FreeCoursesOnline Me Coursera Financial Engineering and Risk Management Part |
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[FreeCoursesOnline.Me] Coursera - Financial Engineering and Risk Management Part I |
DOWNLOAD Copy Link |
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Total Size |
1.1 GB |
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Total Files |
109 |
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Last Seen |
2024-11-14 23:49 |
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Hash |
CE5735B1464B1A4C249E1905F117879A136AB95E |
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/001.Course Overview/ |
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12.1 MB |
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14.1 KB |
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/002.Basics of Fixed Income Securities/ |
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18.4 MB |
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19.8 KB |
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29.9 MB |
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31.6 KB |
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/003.Basic Fixed Income Instruments/ |
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004. Floating Rate Bonds and Term Structure of Interest Rates.mp4 |
29.9 MB |
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004. Floating Rate Bonds and Term Structure of Interest Rates.srt |
29.4 KB |
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19.2 MB |
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18.9 KB |
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/004.Swaps and Futures/ |
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14.1 MB |
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13.2 KB |
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22.3 MB |
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24.5 KB |
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13.1 MB |
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10.5 KB |
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/005.Options and Options Pricing/ |
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24.6 MB |
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23.8 KB |
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19.4 MB |
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19.5 KB |
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/006.The 1-Period Binomial Model/ |
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17.4 MB |
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15.0 KB |
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28.5 MB |
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26.7 KB |
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/007.The Multi-Period Binomial Model/ |
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24.4 MB |
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21.5 KB |
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17.7 MB |
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15.5 KB |
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/008.Pricing American Options and Replicating Strategies/ |
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17.6 MB |
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15.1 KB |
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23.8 MB |
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22.4 KB |
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/009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/ |
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12.5 MB |
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11.2 KB |
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16.7 MB |
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16.0 KB |
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16.4 MB |
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15.3 KB |
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/010.An Example Pricing a European Put on a Futures Contract/ |
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020. An Example Pricing a European Put on a Futures Contract.mp4 |
9.8 MB |
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020. An Example Pricing a European Put on a Futures Contract.srt |
8.8 KB |
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/011.Introduction to Term Structure Lattice Models and the Cash Account/ |
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18.1 MB |
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16.7 KB |
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22.8 MB |
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22.0 KB |
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/012.Fixed Income Derivatives I/ |
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13.5 MB |
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13.0 KB |
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15.0 MB |
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11.8 KB |
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13.9 MB |
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11.9 KB |
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/013.Fixed Income Derivatives II/ |
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12.4 MB |
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10.6 KB |
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19.1 MB |
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18.0 KB |
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/014.The Forward Equations/ |
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21.6 MB |
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19.0 KB |
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/015.Model Calibration/ |
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28.6 MB |
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24.8 KB |
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/016.Pricing in a BDT Model and Pricing in Practice/ |
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030. An Application Pricing a Payer Swaption in a BDT Model.mp4 |
21.3 MB |
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030. An Application Pricing a Payer Swaption in a BDT Model.srt |
17.3 KB |
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10.8 MB |
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10.4 KB |
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/017.Modeling and Pricing Defaultable Bonds/ |
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21.8 MB |
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20.8 KB |
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24.1 MB |
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22.5 KB |
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/018.Credit Default Swipes/ |
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26.5 MB |
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25.6 KB |
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/019.Pricing Credit Default Swaps/ |
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18.8 MB |
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17.7 KB |
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/020.Interview with Emmanuel Derman/ |
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72.2 MB |
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33.0 KB |
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/021.Introduction to Mortgage Mathematics and Mortgage-Backed Securities/ |
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037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.mp4 |
31.9 MB |
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037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.srt |
29.9 KB |
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/022.Prepayment Risks and Pass-Throughs/ |
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24.0 MB |
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24.6 KB |
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12.9 MB |
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10.4 KB |
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/023.Principal-Only and Interest Only Mortgage-Backed Securities/ |
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19.2 MB |
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17.4 KB |
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16.3 MB |
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15.3 KB |
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/024.CMOs and Pricing Mortgage-Backed Securities/ |
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19.6 MB |
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16.9 KB |
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20.5 MB |
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20.5 KB |
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/025.I/ |
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26.2 MB |
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23.0 KB |
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12.6 MB |
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10.7 KB |
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/026.II/ |
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17.1 MB |
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14.9 KB |
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14.8 MB |
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8.2 KB |
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20.2 MB |
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17.5 KB |
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/027.III/ |
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14.7 MB |
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12.6 KB |
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13.8 MB |
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11.8 KB |
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24.2 MB |
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24.0 KB |
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/028.IV/ |
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33.4 MB |
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31.8 KB |
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/029.V/ |
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26.5 MB |
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28.3 KB |
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/ |
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0.1 KB |
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0.3 KB |
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Total files 109 |
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