百度网盘
5积分
《国际量化金融分析师CQF》课程是一个系统全面的量化金融高级培训项目，内容覆盖金融数学、机器学习、随机微积分、风险管理、衍生品定价、交易策略及投资组合管理等核心领域。课程通过理论讲解与实战编程(Python、C++、MATLAB)结合，包含大量金融模型实现(如HJM利率模型、Black-Litterman资产配置、Cointegration统计套利)和Final Project实战(CDS定价、BCD系统开发、不确定波动率优化等)，帮助学员构建量化金融所需的数学、编程与金融建模能力，并配套高级选修课(算法交易、高频交易、行为金融等)拓展专业深度。
国际量化金融分析师CQF21142.79GB
前导课70.36GB
数学前导讲义3.29MB
Introduction_to_Linear_Algebra.pdf497.2KBDifferential Equations.pdf541.87KBCQF_Maths_Primer_Probability.pdf1.58MBCalculus.pdf714.03KB金融前导课讲义52.32MB
CQF_Pre_Fin.pdf2.65MBCQF Pre-course (TVM, FI, MMS, Swap, Der) 20201122.pdf49.67MBPython代码38.36MB
前导课代码.rar19.9MB
9. Introduction to Machine Learning using Sicikit-learn.zip837.69KB8. Implied Volatility.zip281.95KB7. Finite Difference Methods.zip297.56KB6. Monte Carlo Simulation.zip1.08MB5. Black Scholes Option Pricing.zip355.8KB4. Value ar Risk & GARCH.zip802.23KB3. Portfolio Optimisation.zip1.2MB2. Binomial Trees in Option Pricing.zip1.41MB17. CDS Pricing.zip2.25MB16. Intensity Models.zip1.46MB15. Yield Curve Data Analysis.zip4.01MB14. Reinforcement Learning.zip412.54KB13. Application of Neural Networks using TensorFlow & Keras (1).zip485.84KB12. K-Means Clustering & Self Organising Maps (4).zip840.75KB11. Gradient Boosting for Price Prediction.zip939.07KB10. KNN & SVR fo Stock Prediction.zip1.42MB1. Introduction to Financial Time Series.zip512.94KBPython Primer1.58GB
Python Primer 5.mp4312.41MBPython Primer 4.mp4351.6MBpython primer 3.mp4309.17MBpython primer 2.mp4310.56MBpython primer 1.mp4333.93MBMath Primer1.05GB
Probability.mp4232.63MBLinear Algebra.mp4275.79MBdifferential equation.mp4282.03MBCalculus.mp4282.78MBlabs66.68GB
CQF_Python_Lab_21_Credit_Lab_II_HD_En_CQF_2021.mp41.68GBCQF_Python_Lab_21_Credit_Lab_II_HD_En Ch_CQF_2021.mp41.46GBCQF_Python_Lab_21_Credit_Lab_II_HD_CQF_2021.mp4393.58MBCQF_Python_Lab_20_Credit_Lab_I_HD_En_CQF_2021.mp4867.61MBCQF_Python_Lab_20_Credit_Lab_I_HD_En Ch_CQF_2021.mp41.02GBCQF_Python_Lab_20_Credit_Lab_I_HD_CQF_2021.mp4382.44MBCQF_Python_Lab_19_Fixed_Income_II_HD_En_CQF_2021.mp4220.69MBCQF_Python_Lab_19_Fixed_Income_II_HD_En Ch_CQF_2021.mp4786.22MBCQF_Python_Lab_19_Fixed_Income_II_HD_CQF_2021.mp4376.98MBCQF_Python_Lab_18_Fixed_Income_HD_En_CQF_2021.mp4916.97MBCQF_Python_Lab_18_Fixed_Income_HD_En Ch_CQF_2021.mp41.06GBCQF_Python_Lab_18_Fixed_Income_HD_CQF_2021.mp4364.8MBCQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_En_CQF_2021.mp41.85GBCQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_En Ch_CQF_2021.mp41.51GBCQF_Python_Lab_17_Quantitative_and_Algorithmic_Trading_Strategies_HD_CQF_2021.mp4427.53MBCQF_Python_Lab_16_Reinforcement_Learning_HD_En_CQF_2021.mp41.25GBCQF_Python_Lab_16_Reinforcement_Learning_HD_En Ch_CQF_2021.mp4960.96MBCQF_Python_Lab_16_Reinforcement_Learning_HD_CQF_2021.mp4328.83MBCQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En_CQF_2021.mp41.6GBCQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_En Ch_CQF_2021.mp41.24GBCQF_Python_Lab_15_Python_Application_of_Neural_Networks_to_Financial_Time_Series_HD-V2_CQF_2021.mp4381.65MBCQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_En_CQF_2021.mp41.84GBCQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_En Ch_CQF_2021.mp41.55GBCQF_Python_Lab_14_Introduction_to_TensorFlow_and_Keras_HD_CQF_2021.mp4555.18MBCQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_En_CQF_2021.mp41.69GBCQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_En Ch_CQF_2021.mp41.28GBCQF_Python_Lab_13_K_Means_Clustering_and_Self_Organising_Maps_HD_CQF_2021.mp4491.52MBCQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_En_CQF_2021.mp42.27GBCQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_En Ch_CQF_2021.mp41.73GBCQF_Python_Lab_12_eXtreme_Gradient_Boosting_to_forecast_markets_HD_CQF_2021.mp4657.46MBCQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_En_CQF_2021.mp42.24GBCQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_En Ch_CQF_2021.mp41.79GBCQF_Python_Lab_11_KNN_and_SVR_for_Stock_Prediction_HD_CQF_2021.mp4640.11MBCQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_En_CQF_2021.mp41.54GBCQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_En Ch_CQF_2021.mp41.67GBCQF_Python_Lab_10_Introduction_to_Linear_and_Multivariate_Regression_HD_CQF_2021.mp4614.29MBCQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_En_CQF_2021.mp41.37GBCQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_En Ch_CQF_2021.mp41.56GBCQF_Python_Lab_09_Introduction_to_Scikit_Learn_HD_CQF_2021.mp4637.04MBCQF_Python_Lab_08_Implied_Volatility_Calculation_HD_En_CQF_2021.mp41.31GBCQF_Python_Lab_08_Implied_Volatility_Calculation_HD_En Ch_CQF_2021.mp41.02GBCQF_Python_Lab_08_Implied_Volatility_Calculation_HD_CQF_2021.mp4423.48MBCQF_Python_Lab_07_Finite_Difference_in_Option_Pricing_HD_En_CQF_2021.mp41.49GBCQF_Python_Lab_07_Finite_Difference_in_Option_Pricing_HD_En Ch_CQF_2021.mp41.16GBCQF_Python_Lab_07_Finite_Difference_in_Option_Pricing_HD_CQF_2021.mp4485.81MBCQF_Python_Lab_06_Monte_Carlo_Simulation_HD_En_CQF_2021.mp41.75GBCQF_Python_Lab_06_Monte_Carlo_Simulation_HD_En Ch_CQF_2021.mp41.69GBCQF_Python_Lab_06_Monte_Carlo_Simulation_HD_CQF_2021.mp4580.18MBCQF_Python_Lab_05_Black_Scholes_Pricing_HD_En_CQF_2021.mp4954.55MBCQF_Python_Lab_05_Black_Scholes_Pricing_HD_En Ch_CQF_2021.mp41.22GBCQF_Python_Lab_05_Black_Scholes_Pricing_HD_CQF_2021.mp4521.82MBCQF_Python_Lab_04_VAR_and_GARCH_HD_En_CQF_2021.mp4872.3MBCQF_Python_Lab_04_VAR_and_GARCH_HD_En_Ch_CQF_2021.mp41.2GBCQF_Python_Lab_04_VAR_and_GARCH_HD_CQF_2021.mp4565.34MBCQF_Python_Lab_03_Advanced_Numpy_and_Portfolio_Optimization_HD_En_CQF_2021.mp41.93GBCQF_Python_Lab_03_Advanced_Numpy_and_Portfolio_Optimization_HD_CQF_2021.mp4529.08MBCQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_En_CQF_2021.mp42.07GBCQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_En Ch_CQF_2021.mp41.75GBCQF_Python_Lab_02_Introduction_to_Time_Series_and_Binomial_Trees_in_Option_Pricing_HD_CQF_2021.mp4596.13MBCQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_En_CQF_2021.mp4577.89MBCQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_En Ch_CQF_2021.mp4650.36MBCQF_Python_Lab_01_Intro_To_Numpy_And_Pandas_Data_Visulisation_Combined_CQF_2021.mp4551.02MBFinance Primer988.46MB
