c1 y) n, g; l9 C| | └──CQF_Extra_Valuation_framework_for_interest_rate_derivatives_in_todays_Libor_world_Excel2.zip 2.63M& k7 p$ i# p P' y! @& e1 U
| ├──Volatility Arbitrage and How to Hedge - Paul Wilmott
) U- [ U' p L) d: U* Y| | ├──CQF_Alumni_HB_How_To_Hedge_Part01.flv 80.94M9 l% x% y+ f5 V$ G: b# L
| | ├──CQF_Alumni_HB_How_To_Hedge_Part02.flv 92.89M
" J" b, J. S7 a7 W5 Q# E| | ├──CQF_Alumni_HB_How_To_Hedge_Part03.flv 97.34M
( Y7 [, c' i& a9 e3 d| | ├──CQF_Alumni_HB_How_To_Hedge_Part04.flv 73.40M
6 M+ K+ w. N5 U) j5 Q6 }' W& [5 K| | ├──CQF_Alumni_HB_How_To_Hedge_Part05.flv 69.42M
" C1 U. A7 r1 j9 X" ~! e| | ├──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Annotated.pdf 13.10M
) z% f6 U0 p% k1 Q7 G6 h| | └──CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Excel.xls 164.50kb
2 Y3 J& ~+ {1 j| └──Volatility Models The ARCH Framework - Stephen Taylor
3 ?4 A. I C8 p# x6 b) u| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part01.flv 222.85M
- c: f- e/ r$ u# X8 Y) ^6 \0 ~| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part02.flv 201.57M! E8 S( p4 d$ `( S' f
| | ├──CQF_Alumni_HB_Volatility_Models_The_ARCH_Framework_Part03.flv 184.56M l" B9 L2 k6 `0 l
| | ├──CQF_Alumni_LB_Volatility_Models_The_ARCH_Framework_Part04.flv 119.40M A" ]2 {. N! F% n
| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Additional_Notes.pdf 73.05kb, S3 M- M8 L6 s0 x
| | ├──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Annotated.pdf 5.03M- D) _0 D+ q. o1 }
| | └──CQF_Alumni_Volatility_Models_The_ARCH_Framework_Excel.zip 727.42kb* T A4 _# C; L7 i2 ^9 I
├──CQF 主课程 Core Program
) e9 \) |/ P$ ?5 W| ├──CQF Final Project Solutions（看完M6的实训项目）
6 W) Y5 W/ z5 A" T! o| | ├──BCD
+ R1 ~) G j% @; ^8 h| | ├──CAPM
5 v0 S/ O2 n3 ]* h& j7 C* _: @| | ├──CointegrationProjectImplementation 0 \* r, [, }4 |! c8 g/ \3 }9 p. E
| | ├──CQF Final Project (C++) * d0 J% d! g( h6 a
| | ├──Fixed Income Portfolio Optimization ! Z/ R- |/ N* o, n2 H2 R
| | ├──HJM (MATLAB) 1 g: x5 c7 ]: j/ z' w
| | ├──HJM Model
; I) O) a3 f; I! f1 c" b| | ├──HJMProjectImplementation 2 W& T2 }3 {( J; h. n2 Z1 {
| | ├──Cointegration (MATLAB).zip 9.94M/ l: d( I- A( a5 `
| | ├──CointegrationResultMain.xlsx 227.70kb4 {8 ?% P. [; h. h5 O
| | ├──HJM (MATLAB).zip 10.27M
2 R ^& ^ K# p$ s6 d8 e| | ├──HJMMCSProjectMain.m 22.40kb! l3 V; J5 }! P; `
| | ├──Implementing HJM Model by Monte Carlo Simulation.pdf 1.99M
7 o0 E. T w3 t, m- g/ Y! F0 o| | ├──Readme.txt 1.68kb
1 V3 \# e5 d* \* r- p| | └──UncertainVolatilityAndStaticHedging.pdf 333.10kb6 O* m5 u- d& P1 k5 A
| ├──CQF 普通话辅导课 Mandarin Tutorial Workshop En Ch EV Ecn
9 O! T* v; N( z| | ├──CQF_2021_Jan_Mandarin_Module01_SD_CQF_2021.mp4 453.70M( W7 B- s; p) V7 Y
| | ├──CQF_2021_Jan_Mandarin_Module3_Part01_SD_CQF_2021.mp4 97.45M3 `+ O. K/ C1 E& L0 O
| | ├──CQF_2021_Jan_Mandarin_Module3_Part02_SD_CQF_2021.mp4 137.04M
