[COURSERA] FINANCIAL ENGINEERING AND RISK MANAGEMENT PART I [FCO]

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[FreeCoursesOnline.Me] Coursera - Financial Engineering and Risk Management Part I 001.Course Overview
  • 001. Course Overview.mp4 (11.6 MB)
  • 001. Course Overview.srt (13.7 KB)
002.Basics of Fixed Income Securities
  • 002. Introduction to No-arbitrage.mp4 (17.5 MB)
  • 002. Introduction to No-arbitrage.srt (19.3 KB)
  • 003. Interest Rates and Fixed Income Instruments.mp4 (28.5 MB)
  • 003. Interest Rates and Fixed Income Instruments.srt (30.8 KB)
003.Basic Fixed Income Instruments
  • 004. Floating Rate Bonds and Term Structure of Interest Rates.mp4 (28.5 MB)
  • 004. Floating Rate Bonds and Term Structure of Interest Rates.srt (28.7 KB)
  • 005. Forward Contracts.mp4 (18.3 MB)
  • 005. Forward Contracts.srt (18.5 KB)
004.Swaps and Futures
  • 006. Swaps.mp4 (13.4 MB)
  • 006. Swaps.srt (12.9 KB)
  • 007. Futures.mp4 (21.3 MB)
  • 007. Futures.srt (23.9 KB)
  • 008. Futures Excel.mp4 (12.5 MB)
  • 008. Futures Excel.srt (10.2 KB)
005.Options and Options Pricing
  • 009. Options.mp4 (23.5 MB)
  • 009. Options.srt (23.2 KB)
  • 010. Options Pricing.mp4 (18.5 MB)
  • 010. Options Pricing.srt (19.0 KB)
006.The 1-Period Binomial Model
  • 011. The 1-Period Binomial Model.mp4 (16.6 MB)
  • 011. The 1-Period Binomial Model.srt (14.6 KB)
  • 012. Option Pricing in the 1-Period Binomial Model.mp4 (27.1 MB)
  • 012. Option Pricing in the 1-Period Binomial Model.srt (26.1 KB)
007.The Multi-Period Binomial Model
  • 013. The Multi-Period Binomial Model.mp4 (23.3 MB)
  • 013. The Multi-Period Binomial Model.srt (21.0 KB)
  • 014. What s Going On.mp4 (16.9 MB)
  • 014. What s Going On.srt (15.2 KB)
008.Pricing American Options and Replicating Strategies
  • 015. Pricing American Options.mp4 (16.8 MB)
  • 015. Pricing American Options.srt (14.8 KB)
  • 016. Replicating Strategies.mp4 (22.7 MB)
  • 016. Replicating Strategies.srt (21.8 KB)
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model
  • 017. Including Dividends.mp4 (11.9 MB)
  • 017. Including Dividends.srt (10.9 KB)
  • 018. Pricing Forwards and Futures in the Binomial Model.mp4 (15.9 MB)
  • 018. Pricing Forwards and Futures in the Binomial Model.srt (15.6 KB)
  • 019. The Black-Scholes Model.mp4 (15.6 MB)
  • 019. The Black-Scholes Model.srt (14.9 KB)
010.An Example Pricing a European Put on a Futures Contract
  • 020. An Example Pricing a European Put on a Futures Contract.mp4 (9.4 MB)
  • 020. An Example Pricing a European Put on a Futures Contract.srt (8.6 KB)
011.Introduction to Term Structure Lattice Models and the Cash Account
  • 021. Introduction to Term Structure Lattice Models.mp4 (17.3 MB)
  • 021. Introduction to Term Structure Lattice Models.srt (16.3 KB)
  • 022. The Cash Account and Pricing Zero-Coupon Bonds.mp4 (21.7 MB)
  • 022. The Cash Account and Pricing Zero-Coupon Bonds.srt (21.5 KB)
012.Fixed Income Derivatives I
  • 023. Fixed Income Derivatives Options on Bonds.mp4 (12.9 MB)
  • 023. Fixed Income Derivatives Options on Bonds.srt (12.7 KB)
  • 024. Fixed Income Derivatives Bond Forwards.mp4 (14.3 MB)
  • 024. Fixed Income Derivatives Bond Forwards.srt (11.5 KB)
  • 025. Fixed Income Derivatives Bond Futures.mp4 (13.3 MB)
  • 025. Fixed Income Derivatives Bond Futures.srt (11.6 KB)
013.Fixed Income Derivatives II
  • 026. Fixed Income Derivatives Caplets and Floorlets.mp4 (11.9 MB)
  • 026. Fixed Income Derivatives Caplets and Floorlets.srt (10.4 KB)
  • 027. Fixed Income Derivatives Swaps and Swaptions.mp4 (18.2 MB)
  • 027. Fixed Income Derivatives Swaps and Swaptions.srt (17.6 KB)
014.The Forward Equations
  • 028. The Forward Equations.mp4 (20.6 MB)
  • 028. The Forward Equations.srt (18.6 KB)
015.Model Calibration
  • 029. Model Calibration.mp4 (27.2 MB)
  • 029. Model Calibration.srt (24.2 KB)
016.Pricing in a BDT Model and Pricing in Practice
  • 030. An Application Pricing a Payer Swaption in a BDT Model.mp4 (20.3 MB)
  • 030. An Application Pricing a Payer Swaption in a BDT Model.srt (16.9 KB)
  • 031. Fixed Income Derivatives Pricing in Practice.mp4 (10.3 MB)
  • 031. Fixed Income Derivatives Pricing in Practice.srt (10.2 KB)
017.Modeling and Pricing Defaultable Bonds
  • 032. Modeling Defaultable Bonds.mp4 (20.8 MB)
  • 032. Modeling Defaultable Bonds.srt (20.3 KB)
  • 033. Pricing Defaultable Bonds.mp4 (23.0 MB)
  • 033. Pricing Defaultable Bonds.srt (22.0 KB)
018.Credit Default Swipes
  • 034. Credit Default Swaps.mp4 (25.3 MB)
  • 034. Credit Default Swaps.srt (25.0 KB)
019.Pricing Credit Default Swaps
  • 035. Pricing Credit Default Swaps.mp4 (18.0 MB)
  • 035. Pricing Credit Default Swaps.srt (17.3 KB)
020.Interview with Emmanuel Derman
  • 036. Interview with Emmanuel Derman.mp4 (68.9 MB)
  • 036. Interview with Emmanuel Derman.srt (32.2 KB)
021.Introduction to Mortgage Mathematics and Mortgage-Backed Securities
  • 037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.mp4 (30.4 MB)
  • 037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.srt (29.2 KB)
022.Prepayment Risks and Pass-Throughs
  • 038. Prepayment Risk and Mortgage Pass-Throughs.mp4 (22.9 MB)
  • 038. Prepayment Risk and Mortgage Pass-Throughs.srt (24.0 KB)
  • 039. Mortgage Pass-Throughs in Excel.mp4 (12.3 MB)
  • 039. Mortgage Pass-Throughs in Excel.srt (10.1 KB)
023.Principal-Only and Interest Only Mortgage-Backed Securities
  • 040. Principal-Only and Interest-Only MBS.mp4 (18.3 MB)
  • 040. Principal-Only and I