Financial Primer 3.mp4238.16MBFinancial Primer 2.mp4257.24MBFinancial Primer 1.mp4258.76MBFinance Primer 4.mp4234.31MB课本120.56MB
9. Derivatives_Models_on_Models.pdf4.81MB8.Jackel- Monte-Carlo Methods In Finance帝国理工.pdf24.05MB7. frequently asked questions in quantitative finance 2nd edition.pdf3.5MB6. （The_Wiley_Finance_Series）_Jon_Gregory－The_xVA_Challenge__Counterparty_Credit_Risk，_Funding，_Collateral，_and_Capital－Wiley_（2015）.pdf14.24MB3. 4. 5. Paul Wilmott on Quantitative Finance Vol 1-3, 2nd Ed.pdf22.3MB2. Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor 2005.pdf3.02MB11. Machine Learning.pdf18.57MB10. paul wilmott introduces quantitative finance.pdf5.51MB1. Python_for_Finance__Mastering_Data－Driven_Finance_(1).pdf24.57MB高级选修课16.16GB
高级选修课 Advanced Electives Updates En Ch EV Ecn3.37GB
CQF_Alumni_Zero_to_AI_Series_Part_07_En_Ch.mp46.9MBCQF_Alumni_Zero_to_AI_Series_Part_06_En_Ch.mp414.61MBCQF_Alumni_Zero_to_AI_Series_Part_05_En_Ch.mp420.01MBCQF_Alumni_Zero_to_AI_Series_Part_04_En_Ch.mp46.86MBCQF_Alumni_Zero_to_AI_Series_Part_03_En_Ch.mp46.82MBCQF_Alumni_Zero_to_AI_Series_Part_02_En_Ch.mp410.92MBCQF_Alumni_Zero_to_AI_Series_Part_01_En_Ch.mp422.97MBCQF_Alumni_Zero_to_AI_Series_Introduction_En_Ch.mp43.88MBCQF_Alumni_You_Can_AI_Like_an_Expert_Part04_En_Ch.mp496.68MBCQF_Alumni_You_Can_AI_Like_an_Expert_Part03_En_Ch.mp448.5MBCQF_Alumni_You_Can_AI_Like_an_Expert_Part02_En_Ch.mp441.64MBCQF_Alumni_You_Can_AI_Like_an_Expert_Part01_En_Ch.mp432.87MBCQF_Alumni_Wolfram_Managing_Risk_in_AI_Series_Part_06_En_Ch.mp47.31MBCQF_Alumni_Wolfram_Managing_Risk_in_AI_Series_Part_05_En_Ch.mp48.14MBCQF_Alumni_Wolfram_Managing_Risk_in_AI_Series_Part_04_En_Ch.mp410.6MBCQF_Alumni_Wolfram_Managing_Risk_in_AI_Series_Part_03_En_Ch.mp413.47MBCQF_Alumni_Wolfram_Managing_Risk_in_AI_Series_Part_02_En_Ch.mp414.18MBCQF_Alumni_Wolfram_Managing_Risk_in_AI_Series_Part_01_En_Ch.mp48.42MBCQF_Alumni_Volatility_Inputs_for_Convertible_Bond_Pricing_with_Jump_to_Default_En_Ch.mp450MBCQF_Alumni_Using_Unstructured_Information_for_Improving_Predictability_of_Oil_Futures_En_Ch.mp432.14MBCQF_Alumni_Using_Financial_Data_from_Quandl_with_Python_En_Ch.mp425.44MBCQF_Alumni_Using_AI_to_Integrate_Behavioral_Insights_into_Investment_Strategies_Part02_En_Ch.mp421.4MBCQF_Alumni_Using_AI_to_Integrate_Behavioral_Insights_into_Investment_Strategies_Part01_En_Ch.mp418.92MBCQF_Alumni_The_Power_of_News_and_Blog_Data_Integrated_into_Automated_Strategies_Part03_En_Ch.mp423.24MBCQF_Alumni_The_Power_of_News_and_Blog_Data_Integrated_into_Automated_Strategies_Part02_En_Ch.mp49.72MBCQF_Alumni_The_Power_of_News_and_Blog_Data_Integrated_into_Automated_Strategies_Part01_En_Ch.mp48.55MBCQF_Alumni_The_Money_Formula_Dodgy_Finance_Pseudo_Science_and_How_MAThematicians_Took_Over_the_Markets_En_Ch.mp4104.47MBCQF_Alumni_The_Different_Truths_of_IR_Volatility_Modelling_About_Normality_and_Black_Immortality_En_Ch.mp434.99MBCQF_Alumni_The_Bitcoin_Innovation_Part03_En_Ch.mp421.58MBCQF_Alumni_The_Bitcoin_Innovation_Part02_En_Ch.mp415.73MBCQF_Alumni_The_Bitcoin_Innovation_Part01_En_Ch.mp436.59MBCQF_Alumni_The New World of Options Trading - Valuation, Risk and Robust Workflows_En_Ch.mp488.74MBCQF_Alumni_Text_Mining_and_Networks_for_Systemic_Risk_Measurement_En_Ch.mp446.75MBCQF_Alumni_Text_Mining_and_Deep_Learning_for_Sentiment_Analysis_En_Ch.mp427.17MBCQF_Alumni_Technical_News_from_the_Python_Financial_Analytics_Front_En_Ch.mp443.22MBCQF_Alumni_Swap_Rate_a_la_Stock_Bermudan_Swaptions_Made_Easy_En_Ch.mp453.1MBCQF_Alumni_Some_More_Things_I_have_Learned_About_Volatility_Over_the_Years_En_Ch.mp462.14MBCQF_Alumni_Sentiment_Analysis_in_Microblogs_Part02_En_Ch.mp438.17MBCQF_Alumni_Sentiment_Analysis_in_Microblogs_Part01_En_Ch.mp434.12MBCQF_Alumni_Routh_Volatility_with_Python_En_Ch.mp462.1MBCQF_Alumni_Risk_Budgeting_Part12_En_Ch.mp420.9MBCQF_Alumni_Risk_Budgeting_Part11_En_Ch.mp422.75MBCQF_Alumni_Risk_Budgeting_Part10_En_Ch.mp432.16MBCQF_Alumni_Risk_Budgeting_Part09_En_Ch.mp429.09MBCQF_Alumni_Risk_Budgeting_Part08_En_Ch.mp427.99MBCQF_Alumni_Risk_Budgeting_Part07_En_Ch.mp434.08MBCQF_Alumni_Risk_Budgeting_Part06_En_Ch.mp423.6MBCQF_Alumni_Risk_Budgeting_Part05_En_Ch.mp420.94MBCQF_Alumni_Risk_Budgeting_Part04_En_Ch.mp419.3MBCQF_Alumni_Risk_Budgeting_Part03_En_Ch.mp425.73MBCQF_Alumni_Risk_Budgeting_Part02_En_Ch.mp425.11MBCQF_Alumni_Risk_Budgeting_Part01_En_Ch.mp427.76MBCQF_Alumni_Reinforcement_Learning_En_Ch.mp484.54MBCQF_Alumni_Quant_Insights_2021_APAC_Why_You_Should_Not_Drink_with_Pure_Mathematicians_En_Ch.mp439.37MBCQF_Alumni_Quant_Insights_2021_APAC_Welcome_Remarks_En_Ch.mp45.99MBCQF_Alumni_Quant_Insights_2021_APAC_Valuing_Exotic_Options_and_Estimating_Model_Risk_En_Ch.mp446.75MBCQF_Alumni_Quant_Insights_2021_APAC_Risk_Sharing_Pension_Plans_En_Ch.mp433.86MBCQF_Alumni_Quant_Insights_2021_APAC_Quantum_Machine_Learning_En_Ch.mp430.34MBCQF_Alumni_Quant_Insights_2021_APAC_Model_Risk_Quantification_in_Banking_Challenges_and_Practical_Solutions_En_Ch.mp428.95MBCQF_Alumni_Quant_Insights_2021_APAC_Mixed_Local_Volatility_Models_for_FX_Derivatives_En_Ch.mp425.64MBCQF_Alumni_Quant_Insights_2021_APAC_Loan_Pricing_Arbitrage_Free_Models_with_Credit_and_Neural_Network_En_Ch.mp437.27MBCQF_Alumni_Quant_Insights_2021_APAC_How_to_Solve_the_ESG_Data_Challenge_Using_NLP_to_Acess_Textual_Content_En_Ch.mp448.8MBCQF_Alumni_Quantum_Option_Quantum