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| | ├──CQF_2021_Jan_Mandarin_Module3_Part04_SD_CQF_2021.mp4 87.24M+ Y! d' s( @' U5 }/ ~% G
| | ├──CQF_2021_Jan_Mandarin_Module3_Part05_SD_CQF_2021.mp4 113.85M Y. s- |; T3 m; D r3 |
| | ├──CQF_2021_Jan_Mandarin_Module4_Workshop_Part01_SD_CQF_2021.mp4 85.33M$ i/ b0 o1 P @0 C/ J" ]1 `, L( D! R
| | ├──CQF_2021_Jan_Mandarin_Module4_Workshop_Part02_SD_CQF_2021.mp4 117.26M
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| | ├──CQF_2021_Jan_Mandarin_Module4_Workshop_Part06_SD_CQF_2021.mp4 90.68M' Y! i! ~! V4 ]( t0 r* c& m
| | ├──CQF_2021_Jan_Mandarin_Module_2_Workshop_SD_CQF_2021.mp4 488.79M
) @; ^8 R; s- g, I| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part01_SD_CQF_2021.mp4 74.08M6 `. Z9 y s* v7 \- R- C
| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part02_SD_CQF_2021.mp4 82.30M
7 y6 `1 p; L6 T# v6 H| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part03_SD_CQF_2021.mp4 85.82M
2 n6 M# u8 ~' U7 W$ {7 Y# O* g9 S| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part04_SD_CQF_2021.mp4 72.04M
5 Q& f4 L& I( D! S# w| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part05_SD_CQF_2021.mp4 81.45M
5 b I) Y3 b9 M. N5 T1 A| | ├──CQF_2021_Jan_Mandarin_Workshop_Module5_Part06_SD_CQF_2021.mp4 86.36M+ E( e5 {6 ]% f" [7 _
| | └──CQF_Mandarin_Module4_Workshop_Part03_SD_CQF_2021.mp4 88.39M
/ Y, }/ v; F, U4 K d| ├──课程版本二
; b; D$ A8 U0 K; z0 f7 }+ B3 ]/ S/ D| | ├──M1
( y7 D, z- t h: k8 E" K: y| | ├──M2
) T" W/ e7 E( d7 H| | ├──M3 , i4 v% h) g5 C2 w9 W$ J5 i
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| | ├──M5 4 C' N1 U8 K6 r
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' k- {" r* a! X& @' X1 \| └──课程版本一（推荐） ]. G4 L1 s/ F' c9 @2 _
| | ├──M1
1 y+ p* [1 h& k: K k9 G: W| | ├──M2 + Q9 M* E( [) J v: w
| | ├──M3
. E- v1 _" S3 |' C3 e- O; Z. B. i| | ├──M4
) G# ^0 P; I+ Z7 w" _$ w6 T4 S| | ├──M5
R- E& Z, o- G# T1 w0 t| | ├──M6
8 i& a+ l, y$ j3 r0 a8 X| | └──课程讲义
- A" X% c6 q8 K7 _7 g├──高级选修课 ; g" k" p# m( Q! `
| ├──CQF 2021 高级选修课 Advanced Electives Algorithm and High Frequency Trading En Ch EV Ecn ( g- e3 A, _. Y
| | ├──CQF_Alumni_Forecasting_by_Using_Option_Prices_Additional_Notes ( u- V' v. V9 q3 i* ~- d& Z6 j q0 b
| | ├──CQF_Alumni_NAG_and_Excel_for_Math_Finance
* U D2 N0 w( J3 }1 B- y6 [| | ├──CQF_Alumni_R_for_Finance_Patrick_Burns * C1 c2 m5 B; o3 O; R4 x, A$ O- U
| | ├──CQF_January_2012_Cointegration_Modelling_Long_Term_Relationships_Excel
$ W, \* Q7 o+ D% u$ H| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_01_En.mp4 77.46M9 m: E7 f: s6 ?) V b) B
| | ├──CQF_Alumni_Beating_Markowitz_with_Sentiment_and_Downside_Risk_Control_Part_02_En.mp4 63.86M# G/ J3 S3 J- f7 W
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_01_En.mp4 49.34M
: y% x6 y! L1 D/ ~| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_02_En.mp4 61.18M