Description

[COURSERA] FINANCIAL ENGINEERING AND RISK MANAGEMENT PART I [FCO]

About this course: Financial Engineering is a multidisciplinary field drawing from finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part I will be on the use of simple stochastic models to price derivative securities in various asset classes including equities, fixed income, credit and mortgage-backed securities. We will also consider the role that some of these asset classes played during the financial crisis. A notable feature of this course will be an interview module with Emanuel Derman, the renowned “quant” and best-selling author of “My Life as a Quant”. We hope that students who complete the course will begin to understand the “rocket science” behind financial engineering but perhaps more importantly, we hope they will also understand the limitations of this theory in practice and why financial models should always be treated with a healthy degree of skepticism. The follow-on course FE & RM Part II will continue to develop derivatives pricing models but it will also focus on asset allocation and portfolio optimization as well as other applications of financial engineering such as real options, commodity and energy derivatives and algorithmic trading.

For more Coursera and other Courses >>> https://www.freecoursesonline.me/
For More Udemy Free Courses >>> http://www.freetutorials.us



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[COURSERA] FINANCIAL ENGINEERING AND RISK MANAGEMENT PART I [FCO]

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[COURSERA] FINANCIAL ENGINEERING AND RISK MANAGEMENT PART I [FCO]

Torrent hash: CE5735B1464B1A4C249E1905F117879A136AB95E