Economics and Finance_En_Ch.mp472.87MBCQF_Alumni_Principal_Component_Analysis_for_Financial_Time_Series_En_Ch.mp492.25MBCQF_Alumni_Price_Destabilizing_Speculation_the_Role_of_Strategic_Limit_Order_En_Ch.mp4117.55MBCQF_Alumni_Optimizing_Pandas_for_Performance_En_Ch.mp437.92MBCQF_Alumni_ODSC_New_Kind_of_Dinosaur_En_Ch.mp423.78MBCQF_Alumni_Northfield_Part_10_Decomposition_and_Reporting_of_Risk_En_Ch.mp46.68MBCQF_Alumni_Northfield_Part_09_Incorporation_of_Higher_Moments_Tail_Risk_En_Ch.mp48.29MBCQF_Alumni_Northfield_Part_08_Portfolio_Risk_Inclusive_of_Illiquid_Assets_En_Ch.mp47.42MBCQF_Alumni_Northfield_Part_07_Hedge_Fund_Risk_En_Ch.mp48.8MBCQF_Alumni_Northfield_Part_06_Credit_Risk_En_Ch.mp48.1MBCQF_Alumni_Northfield_Part_05_Interest_Rate_Risk_En_Ch.mp45.83MBCQF_Alumni_Northfield_Part_04_Conditional_Risk_Estimation_En_Ch.mp48.54MBCQF_Alumni_Northfield_Part_03_Factor_Risk_Models_En_Ch.mp46.62MBCQF_Alumni_Northfield_Part_02_Investment_Risk_for_Asset_Management02_En_Ch.mp49.21MBCQF_Alumni_Northfield_Part_01_Investment_Risk_for_Asset_Management01_En_Ch.mp45.01MBCQF_Alumni_Natural_Language_Processing_in_Trading_En_Ch.mp488.7MBCQF_Alumni_MVA_Margin_Valuation_Adjustment_En_Ch.mp454.02MBCQF_Alumni_Making_Sense_of_In_Sample_Overfitting_when_Backtesting_Strategies_En_Ch.mp474.4MBCQF_Alumni_LIBOR_dont_Fallback_Setp_Forward_Part04_En_Ch.mp429.84MBCQF_Alumni_LIBOR_dont_Fallback_Setp_Forward_Part03_En_Ch.mp419.05MBCQF_Alumni_LIBOR_dont_Fallback_Setp_Forward_Part02_En_Ch.mp437.22MBCQF_Alumni_LIBOR_dont_Fallback_Setp_Forward_Part01_En_Ch.mp442.18MBCQF_Alumni_Latest_Innovations_in_Financial_Time_Series_and_Mathematical_Optimization_En_Ch.mp480.27MBCQF_Alumni_Julia_in_Finance_Part04_En_Ch.mp417.81MBCQF_Alumni_Julia_in_Finance_Part03_En_Ch.mp426.95MBCQF_Alumni_Julia_in_Finance_Part02_En_Ch.mp428.06MBCQF_Alumni_Julia_in_Finance_Part01_En_Ch.mp439.2MBCQF_Alumni_Julia_A_New_Approach_for_Quantitative_Finance_En_Ch.mp442.21MBCQF_Alumni_How_to_Build_a_Hedge_Fund_with_Python_En_Ch.mp442.94MBCQF_Alumni_How_to_Build_a_CTA_with_PyThalesians_En_Ch.mp438.89MBCQF_Alumni_Hedge_Fund_2.0_The_Era_of_the_Cyborg_En_Ch.mp423.73MBCQF_Alumni_From_News_to_Protests_Measuring_Human_Behaviour_Around_the_World_En_Ch.mp427.64MBCQF_Alumni_FinTech, Model Risk and that all_En_Ch.mp4103.5MBCQF_Alumni_Financial_Network_Models_with_Python_En_Ch.mp442.74MBCQF_Alumni_Do_Spikes_Make_it_Harder_to_Find_Profitable_Patterns_in_Limit_Order_Books_En_Ch.mp424.62MBCQF_Alumni_Derivatives_Funding_Netting_and_Accounting_En_Ch.mp443.2MBCQF_Alumni_Deep_Learning_for_Derivatives_Pricing_From_Theory_to_Practice_En_Ch.mp475.9MBCQF_Alumni_Correlation_Stress_Testing_of_Stock_and_Credit_Portfolios_En_Ch.mp4109.51MBCQF 2021 高级选修课 Advanced Electives Trading Strategie and Portfolio Management En Ch EV Ecn2.82GB
CQF_Value at Risk - Azmi Ozunlu_Excel2.zip37.42KBCQF_Value at Risk - Azmi Ozunlu_Excel.zip97.44KBCQF_Extra_Quant_Methods_For_The_Financial_Markets_Excel.zip890.28KBCQF_Extra_HB_Portfolio_maximum_entropy_and_sampling_error_control.mp425.84MBCQF_Elective_Counterparty_Credit_Risk_Notes.zip9.01MBCQF_Elective_Counterparty_Credit_Risk_AdditionalNotes.zip138.4MBCQF_Elective_Advanced_Risk_Management_and_Regulation_Blank.zip3.4MBCQF_Elective_Advanced_Risk_Management_and_Regulation_Additional_Notes2.zip291.13MBCQF_Elective_Advanced_Risk_Management_and_Regulation_Additional_Notes.zip1.79MBCQF_Alumni_Xenomorph_Curve_Genration_Best_Practices_En_Ch.mp434.87MBCQF_Alumni_Where_is_Alpha_Part02_En_Ch.mp420.87MBCQF_Alumni_Where_is_Alpha_Part01_En_Ch.mp427.03MBCQF_Alumni_Volatility_Models_The_ARCH_Framework_Part04_En_Ch.mp435.33MBCQF_Alumni_Volatility_Models_The_ARCH_Framework_Part03_En_Ch.mp429.99MBCQF_Alumni_Volatility_Models_The_ARCH_Framework_Part02_En_Ch.mp432.46MBCQF_Alumni_Volatility_Models_The_ARCH_Framework_Part01_En_Ch.mp435.44MBCQF_Alumni_Volatility_Models_The_ARCH_Framework_Excel.zip727.42KB
CQF_Alumni_Volatility_Arbitrage_and_How_to_Hedge_Excel.xls164.5KBCQF_Alumni_Value at Risk - Azmi Ozunlu_Part04_En_CH.mp437.45MBCQF_Alumni_Value at Risk - Azmi Ozunlu_Part03_En_Ch.mp433.12MBCQF_Alumni_Value at Risk - Azmi Ozunlu_Part02_En_Ch.mp432.97MBCQF_Alumni_Value at Risk - Azmi