- S1 }8 j- N6 G5 I1 H| | ├──CQF_Alumni_Behavioural_Finance_Workshop_01_Unicom_Day_01_Gulnur_Muradogolu_Part_03_En.mp4 61.81M* |! U, m. l a
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_03_Unicom_Day_01_Richard_Peterson_Part_01_En.mp4 114.68M
: ~# O9 J* g8 A/ w# @: t| | ├──CQF_Alumni_Behavioural_Finance_Workshop_03_Unicom_Day_01_Richard_Peterson_Part_02_En.mp4 112.39M
F1 Z. n7 k$ L: @+ @2 s| | ├──CQF_Alumni_Behavioural_Finance_Workshop_04_Unicom_Day_01_Victor_Ricciardi_Part_01_En.mp4 61.21M& U" q" d5 M0 v1 C: ~ j
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_04_Unicom_Day_01_Victor_Ricciardi_Part_02_En.mp4 56.22M
$ C+ b; ?0 F, S! j5 n/ g0 |! s| | ├──CQF_Alumni_Behavioural_Finance_Workshop_05_Unicom_Day_01_Raphael_Markellos_Part_01_En.mp4 67.53M0 J% P! H& k( p% [2 D% Z5 G
| | ├──CQF_Alumni_Behavioural_Finance_Workshop_05_Unicom_Day_01_Raphael_Markellos_Part_02_En.mp4 86.17M( ?% m; k$ ^% V; P4 W( l! k
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_01_En.mp4 14.56M
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| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_05_En.mp4 65.47M" ^0 _' u u( B' k9 q6 g2 [
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_06_En.mp4 81.83M
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| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_08_En.mp4 133.39M; B) o/ o7 J+ X1 O/ Y- b: Z- P
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_09_En.mp4 107.50M
/ V' y. \; N0 s| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_10_En.mp4 110.09M, i! V' }# k2 `" z, l% ]' H: J
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_11_En.mp4 110.31M% X/ U+ m! {0 o8 @8 u7 _
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_12_En.mp4 108.81M& {& l0 K" r1 {+ D9 G; Z
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_13_En.mp4 96.73M6 P1 Q9 ]" y9 |1 H+ R5 N5 j9 m
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_14_En.mp4 96.42M. F9 z( _( K8 p3 s! q
| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_15_En.mp4 97.52M
9 c7 F0 c! V3 S: Z" h4 B8 x. U8 l( S| | ├──CQF_Alumni_Behavioural_Models_and_Sentiment_Analysis_Applied_to_Finance_Part_16_En.mp4 126.52M
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| ├──CQF 2021 高级选修课 Advanced Electives Trading Strategie and Portfolio Management En Ch EV Ecn
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4 w* }* ~% u- |! D: C) @$ f" N: K- T! N4 X| | ├──CQF_Alumni_You_Can_AI_Like_an_Expert_Part01_En_Ch.mp4 32.87M9 m- w( f% l0 T2 u* {$ D2 q
| | ├──CQF_Alumni_You_Can_AI_Like_an_Expert_Part02_En_Ch.mp4 41.64M
+ |* @) a" F9 b, Z| | ├──CQF_Alumni_You_Can_AI_Like_an_Expert_Part03_En_Ch.mp4 48.50M
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2 b5 B+ K8 g# P! ]" k) O, z| | ├──CQF_Alumni_Zero_to_AI_Series_Introduction_En_Ch.mp4 3.88M
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| | ├──CQF_Alumni_Zero_to_AI_Series_Part_04_En_Ch.mp4 6.86M
