Coursezone net Coursera Financial Engineering and Risk Management Part |
||
Name |
[Coursezone.net] Coursera - Financial Engineering and Risk Management Part I |
DOWNLOAD Copy Link |
Total Size |
1.1 GB |
|
Total Files |
107 |
|
Hash |
8F9D9C6C2F19DAB6814A6A1FA8BCFE9C43381306 |
/001.Course Overview/ |
|
|
12.1 MB |
|
14.1 KB |
/002.Basics of Fixed Income Securities/ |
|
|
18.4 MB |
|
19.8 KB |
|
29.9 MB |
|
31.6 KB |
/003.Basic Fixed Income Instruments/ |
|
004. Floating Rate Bonds and Term Structure of Interest Rates.mp4 |
29.9 MB |
004. Floating Rate Bonds and Term Structure of Interest Rates.srt |
29.4 KB |
|
19.2 MB |
|
18.9 KB |
/004.Swaps and Futures/ |
|
|
14.1 MB |
|
13.2 KB |
|
22.3 MB |
|
24.5 KB |
|
13.1 MB |
|
10.5 KB |
/005.Options and Options Pricing/ |
|
|
24.6 MB |
|
23.8 KB |
|
19.4 MB |
|
19.5 KB |
/006.The 1-Period Binomial Model/ |
|
|
17.4 MB |
|
15.0 KB |
|
28.5 MB |
|
26.7 KB |
/007.The Multi-Period Binomial Model/ |
|
|
24.4 MB |
|
21.5 KB |
|
17.7 MB |
|
15.5 KB |
/008.Pricing American Options and Replicating Strategies/ |
|
|
17.6 MB |
|
15.1 KB |
|
23.8 MB |
|
22.4 KB |
/009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/ |
|
|
12.5 MB |
|
11.2 KB |
|
16.7 MB |
|
16.0 KB |
|
16.4 MB |
|
15.3 KB |
/010.An Example Pricing a European Put on a Futures Contract/ |
|
020. An Example Pricing a European Put on a Futures Contract.mp4 |
9.8 MB |
020. An Example Pricing a European Put on a Futures Contract.srt |
8.8 KB |
/011.Introduction to Term Structure Lattice Models and the Cash Account/ |
|
|
18.1 MB |
|
16.7 KB |
|
22.8 MB |
|
22.0 KB |
/012.Fixed Income Derivatives I/ |
|
|
13.5 MB |
|
13.0 KB |
|
15.0 MB |
|
11.8 KB |
|
13.9 MB |
|
11.9 KB |
/013.Fixed Income Derivatives II/ |
|
|
12.4 MB |
|
10.6 KB |
|
19.1 MB |
|
18.0 KB |
/014.The Forward Equations/ |
|
|
21.6 MB |
|
19.0 KB |
/015.Model Calibration/ |
|
|
28.6 MB |
|
24.8 KB |
/016.Pricing in a BDT Model and Pricing in Practice/ |
|
030. An Application Pricing a Payer Swaption in a BDT Model.mp4 |
21.3 MB |
030. An Application Pricing a Payer Swaption in a BDT Model.srt |
17.3 KB |
|
10.8 MB |
|
10.4 KB |
/017.Modeling and Pricing Defaultable Bonds/ |
|
|
21.8 MB |
|
20.8 KB |
|
24.1 MB |
|
22.5 KB |
/018.Credit Default Swipes/ |
|
|
26.5 MB |
|
25.6 KB |
/019.Pricing Credit Default Swaps/ |
|
|
18.8 MB |
|
17.7 KB |
/020.Interview with Emmanuel Derman/ |
|
|
72.2 MB |
|
33.0 KB |
/021.Introduction to Mortgage Mathematics and Mortgage-Backed Securities/ |
|
037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.mp4 |
31.9 MB |
037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.srt |
29.9 KB |
/022.Prepayment Risks and Pass-Throughs/ |
|
|
24.0 MB |
|
24.6 KB |
|
12.9 MB |
|
10.4 KB |
/023.Principal-Only and Interest Only Mortgage-Backed Securities/ |
|
|
19.2 MB |
|
17.4 KB |
|
16.3 MB |
|
15.3 KB |
/024.CMOs and Pricing Mortgage-Backed Securities/ |
|
|
19.6 MB |
|
16.9 KB |
|
20.5 MB |
|
20.5 KB |
/025.I/ |
|
|
26.2 MB |
|
23.0 KB |
|
12.6 MB |
|
10.7 KB |
/026.II/ |
|
|
17.1 MB |
|
14.9 KB |
|
14.8 MB |
|
8.2 KB |
|
20.2 MB |
|
17.5 KB |
/027.III/ |
|
|
14.7 MB |
|
12.6 KB |
|
13.8 MB |
|
11.8 KB |
|
24.2 MB |
|
24.0 KB |
/028.IV/ |
|
|
33.4 MB |
|
31.8 KB |
/029.V/ |
|
|
26.5 MB |
|
28.3 KB |
/ |
|
|
0.1 KB |
Total files 107 |
Copyright © 2024 FileMood.com