Ozunlu_Part01_En_Ch.mp429.21MBCQF_Alumni_Validation_of_Derivatives_Pricing_Models_En_Ch.mp413.74MBCQF_Alumni_Update_on_Financial_Markets_and_Strategies_Part04_En_Ch.mp421.37MBCQF_Alumni_Update_on_Financial_Markets_and_Strategies_Part03_En_Ch.mp425.53MBCQF_Alumni_Update_on_Financial_Markets_and_Strategies_Part02_En_Ch.mp424.71MBCQF_Alumni_Update_on_Financial_Markets_and_Strategies_Part01_En_CH.mp424.31MBCQF_Alumni_Understanding_Volatility_Part04_En_cH.mp423.13MBCQF_Alumni_Understanding_Volatility_Part03_eN_cH.mp417.56MBCQF_Alumni_Understanding_Volatility_Part02_En_Ch.mp424.59MBCQF_Alumni_Understanding_Volatility_Part01_En_Ch.mp418.91MBCQF_Alumni_Uncertain_Interest_Rates_An_Introduction_Part03_En_Xh.mp429.54MBCQF_Alumni_Uncertain_Interest_Rates_An_Introduction_Part02_En_Ch.mp429.11MBCQF_Alumni_Uncertain_Interest_Rates_An_Introduction_Part01_EN_CH.mp421.16MBCQF_Alumni_Time_Series_in_Financial_Markets_Part04_En_Ch.mp429.89MBCQF_Alumni_Time_Series_in_Financial_Markets_Part03_En_Ch.mp430.73MBCQF_Alumni_Time_Series_in_Financial_Markets_Part02_En_Ch.mp428.85MBCQF_Alumni_Time_Series_in_Financial_Markets_Part01_En_Ch.mp421.33MBCQF_Alumni_The_Trade_Lifecycle_Part02_En_Ch.mp443.25MBCQF_Alumni_The_Trade_Lifecycle_Part01_En_Ch.mp435.74MBCQF_Alumni_The_Second_Leg_Down_Part03_En_Ch.mp420.96MBCQF_Alumni_The_Second_Leg_Down_Part02_En_Ch.mp416.57MBCQF_Alumni_The_Second_Leg_Down_Part01_En_Ch.mp428.79MBCQF_Alumni_The_Risky_Horror_Show_Part02_En_Ch.mp439.6MBCQF_Alumni_The_Risky_Horror_Show_Part01_En_Ch.mp439.6MBCQF_Alumni_The_Risky_Horror_Show_Blank.pdf2.35MBCQF_Alumni_The_Risky_Horror_Show_Annotated.pdf2.39MBCQF_Alumni_The_Money_Formula_Part02_En_Ch.mp468.25MBCQF_Alumni_The_Money_Formula_Part01_En_Ch.mp487.15MBCQF_Alumni_The_Monetary_System_Part04_En_Ch.mp420.96MBCQF_Alumni_The_Monetary_System_Part03_En_Ch.mp423.31MBCQF_Alumni_The_Monetary_System_Part02_En_Ch.mp431.46MBCQF_Alumni_The_Monetary_System_Part01_En_Ch.mp435.81MBCQF_Alumni_The_Monetart_System_Additional_Notes.zip10.18KBCQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part03_En_Ch.mp433.7MBCQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part02_En_Ch.mp429.15MBCQF_Alumni_The_Kelly_Strategy_for_Investing_Risk_and_Reward_Part01_En_Ch.mp430.76MBCQF_Alumni_The_Kelly_Capital_Growth_Investment_Criterion_Part04_En_Ch.mp430.76MBCQF_Alumni_The_Kelly_Capital_Growth_Investment_Criterion_Part03_En_Ch.mp424.91MBCQF_Alumni_The_Kelly_Capital_Growth_Investment_Criterion_Part02_En_Ch.mp4167.07KBCQF_Alumni_The_Kelly_Capital_Growth_Investment_Criterion_Part01_En_Ch.mp428.77MBCQF_Alumni_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part04_En_Ch.mp418.4MBCQF_Alumni_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part03_En_Ch.mp420.2MBCQF_Alumni_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part02_En_Ch.mp426.67MBCQF_Alumni_The_Impact_of_Carry_and_Roll_Down_on_Macro_Returns_Part01_En_Ch.mp429.24MBCQF_Alumni_The_Great_Reset (4).mp428.47MBCQF_Alumni_The_Great_Reset (3).mp431.66MBCQF_Alumni_The_Great_Reset (2).mp421.54MBCQF_Alumni_The_Great_Reset (1).mp424.22MBCQF_Alumni_The_Euro_Currency_Black_Swan_Bad_Scenario_Part04_En_Ch.mp419.33MBCQF_Alumni_The_Euro_Currency_Black_Swan_Bad_Scenario_Part03_En_Ch.mp421.49MBCQF_Alumni_The_Euro_Currency_Black_Swan_Bad_Scenario_Part02_En_Ch.mp431.59MBCQF_Alumni_The_Euro_Currency_Black_Swan_Bad_Scenario_Part01_En_Ch.mp429.63MBCQF_Alumni_The_Doomsday_Debt_Machine_Part04_En_Ch.mp433.65MBCQF_Alumni_The_Doomsday_Debt_Machine_Part03_En_Ch.mp422.72MBCQF_Alumni_The_Doomsday_Debt_Machine_Part02_En_Ch.mp435.49MBCQF_Alumni_The_Doomsday_Debt_Machine_Part01_En_Ch.mp424.37MBCQF_Alumni_The_Credit_Crunch_Past_Present_and_Future_Part02_En_Ch.mp426.5MBCQF_Alumni_The_Credit_Crunch_Past_Present_and_Future_Part01_En_Ch.mp422.75MBCQF_Alumni_The_Blank_Swan_Part03_En_Ch.mp429.66MBCQF_Alumni_The_Blank_Swan_Part02_En_Ch.mp430.45MBCQF_Alumni_The_Blank_Swan_Part01_En_Ch.mp424.67MBCQF_Alumni_Systemic_Risk_and_Market_Fear_Measurement_Part02_En_Ch.mp427.47MBCQF_Alumni_Systemic_Risk_and_Market_Fear_Measurement_Part01_En_Ch.mp426.91MBCQF_Alumni_Symmetric_Downside_Sharpe_Ratio_Part04_En_Ch.mp416.16MBCQF_Alumni_Symmetric_Downside_Sharpe_Ratio_Part03_En_Ch.mp421.11MBCQF_Alumni_Symmetric_Downside_Sharpe_Ratio_Part02_En_Ch.mp426.52MBCQF_Alumni_Symmetric_Downside_Sharpe_Ratio_Part01_En_Ch.mp430.53MBCQF_Alumni_Stock_Market_Bubbles_and_Crash_Prediction_Part04_En_Ch.mp427.28MBCQF_Alumni_Stock_Market_Bubbles_and_Crash_Prediction_Part03_En_Ch.mp426.23MBCQF_Alumni_Stock_Market_Bubbles_and_Crash_Prediction_Part02_En_Ch.mp427.27MBCQF_Alumni_Stock_Market_Bubbles_and_Crash_Prediction_Part01_En_Ch.mp429.72MBCQF_Alumni_Standardized_Conditional_Expectation_An_Application_in_CAPM_En_Ch.mp425.46MBCQF_Alumni_Speculation_Using_Energy_Derivatives_Trading_Part03_En_Ch.mp425.82MBCQF_Alumni_Speculation_Using_Energy_Derivatives_Trading_Part02_En_Ch.mp425.71MBCQF_Alumni_Speculation_Using_Energy_Derivatives_Trading_Part01_En_Ch.mp423.08MBCQF_Alumni_Risk_Sensitive_Investment_Management_Q_and_A_En_Ch.mp425.72MBCQF_Alumni_Risk_Sensitive_Investment_Management_Part06_En_Ch.mp434.31MBCQF_Alumni_Risk_Sensitive_Investment_Management_Part05_En_Ch.mp425.26MBCQF_Alumni_Risk_Sensitive_Investment_Management_Part04_En_Ch.mp411.23MBCQF 2021 高级选修课 Advanced Electives Algorithm and High Frequency Trading En Ch EV Ecn9.96GB
CQF_January_2012_Cointegration_Modelling_Long_Term_Relationships_Excel64.49KB
VARp1_example.xlsx64.49KBCQF_Alumni_R_for_Finance_Patrick_Burns477.17KB
write_functions_1312.pdf84.97KBr_excite_1312.pdf392.21KBCQF_Alumni_NAG_and_Excel_for_Math_Finance765.5KB
NAG_Excel_Tutorial.xls69.5KBDemo.PortfolioOptimization_FLDLL.xls433.5KBDemo.NearestCorrelationMatrixFunctions_FLDLL.xls126KBDemo.LocalVolatilityModel_FLDLL.xls136.5KBCQF_Alumni_Forecasting_by_Using_Option_Prices_Additional_Notes722.45KB