3 N! P3 U9 r" D1 Y" G! ?| | ├──CQF_Alumni_Zero_to_AI_Series_Part_05_En_Ch.mp4 20.01M
- w( i% H# H" c5 v; W, U9 o7 T. z| | ├──CQF_Alumni_Zero_to_AI_Series_Part_06_En_Ch.mp4 14.61M6 B- f7 G6 ^ o+ A G0 h$ c& r$ Y: p
| | └──CQF_Alumni_Zero_to_AI_Series_Part_07_En_Ch.mp4 6.90M+ }; o0 X: r) O7 n- q5 g- _
├──课本
8 Q6 ^; o* e. }# }| ├──1. Python_for_Finance__Mastering_Data－Driven_Finance_(1).pdf 24.57M
1 z8 G+ ?3 Q9 o| ├──10. paul wilmott introduces quantitative finance.pdf 5.51M) p t1 U* K8 ~" Y! {
| ├──11. Machine Learning.pdf 18.57M
y8 Y8 C' z# k' ]7 q| ├──2. Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor 2005.pdf 3.02M
- S! y+ H5 A- p& {| ├──3. 4. 5. Paul Wilmott on Quantitative Finance Vol 1-3, 2nd Ed.pdf 22.30M! e" X; b! G+ ^ C6 U; `) l
| ├──6. （The_Wiley_Finance_Series）_Jon_Gregory－The_xVA_Challenge__Counterparty_Credit_Risk，_Funding，_Collateral，_and_Capital－Wiley_（2015）.pdf 14.24M
. O1 K( G4 P% F v Y| ├──7. frequently asked questions in quantitative finance 2nd edition.pdf 3.50M
x7 i+ X1 z9 ^' d, k| ├──8.Jackel- Monte-Carlo Methods In Finance帝国理工.pdf 24.05M
' o7 e. T8 V, J6 j, V+ P8 q% w3 U| └──9. Derivatives_Models_on_Models.pdf 4.81M d! b8 h$ P& E" d7 D
└──前导课
3 k6 J+ o1 f9 ~| ├──Finance Primer ( U1 Y! F3 C1 s2 Z
| | ├──Finance Primer 4.mp4 234.31M
7 W( E. Y0 ]. J* _. n. `1 W/ k* T' w| | ├──Financial Primer 1.mp4 258.76M
6 |* W! \3 [0 J. u5 c9 T& l+ A1 S| | ├──Financial Primer 2.mp4 257.24M
4 K8 x6 \; m: b+ y% d2 _) j+ c| | └──Financial Primer 3.mp4 238.16M
8 H7 D8 f" T. D, t. B| ├──labs
( F5 Q6 W e, `5 F; y' ]5 }) y9 s| | ├──CQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_CQF_2021.mp4 551.02M
# f' P. y3 c( o: g P# G- w| | ├──CQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_En Ch_CQF_2021.mp4 650.36M3 E! {$ d6 i+ I/ O
| | ├──CQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_En_CQF_2021.mp4 577.89M
, h) x- E3 O& r| | ├──CQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_CQF_2021.mp4 596.13M
. j$ I7 w6 |/ }: z4 i7 Y2 b| | ├──CQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_En Ch_CQF_2021.mp4 1.75G* ], o; Q1 |* g# W+ d3 V" Q+ t$ b& I
| | ├──CQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_En_CQF_2021.mp4 2.07G
* q( V+ N& s3 g5 n2 Y| | ├──CQF_Python_Lab_03_Advanced_Numpy_and_Portfolio_Optimization_HD_CQF_2021.mp4 529.08M
6 h+ J7 K# n5 O$ U| | ├──CQF_Python_Lab_03_Advanced_Numpy_and_Portfolio_Optimization_HD_En_CQF_2021.mp4 1.93G
5 T8 r: Y/ F+ K* ?# W+ R7 {| | ├──CQF_Python_Lab_04_VAR_and_GARCH_HD_CQF_2021.mp4 565.34M
- h$ v' z) s4 L" C, U. z. _| | ├──CQF_Python_Lab_04_VAR_and_GARCH_HD_En_Ch_CQF_2021.mp4 1.20G) S- I+ v% ~7 Y# K% P& u, w1 T8 m
| | ├──CQF_Python_Lab_04_VAR_and_GARCH_HD_En_CQF_2021.mp4 872.30M& l6 o* Y4 T8 P" O7 X- S
| | ├──CQF_Python_Lab_05_Black_Scholes_Pricing_HD_CQF_2021.mp4 521.82M+ ^* N P, T, I( [ m
| | ├──CQF_Python_Lab_05_Black_Scholes_Pricing_HD_En Ch_CQF_2021.mp4 1.22G! `; Y( S* ]6 r3 ?
| | ├──CQF_Python_Lab_05_Black_Scholes_Pricing_HD_En_CQF_2021.mp4 954.55M! w* G5 f2 a" l# n1 |& r5 D
| | ├──CQF_Python_Lab_06_Monte_Carlo_Simulation_HD_CQF_2021.mp4 580.18M7 t+ w+ @+ K" c; U
| | ├──CQF_Python_Lab_06_Monte_Carlo_Simulation_HD_En Ch_CQF_2021.mp4 1.69G: R# J; L. |4 g: H) o- M
| | ├──CQF_Python_Lab_06_Monte_Carlo_Simulation_HD_En_CQF_2021.mp4 1.75G
* u% j* C& S$ V$ j| | ├──CQF_Python_Lab_07_Finite_Difference_in_Option_Pricing_HD_CQF_2021.mp4 485.81M2 E, y G5 ]4 P5 Q4 Y; |
| | ├──CQF_Python_Lab_07_Finite_Difference_in_Option_Pricing_HD_En Ch_CQF_2021.mp4 1.16G9 e. O# D7 {, n( x# M
| | ├──CQF_Python_Lab_07_Finite_Difference_in_Option_Pricing_HD_En_CQF_2021.mp4 1.49G$ F5 P4 X1 L, ~7 @
| | ├──CQF_Python_Lab_08_Implied_Volatility_Calculation_HD_CQF_2021.mp4 423.48M
9 @; b8 \- m Z# y6 I3 w+ ?| | ├──CQF_Python_Lab_08_Implied_Volatility_Calculation_HD_En Ch_CQF_2021.mp4 1.02G) @! j: v- Q0 |, j% ]( H
| | ├──CQF_Python_Lab_08_Implied_Volatility_Calculation_HD_En_CQF_2021.mp4 1.31G, |7 k5 d5 v( E0 e
| | ├──CQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_CQF_2021.mp4 637.04M
6 A3 p. z/ ?1 `0 [3 l| | ├──CQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_En Ch_CQF_2021.mp4 1.56G! u$ O, Z/ L$ ^1 D! G& @2 O
| | ├──CQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_En_CQF_2021.mp4 1.37G8 V) C0 m" c l
| | ├──CQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_CQF_2021.mp4 614.29M0 y6 ~+ m u1 }, S, H B
| | ├──CQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_En Ch_CQF_2021.mp4 1.67G/ b! ^ k8 m* x( \
| | ├──CQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_En_CQF_2021.mp4 1.54G( x4 i8 {$ i' x; s
| | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_CQF_2021.mp4 640.11M
( w" G9 [( D5 Z| | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_En Ch_CQF_2021.mp4 1.79G
9 J8 S* O4 g. z4 Y2 }+ b| | ├──CQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_En_CQF_2021.mp4 2.24G
, _, `; z5 g$ a! V7 w& t+ {| | ├──CQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_CQF_2021.mp4 657.46M
- o; k3 ]* R% G6 o/ K| | ├──CQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_En Ch_CQF_2021.mp4 1.73G) `/ B' [3 {& M+ [( _+ u
| | ├──CQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_En_CQF_2021.mp4 2.27G) T, \2 s+ _* d& x* S6 F0 ]
| | ├──CQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_CQF_2021.mp4 491.52M% Z- O6 _5 ]4 L* Y
| | ├──CQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_En Ch_CQF_2021.mp4 1.28G# ?; }- R% Y+ Z6 T