VIX White Paper.pdf580.85KBVIX as a Variance Swap.pdf141.6KBCQF_Alumni_Text_Mining_and_Deep_Learning_for_Sentiment_Analysis_En.mp4118.61MBCQF_Alumni_Text_Analytics_for_Sentiment_Extraction_in_Finance_Part_08_En.mp4214.55MBCQF_Alumni_Text_Analytics_for_Sentiment_Extraction_in_Finance_Part_07_En.mp4223.61MBCQF_Alumni_Text_Analytics_for_Sentiment_Extraction_in_Finance_Part_05_En.mp4170.93MBCQF_Alumni_Text_Analytics_for_Sentiment_Extraction_in_Finance_Part_04_En.mp4168.45MBCQF_Alumni_Text_Analytics_for_Sentiment_Extraction_in_Finance_Part_03_En.mp4163.59MBCQF_Alumni_Text_Analytics_for_Sentiment_Extraction_in_Finance_Part_02_En.mp4190.52MBCQF_Alumni_Text_Analytics_for_Sentiment_Extraction_in_Finance_Part_01_En.mp481.02MBCQF_Alumni_Social_Media_News_Media_and_the_Stock_Market_En.mp4127.74MBCQF_Alumni_Social_Listening_and_Financial_Crowd_Intelligence_En.mp4119.02MBCQF_Alumni_Sentiment_Analysis_in_Microblogs_En.mp4153.41MBCQF_Alumni_Sentiment_Analysis_for_Fun_and_Profit_En.mp4134.56MBCQF_Alumni_Practical_Aspects_of_Applying_Deep_Learning_for_Market_Making_En.mp494.64MBCQF_Alumni_NAG_and_Excel_for_Math_Finance_Part_05_En.mp445.35MBCQF_Alumni_NAG_and_Excel_for_Math_Finance_Part_04_En.mp491.5MBCQF_Alumni_NAG_and_Excel_for_Math_Finance_Part_03_En.mp467.58MBCQF_Alumni_NAG_and_Excel_for_Math_Finance_Part_02_En.mp4105.91MBCQF_Alumni_NAG_and_Excel_for_Math_Finance_Part_01_En.mp481.06MBCQF_Alumni_Modelling_News_Impact_Asymmetries_En.mp4111.68MBCQF_Alumni_Market_Microstructure_Workshop_06_Unicom_Day_02_Ashok_Banerjee_En.mp461.85MBCQF_Alumni_Market_Microstructure_Workshop_05_Unicom_Day_02_Rajib_Ranjan_Borah_En.mp4111.18MBCQF_Alumni_Market_Microstructure_Workshop_04_Unicom_Day_02_Rajib_Ranjan_Borah_Part_01_En.mp486.42MBCQF_Alumni_Market_Microstructure_Workshop_04_Unicom_Day_02_Rajib_Ranjan_Borah_Part_01_En (2).mp4113.3MBCQF_Alumni_Market_Microstructure_Workshop_03_Unicom_Day_02_Rajib_Ranjan_Borah_Part_02_En.mp468.74MBCQF_Alumni_Market_Microstructure_Workshop_03_Unicom_Day_02_Rajib_Ranjan_Borah_Part_01_En.mp474.91MBCQF_Alumni_Market_Microstructure_Workshop_02_Unicom_Day_02_Daniel_Mostovoy_En.mp4107.38MBCQF_Alumni_Market_Microstructure_Workshop_01_Unicom_Day_02_Ashok_Banerjee_En.mp4122.67MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_12_En.mp4107.51MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_11_En.mp4101.57MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_10_En.mp479.35MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_09_En.mp496.77MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_08_En.mp4107.55MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_07_En.mp490.39MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_06_En.mp4106.08MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_05_En.mp4106.72MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_04_En.mp4156.75MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_03_En.mp4143.78MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_02_En.mp4138.17MBCQF_Alumni_Market_Microstructure_Liquidity_and_Trading_Workshop_Part_01_En.mp49.03MBCQF_Alumni_Machine_Learning_for_Tactical_Asset_Allocation_Decisions_En.mp490.56MBCQF_Alumni_Knowledge_Graphs_and_NLP_for_Asset_Management_En.mp4111.47MBCQF_Alumni_Japanese_News_Analyzer_for_Investors_En.mp4120.55MBCQF_Alumni_Introduction_to_the_Cointelation_Model_Part_02_En.mp477.83MBCQF_Alumni_Introduction_to_the_Cointelation_Model_Part_01_En.mp480.79MBCQF_Alumni_Intraday_High_Frequency_Trading_Part_11_En.mp4115.83MBCQF_Alumni_Intraday_High_Frequency_Trading_Part_10_En.mp435.57MBCQF_Alumni_Intraday_High_Frequency_Trading_Part_09_En.mp4113.04MBCQF_Alumni_Intraday_High_Frequency_Trading_Part_08_En.mp4108.84MBCQF_Alumni_Intraday_High_Frequency_Trading_Part_07_En.mp444.03MBCQF_Alumni_Intraday_High_Frequency_Trading_Part_06_En.mp498.53MBCQF_Alumni_Intraday_High_Frequency_Trading_Part_05_En.mp4125.65MBCQF_Alumni_Intraday_High_Frequency_Trading_Part_04_En.mp4137.6MBCQF_Alumni_Intraday_High_Frequency_Trading_Part_03_En.mp4104.02MBCQF_Alumni_Intraday_High_Frequency_Trading_Part_02_En.mp497.93MBCQF_Alumni_Intraday_High_Frequency_Trading_Part_01_En.mp4125.02MBCQF_Alumni_How_Machine_Learning_Can_Help_Stock_Pickers_En.mp4114.12MBCQF_Alumni_High_Frequency_Trading_Part_04_En.mp454.76MBCQF_Alumni_High_Frequency_Trading_Part_03_En.mp466.05MBCQF_Alumni_High_Frequency_Trading_Part_02_En.mp480.3MBCQF_Alumni_High_Frequency_Trading_Part_01_En.mp466.25MBCQF_Alumni_High_Frequency_Data_Analysis_Part_05_En.mp457.58MBCQF_Alumni_High_Frequency_Data_Analysis_Part_04_En.mp459.01MBCQF_Alumni_High_Frequency_Data_Analysis_Part_03_En.mp468.24MBCQF_Alumni_High_Frequency_Data_Analysis_Part_02_En.mp467.82MBCQF_Alumni_High_Frequency_Data_Analysis_Part_01_En.mp465.25MBCQF_Alumni_Fun_with_Name_Value_Pairs_En.mp4107.83MBCQF_Alumni_From_Zero_to_AI_in_45_Minutes_En.mp4168.39MBCQF_Alumni_From_News_to_Protests_Measuring_Human_Behaviour_Around_the_World.mp4144.45MBCQF_Alumni_Forecasting_by_Using_Option_Prices_Part_04_En.mp4116.67MBCQF_Alumni_Forecasting_by_Using_Option_Prices_Part_03_En.mp4107.67MBCQF_Alumni_Forecasting_by_Using_Option_Prices_Part_02_En.mp41.84MBCQF_Alumni_Forecasting_by_Using_Option_Prices_Part_01_En.mp4117.76MBCQF_Alumni_Exploiting_Alternative_Data_in_the_Investment_Process_Part_06_En.mp4109.29MBCQF_Alumni_Exploiting_Alternative_Data_in_the_Investment_Process_Part_05_En.mp4100.84MBCQF_Alumni_Exploiting_Alternative_Data_in_the_Investment_Process_Part_04_En.mp4124.11MBCQF_Alumni_Exploiting_Alternative_Data_in_the_Investment_Process_Part_03_En.mp4149.59MBCQF_Alumni_Exploiting_Alternative_Data_in_the_Investment_Process_Part_02_En.mp4117.52MBCQF_Alumni_Exploiting_Alternative_Data_in_the_Investment_Process_Part_01_En.mp4135.1MBCQF_Alumni_De_Constructing_a_Trend_Following_Trading_System_Part_04_En.mp474.9MBCQF_Alumni_De_Constructing_a_Trend_Following_Trading