| | ├──CQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_En_CQF_2021.mp4 1.69G7 O; D$ l+ _6 u6 d6 c
| | ├──CQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_CQF_2021.mp4 555.18M
' p* n$ ?' z$ |5 p: ?1 V6 z| | ├──CQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_En Ch_CQF_2021.mp4 1.55G
; t1 ]/ o1 |' d# E6 H" `5 q| | ├──CQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_En_CQF_2021.mp4 1.84G7 l, z* L: x P+ E9 y$ F+ c
| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_CQF_2021.mp4 381.65M2 T0 R v4 c0 c0 h/ H& y+ n$ {
| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En Ch_CQF_2021.mp4 1.24G
7 A# J7 I0 M& a$ t: S* Q+ E! C- k| | ├──CQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En_CQF_2021.mp4 1.60G
: V% q" C/ @" r! [" ~| | ├──CQF_Python_Lab_16_Reinforcement_Learning_HD_CQF_2021.mp4 328.83M. X, {, I6 m' ^- R
| | ├──CQF_Python_Lab_16_Reinforcement_Learning_HD_En Ch_CQF_2021.mp4 960.96M4 M+ x8 l# L4 y) L7 {
| | ├──CQF_Python_Lab_16_Reinforcement_Learning_HD_En_CQF_2021.mp4 1.25G$ x0 A8 h7 c' i7 b2 m M& ]5 X
| | ├──CQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_CQF_2021.mp4 427.53M0 A$ r2 k) e# k' G' t3 H" |0 m
| | ├──CQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_En Ch_CQF_2021.mp4 1.51G
% h/ O8 k4 c, R4 [8 e| | ├──CQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_En_CQF_2021.mp4 1.85G# e$ j5 y6 f, }2 x. s
| | ├──CQF_Python_Lab_18_Fixed_Income_HD_CQF_2021.mp4 364.80M
: v$ `/ H; G7 N+ y! b| | ├──CQF_Python_Lab_18_Fixed_Income_HD_En Ch_CQF_2021.mp4 1.06G
! J% ]6 d6 H: X1 t F4 }| | ├──CQF_Python_Lab_18_Fixed_Income_HD_En_CQF_2021.mp4 916.97M; v5 F5 J) l& }; n, c
| | ├──CQF_Python_Lab_19_Fixed_Income_II_HD_CQF_2021.mp4 376.98M
$ g7 v+ R4 H: F% T4 U| | ├──CQF_Python_Lab_19_Fixed_Income_II_HD_En Ch_CQF_2021.mp4 786.22M
/ S1 Y6 ^0 e1 x7 a- h$ b% z% L| | ├──CQF_Python_Lab_19_Fixed_Income_II_HD_En_CQF_2021.mp4 220.69M; D$ Q) R. T7 G- L8 H2 l
| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_CQF_2021.mp4 382.44M5 g# S* B, E5 G) i* I5 |/ r
| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_En Ch_CQF_2021.mp4 1.02G, T, P2 O3 x! A
| | ├──CQF_Python_Lab_20_Credit_Lab_I_HD_En_CQF_2021.mp4 867.61M
/ C1 v9 D, ]9 V( X3 [" z/ @& b| | ├──CQF_Python_Lab_21_Credit_Lab_II_HD_CQF_2021.mp4 393.58M
8 i# A. k( j( `) n; c- L* E| | ├──CQF_Python_Lab_21_Credit_Lab_II_HD_En Ch_CQF_2021.mp4 1.46G
/ a6 ]" G m& ~3 R7 e; e! O! b| | └──CQF_Python_Lab_21_Credit_Lab_II_HD_En_CQF_2021.mp4 1.68G
* c+ c' H2 s: W) L| ├──Math Primer
- R* X! f# s# l3 d! M+ _| | ├──Calculus.mp4 282.78M4 T: V. V5 M1 ]4 b+ ~1 S