_System_Part_03_En.mp452.75MBCQF_Alumni_De_Constructing_a_Trend_Following_Trading_System_Part_02_En.mp491.15MBCQF_Alumni_De_Constructing_a_Trend_Following_Trading_System_Part_01_En.mp491.36MBCQF_Alumni_Deep_Learning_for_Sentiment_Analysis_En.mp4182.86MBCQF_Alumni_Data_Science_Methods_for_Volatility_Objects_En.mp4136.2MBCQF_Alumni_Data_Science_is_More_Than_Just_Statistics_En.mp4152.61MBCQF_Alumni_Crowd_sourced_Alpha_The_Search_for_the_Holy_Grail_of_Investing_Part_03_En.mp4117.77MBCQF_Alumni_Crowd_sourced_Alpha_The_Search_for_the_Holy_Grail_of_Investing_Part_02_En.mp4117.65MBCQF_Alumni_Crowd_sourced_Alpha_The_Search_for_the_Holy_Grail_of_Investing_Part_01_En.mp4119.12MBCQF_Alumni_Cointegration_Modelling_Long_Term_Relationships_Part_04_En.mp470.45MBCQF_Alumni_Cointegration_Modelling_Long_Term_Relationships_Part_03_En.mp482.14MBCQF_Alumni_Cointegration_Modelling_Long_Term_Relationships_Part_02_En.mp4113.26MBCQF_Alumni_Cointegration_Modelling_Long_Term_Relationships_Part_01_En.mp483.04MBCQF_Alumni_Calculating_PRIPPs_KID_Key_Using_Mathematica_and_UnRisk_En.mp4163.88MBCQF_Alumni_Big_Data_in_the_Context_of_Financial_Analytics_and_Social_Media_Part_11_En.mp498.34MBCQF_Alumni_Big_Data_in_the_Context_of_Financial_Analytics_and_Social_Media_Part_10_En.mp4101.79MBCQF_Alumni_Big_Data_in_the_Context_of_Financial_Analytics_and_Social_Media_Part_09_En.mp4108.75MBCQF 主课程 Core Program56.15GB
课程版本一（推荐）24.59GB
课程讲义172.08MB
M4L213.12MB
CQF - ML - 9 - Decision Trees.pdf3.63MBCQF - ML - 8 - SOM.pdf293.72KBCQF - ML - 7 - SVM.pdf191.68KBCQF - ML - 6 - Regression.pdf137.96KBCQF - ML - 5 - NBC.pdf116.04KBCQF - ML - 4 - KMC.pdf1.09MBCQF - ML - 3 - KNN.pdf517.39KBCQF - ML - 2 - General Issues.pdf2.47MBCQF - ML - 11 - Reinforcement Learning - Shortest 2.pdf2.82MBCQF - ML - 10 - Neural Networks - Short.pdf1.66MBCQF - ML - 1 - Introduction.pdf220.57KBM4L112.98MB
CQF - ML - 9 - Decision Trees.pdf3.61MBCQF - ML - 8 - SOM.pdf286.49KBCQF - ML - 7 - SVM.pdf185.58KBCQF - ML - 6 - Regression.pdf131.3KBCQF - ML - 5 - NBC.pdf111.58KBCQF - ML - 4 - KMC.pdf1.08MBCQF - ML - 3 - KNN.pdf513.82KBCQF - ML - 2 - General Issues.pdf2.45MBCQF - ML - 11 - Reinforcement Learning.pdf2.8MBCQF - ML - 10 - Neural Networks.pdf1.65MBCQF - ML - 1 - Introduction.pdf216.1KBM6L9.pdf3.06MBM6L8.pdf1.97MBM6L7.pdf1.19MBM6L6.pdf6.57MBM6L5.pdf1.19MBM6L4.pdf281.33KBM6L3.pdf175.78KBM6L2.pdf688.25KBM6L13.pdf791.55KBM6L12.pdf354.74KBM6L11.pdf435.68KBM6L10.pdf2.5MBM6L1.pdf1.38MBM5L8.pdf4MBM5L7.pdf45.54MBM5L6.pdf632.04KBM5L5.pdf632.04KBM5L4.pdf5.29MBM5L3.pdf1.61MBM5L2.pdf2.92MBM5L1.pdf2.26MBM4L7.pdf1.58MBM4L6.pdf4.11MBM4L5.pdf12.48MBM4L4.pdf9.22MBM4L3.pdf4.2MBM3L9.pdf2.03MBM3L8.pdf3.17MBM3L7.pdf933.86KBM3L6.pdf538.47KBM3L5.pdf669.1KBM3L4.pdf157.46KBM3L3.pdf867.24KBM3L2.pdf494.2KBM3L10.pdf265KBM3L1.pdf262.19KBM2L7.pdf1.91MBM2L6.pdf4.47MBM2L5.pdf957.22KBM2L4.pdf2MBM2L3.pdf4.01MBM2L2.pdf2.04MBM2L1.pdf3.81MBM1L6.pdf416.77KBM1L5.pdf473.68KBM1L4.pdf113.05KBM1L3.pdf573.16KBM1L2.pdf427.03KBM1L1.pdf590.9KBM65.64GB
L15363.87MB
CQF 2021 Final Project Solutions0B
CQF_January_2021_M6L15_Final_Project_Workshop_II_Part_07_En_Ch.mp459.78MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_06_En_Ch.mp459.76MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_05_En_Ch.mp457.33MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_04_En_Ch.mp417.43MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_03_En_Ch.mp452.09MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_02_En_Ch.mp447.96MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_01_En_Ch.mp469.52MBL14555.01MB
CQF_January_2021_M6L14_X-Valuation_Adjustment_Part_07_En_Ch.mp477.28MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_06_En_Ch.mp472.39MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_05_En_Ch.mp483.9MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_04_En_Ch.mp482.41MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_03_En_Ch.mp491.39MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_02_En_Ch.mp477.03MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_01_En_Ch.mp468.95MBCQF_January_2021_M6L14_Excel.zip1.66MBL13226.34MB
M6L13.pdf621.45KBCQF_January_2021_M6L13_Excel.zip537.52KBCQF_January_2021_M6L13_CDO_and_Correlation_Sensitivity_Part_05_En_Ch.mp431.27MBCQF_January_2021_M6L13_CDO_and_Correlation_Sensitivity_Part_04_En_Ch.mp454.01MBCQF_January_2021_M6L13_CDO_and_Correlation_Sensitivity_Part_03_En_Ch.mp443.04MBCQF_January_2021_M6L13_CDO_and_Correlation_Sensitivity_Part_02_En_Ch.mp452.56MBCQF_January_2021_M6L13_CDO_and_Correlation_Sensitivity_Part_01_En_Ch.mp444.33MBL12514.12MB
M6L12.pdf506.88KBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_09_En_Ch.mp478.04MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_08_En_Ch.mp478.04MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_07_En_Ch.mp450.36MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_06_En_Ch.mp455.54MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_05_En_Ch.mp431.36MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_04_En_Ch.mp444.39MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_03_En_Ch.mp455.77MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_02_En_Ch.mp454.39MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_01_En_Ch.mp465.73MBL11446.02MB
M6L11.pdf626.03KBCQF_January_2021_M6L11_Inrensiry_Models_Part_07_En_Ch.mp432.16MBCQF_January_2021_M6L11_Inrensiry_Models_Part_06_En_Ch.mp464.87MBCQF_January_2021_M6L11_Inrensiry_Models_Part_05_En_Ch.mp455.9MBCQF_January_2021_M6L11_Inrensiry_Models_Part_04_En_Ch.mp468.7MBCQF_January_2021_M6L11_Inrensiry_Models_Part_03_En_Ch.mp461.97MBCQF_January_2021_M6L11_Inrensiry_Models_Part_02_En_Ch.mp476.99MBCQF_January_2021_M6L11_Inrensiry_Models_Part_01_En_Ch .mp484.81MBL10598.58MB
M6L10.pdf3.08MBCQF_January_2021_M6L10_Excel.zip652.11KBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_08_En_Ch.mp473.75MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_07_En_Ch.mp464.94MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_06_En_Ch.mp485.7MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_05_En_Ch.mp479.19MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_04_En_Ch.mp455.26MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_03_En_Ch.mp465.51MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_02_En_Ch.mp492.18MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_01_En_Ch.mp478.32MBM6L9.mp4288.34MBm6l8.mp4232.56MBM6L7.mp4388.65MBM6L6.mp4295.78MBM6L5.mp4594.32MBM6L4.mp4492.83MBM6L3.mp4317.01MBM6L2.mp4188.7MBM6L1.mp4272.79MBM52.84GB
M5L8.mp4229.74MBM5L7.mp4309.92MBM5L6.mp4235.27MBM5L5.mp4246.28MBm5l4.mp4370.34MBM5L3.mp4371.96MBM5L2.mp4585.84MBM5L1.mp4555.34MBM43.65GB
M4L7.mp4699.76MBM4L6.mp4689.23MBM4L5.mp4631.76MBM4L4.mp4766.99MBM4L3.mp4241.26MBM4L2.mp4355.24MBM4L1.mp4350.06MBM35.57GB
M3L9.mp4290.09MBM3L8.mp4181.17MBM3L7.mp4775.4MBM3L6.mp4371.14MBM3L5.mp4946.02MBM3L4.mp4737.72MBM3L3.mp4388.17MBM3L2.mp4872.77MBM3L10.mp4363.54MBM3L1.mp4772.68MBM23.84GB
M2L7.mp4772.33MBM2L6.mp4663.39MBM2L5.mp4433.09MBM2L4.mp4475.51MBM2L3.mp4720.1MBM2L2.mp4361.49MBM2L1.mp4506.09MBM12.89GB
M1L6.mp4286.54MBM1L5.mp4462.46MBM1L4.mp4828.86MBM1L3.mp4848.77MBM1L2.mp4269.39MBM1L1 - The Random Behaviour of Assets.mp4267.75MB课程版本二28.99GB
M66.53GB
L9295.55MB
M6L9.pdf3.58MBCQF_January_2021_M6L9_Credit_Default_Swap_Part_05_En_Ch.mp442.78MBCQF_January_2021_M6L9_Credit_Default_Swap_Part_04_En_Ch.mp453.32MBCQF_January_2021_M6L9_Credit_Default_Swap_Part_03_En_Ch.mp455.75MBCQF_January_2021_M6L9_Credit_Default_Swap_Part_02_En_Ch.mp452.82MBCQF_January_2021_M6L9_Credit_Default_Swap_Part_01_En_Ch.mp487.28MBL8215.45MB
M6L8.pdf2.33MBCQF_January_2021_M6L8_Co-Integration_for_Trading_Part_05_En_Ch.mp448.83MBCQF_January_2021_M6L8_Co-Integration_for_Trading_Part_04_En_Ch.mp447.37MBCQF_January_2021_M6L8_Co-Integration_for_Trading_Part_03_En_Ch.mp450.94MBCQF_January_2021_M6L8_Co-Integration_for_Trading_Part_02_En_Ch.mp432.37MBCQF_January_2021_M6L8_Co-Integration_for_Trading_Part_01_En_Ch.mp433.6MBL7595.88MB
M6L7.pdf1.42MBCQF_January_2021_M6L7_Heath_Jarrow_Morton_Model_Part_08_En_Ch.mp496.68MBCQF_January_2021_M6L7_Heath_Jarrow_Morton_Model_Part_07_En_Ch.mp475.35MBCQF_January_2021_M6L7_Heath_Jarrow_Morton_Model_Part_06_En_Ch.mp469.58MBCQF_January_2021_M6L7_Heath_Jarrow_Morton_Model_Part_05_En_Ch.mp456.18MBCQF_January_2021_M6L7_Heath_Jarrow_Morton_Model_Part_04_En_Ch.mp465.47MBCQF_January_2021_M6L7_Heath_Jarrow_Morton_Model_Part_03_En_Ch.mp481.05MBCQF_January_2021_M6L7_Heath_Jarrow_Morton_Model_Part_02_En_Ch.mp480.56MBCQF_January_2021_M6L7_Heath_Jarrow_Morton_Model_Part_01_En_Ch.mp469.59MBL6544.32MB
M6L6_The_Libor_Market_Model_.mp4540.64MBM6L6.pdf3.68MBL5398.47MB
M6L5.pdf1.42MBCQF_January_2021_M6L5_Probabilistic_Methods_for_Interest_Rates_Part_09_En_Ch.mp427.16MBCQF_January_2021_M6L5_Probabilistic_Methods_for_Interest_Rates_Part_08_En_Ch.mp442.85MBCQF_January_2021_M6L5_Probabilistic_Methods_for_Interest_Rates_Part_07_En_Ch.mp439.37MBCQF_January_2021_M6L5_Probabilistic_Methods_for_Interest_Rates_Part_06_En_Ch.mp44.63MBCQF_January_2021_M6L5_Probabilistic_Methods_for_Interest_Rates_Part_05_En_Ch.mp465.46MBCQF_January_2021_M6L5_Probabilistic_Methods_for_Interest_Rates_Part_04_En_Ch.mp438.27MBCQF_January_2021_M6L5_Probabilistic_Methods_for_Interest_Rates_Part_03_En_Ch.mp459.51MBCQF_January_2021_M6L5_Probabilistic_Methods_for_Interest_Rates_Part_02_En_Ch.mp458.98MBCQF_January_2021_M6L5_Probabilistic_Methods_for_Interest_Rates_Part_01_En_Ch.mp460.83MBL4661.64MB
M6L4.pdf443.38KBCQF_January_2021_M6L4_Further_Monte_Carlo_Part_10_En_Ch.mp470.23MBCQF_January_2021_M6L4_Further_Monte_Carlo_Part_09_En_Ch.mp460.44MBCQF_January_2021_M6L4_Further_Monte_Carlo_Part_08_En_Ch.mp451.32MBCQF_January_2021_M6L4_Further_Monte_Carlo_Part_07_En_Ch.mp465.97MBCQF_January_2021_M6L4_Further_Monte_Carlo_Part_06_En_Ch.mp465.97MBCQF_January_2021_M6L4_Further_Monte_Carlo_Part_05_En_Ch.mp456.24MBCQF_January_2021_M6L4_Further_Monte_Carlo_Part_04_En_Ch.mp478.18MBCQF_January_2021_M6L4_Further_Monte_Carlo_Part_03_En_Ch.mp477.75MBCQF_January_2021_M6L4_Further_Monte_Carlo_Part_02_En_Ch.mp469.84MBCQF_January_2021_M6L4_Further_Monte_Carlo_Part_01_En_Ch.mp465.27MBL3446.26MB
M6L3.pdf410.25KBCQF_January_2021_M6L3_Calibration_and_Data_Analysis_Part_06_En_Ch.mp436.91MBCQF_January_2021_M6L3_Calibration_and_Data_Analysis_Part_05_En_Ch.mp476.72MBCQF_January_2021_M6L3_Calibration_and_Data_Analysis_Part_04_En_Ch.mp471.49MBCQF_January_2021_M6L3_Calibration_and_Data_Analysis_Part_03_En_Ch.mp480.8MBCQF_January_2021_M6L3_Calibration_and_Data_Analysis_Part_02_En_Ch.mp493.51MBCQF_January_2021_M6L3_Calibration_and_Data_Analysis_Part_01_En_Ch.mp486.43MBL2318.52MB
M6L2.pdf1016.53KBCQF_January_2021_M6L2_Stochastic_Interest_Rate_Modelling_Part_06_En_Ch.mp447.47MBCQF_January_2021_M6L2_Stochastic_Interest_Rate_Modelling_Part_05_En_Ch.mp414.58MBCQF_January_2021_M6L2_Stochastic_Interest_Rate_Modelling_Part_04_En_Ch.mp461.74MBCQF_January_2021_M6L2_Stochastic_Interest_Rate_Modelling_Part_03_En_Ch.mp439.08MBCQF_January_2021_M6L2_Stochastic_Interest_Rate_Modelling_Part_02_En_Ch.mp465.5MBCQF_January_2021_M6L2_Stochastic_Interest_Rate_Modelling_Part_01_En_Ch.mp489.14MBL15363.87MB