| | ├──differential equation.mp4 282.03M9 d# J8 O3 D" G1 H
| | ├──Linear Algebra.mp4 275.79M
" Z6 |+ a7 ]( d6 S$ g| | └──Probability.mp4 232.63M# j6 h- @0 {; M1 N) }! I1 l
| ├──Python Primer
4 L4 ] o, O; r0 p| | ├──python primer 1.mp4 333.93M7 m5 s' X5 @/ i1 G9 T3 F; A
| | ├──python primer 2.mp4 310.56M) p8 i9 Z! q( n3 Q0 R, c3 L! P' _6 x
| | ├──python primer 3.mp4 309.17M! x$ F/ M2 [8 e* A" c3 Q
| | ├──Python Primer 4.mp4 351.60M
o! R4 D5 t) S* `! l| | └──Python Primer 5.mp4 312.41M
' K( t$ Z, _- @1 U: @2 H' W| ├──Python代码
) S! A5 g$ \( c! v, O| | ├──1. Introduction to Financial Time Series.zip 512.94kb8 D4 O; ]3 V7 `- O; r( `5 q
| | ├──10. KNN & SVR fo Stock Prediction.zip 1.42M# {* [- m* A$ N3 l' w9 e# i
| | ├──11. Gradient Boosting for Price Prediction.zip 939.07kb
) @" j& E' j( _8 \! o+ _| | ├──12. K-Means Clustering & Self Organising Maps (4).zip 840.75kb, K% U; @8 q$ M- E
| | ├──13. Application of Neural Networks using TensorFlow & Keras (1).zip 485.84kb
" {7 d: @; n* f" h s| | ├──14. Reinforcement Learning.zip 412.54kb
7 Y& O9 ]* e! E( b, N1 g| | ├──15. Yield Curve Data Analysis.zip 4.01M
8 Q% B: _2 o) e( B; M `( d| | ├──16. Intensity Models.zip 1.46M; b ^! g% `# B
| | ├──17. CDS Pricing.zip 2.25M4 k5 U$ {& S; r# h* m
| | ├──2. Binomial Trees in Option Pricing.zip 1.41M7 z8 d4 ?. n! g! R5 `7 t3 C
| | ├──3. Portfolio Optimisation.zip 1.20M8 l0 }$ p! f3 S/ w: B
| | ├──4. Value ar Risk & GARCH.zip 802.23kb
+ @4 p# H; I* _; l5 E| | ├──5. Black Scholes Option Pricing.zip 355.80kb
5 e0 Q/ f, O# Z6 Z, U0 {+ G) J| | ├──6. Monte Carlo Simulation.zip 1.08M
) c5 d: ?1 K" G% k9 s| | ├──7. Finite Difference Methods.zip 297.56kb/ [- I" C( L" y. X2 r
| | ├──8. Implied Volatility.zip 281.95kb* j; Q7 F) j5 }/ d1 N, e
| | ├──9. Introduction to Machine Learning using Sicikit-learn.zip 837.69kb; l. w, ` w% D: ^/ K# b
| | └──前导课代码.rar 19.90M6 H- h1 M+ r' K" S
| ├──金融前导课讲义
" B" O# t6 E# A' s| | ├──CQF Pre-course (TVM, FI, MMS, Swap, Der) 20201122.pdf 49.67M: y: _1 N c$ z8 _4 b- a, }$ u' |
| | └──CQF_Pre_Fin.pdf 2.65M
6 E& E" c. f4 S8 y2 r& \, ]| └──数学前导讲义 8 @- T$ Z+ e( i/ V B7 z
| | ├──Calculus.pdf 714.03kb
0 o, T1 @! w8 p# w4 q- ^| | ├──CQF_Maths_Primer_Probability.pdf 1.58M
9 Y2 r. y& O. v, f1 F| | ├──Differential Equations.pdf 541.87kb
% L* X8 q$ P. Q/ |9 j0 F8 j| | └──Introduction_to_Linear_Algebra.pdf 497.20kb
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/ x2 z1 f9 ?) S5 A* C' D( j' r
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发表于 2024-7-20 13:39:59