CQF 2021 Final Project Solutions0B
CQF_January_2021_M6L15_Final_Project_Workshop_II_Part_07_En_Ch.mp459.78MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_06_En_Ch.mp459.76MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_05_En_Ch.mp457.33MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_04_En_Ch.mp417.43MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_03_En_Ch.mp452.09MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_02_En_Ch.mp447.96MBCQF_January_2021_M6L15_Final_Project_Workshop_II_Part_01_En_Ch.mp469.52MBL14555.01MB
CQF_January_2021_M6L14_X-Valuation_Adjustment_Part_07_En_Ch.mp477.28MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_06_En_Ch.mp472.39MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_05_En_Ch.mp483.9MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_04_En_Ch.mp482.41MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_03_En_Ch.mp491.39MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_02_En_Ch.mp477.03MBCQF_January_2021_M6L14_X-Valuation_Adjustment_Part_01_En_Ch.mp468.95MBCQF_January_2021_M6L14_Excel.zip1.66MBL13226.34MB
M6L13.pdf621.45KBCQF_January_2021_M6L13_Excel.zip537.52KBCQF_January_2021_M6L13_CDO_and_Correlation_Sensitivity_Part_05_En_Ch.mp431.27MBCQF_January_2021_M6L13_CDO_and_Correlation_Sensitivity_Part_04_En_Ch.mp454.01MBCQF_January_2021_M6L13_CDO_and_Correlation_Sensitivity_Part_03_En_Ch.mp443.04MBCQF_January_2021_M6L13_CDO_and_Correlation_Sensitivity_Part_02_En_Ch.mp452.56MBCQF_January_2021_M6L13_CDO_and_Correlation_Sensitivity_Part_01_En_Ch.mp444.33MBL12514.12MB
M6L12.pdf506.88KBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_09_En_Ch.mp478.04MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_08_En_Ch.mp478.04MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_07_En_Ch.mp450.36MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_06_En_Ch.mp455.54MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_05_En_Ch.mp431.36MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_04_En_Ch.mp444.39MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_03_En_Ch.mp455.77MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_02_En_Ch.mp454.39MBCQF_January_2021_M6L12_Final_Project_Workshop_Part_I_Part_01_En_Ch.mp465.73MBL11446.02MB
M6L11.pdf626.03KBCQF_January_2021_M6L11_Inrensiry_Models_Part_07_En_Ch.mp432.16MBCQF_January_2021_M6L11_Inrensiry_Models_Part_06_En_Ch.mp464.87MBCQF_January_2021_M6L11_Inrensiry_Models_Part_05_En_Ch.mp455.9MBCQF_January_2021_M6L11_Inrensiry_Models_Part_04_En_Ch.mp468.7MBCQF_January_2021_M6L11_Inrensiry_Models_Part_03_En_Ch.mp461.97MBCQF_January_2021_M6L11_Inrensiry_Models_Part_02_En_Ch.mp476.99MBCQF_January_2021_M6L11_Inrensiry_Models_Part_01_En_Ch .mp484.81MBL10598.58MB
M6L10.pdf3.08MBCQF_January_2021_M6L10_Excel.zip652.11KBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_08_En_Ch.mp473.75MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_07_En_Ch.mp464.94MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_06_En_Ch.mp485.7MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_05_En_Ch.mp479.19MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_04_En_Ch.mp455.26MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_03_En_Ch.mp465.51MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_02_En_Ch.mp492.18MBCQF_January_2021_M6L10_Credit_Derivatives_and_Structural_Models_Part_01_En_Ch.mp478.32MBL1506.61MB
M6L1.pdf1.23MBCQF_January_2021_M6L1_Fixed_Income_Products_and_Analysis_Part_06_En_Ch.mp489.14MBCQF_January_2021_M6L1_Fixed_Income_Products_and_Analysis_Part_05_En_Ch.mp492.93MBCQF_January_2021_M6L1_Fixed_Income_Products_and_Analysis_Part_04_En_Ch.mp495.89MBCQF_January_2021_M6L1_Fixed_Income_Products_and_Analysis_Part_03_En_Ch.mp466.75MBCQF_January_2021_M6L1_Fixed_Income_Products_and_Analysis_Part_02_En_Ch.mp493.84MBCQF_January_2021_M6L1_Fixed_Income_Products_and_Analysis_Part_01_En_Ch.mp466.77MBCQF_January_2021_M6L1_Excel.zip52.73KBM53.68GB
L8369.92MB
M5L8.pdf4.19MBCQF_January_2021_M5L8_Practical_Machine_Learning_Case_Studies_for_Finance_Part_03_En_Ch.mp478.25MBCQF_January_2021_M5L8_Practical_Machine_Learning_Case_Studies_for_Finance_Part_02_En_Ch.mp4213.3MBCQF_January_2021_M5L8_Practical_Machine_Learning_Case_Studies_for_Finance_Part_01_En_Ch.mp474.18MB
CQF_2021_M5L8_Information.txt362BL7486.41MB
Information_M5L7.txt364BCQF_January_2021_M5L7_Gist.pdf49.43KBCQF_January_2021_M5L7_Blank.pdf45.21MBCQF_2021_January_M5L7_AI_Based_ALGO_Trading_Strategies_En_Ch.mp4441.14MBL6356.16MB
Information_M5L6.txt122BCQF_January_2021_M5L6_HTML.zip181.7KBCQF_January_2021_M5L6_Blank.pdf311.86KBCQF_2021_Januaty_M5L6_Reinforcement_Learning_II_En_Ch.mp4355.68MBL5494.22MB
CQF_January_2021_M5L5_Blank.pdf344.64KBCQF_2021_January_M5L5_Reinforcement_Learning_I_En_Ch.mp4493.89MBL4514.47MB
CQF_January_2021_M5L4_Solutions.pdf101.91KBCQF_January_2021_M5L4_Exercises.pdf18.98KBCQF_January_2021_M5L4_Excel.zip2.34MBCQF_January_2021_M5L4_Blank.pdf7.07MBCQF_January_2021_M5L4_Additional_Files.zip18.22KBCQF_2021_January_M5L4_Natural_Language_Processing_Part_01_En_Ch.mp4504.92MBL3687.15MB
CQF_January_2021_M5L3_Exercises.pdf21KBCQF_January_2021_M5L3_Blank.pdf1.85MBCQF_January_2021_M5L3_Annotated.pdf9.27MBCQF_2021_January_M5L3_Deep_Learning_and_Neutral_Networks_Part_02_En_Ch.mp4313.46MBCQF_2021_January_M5L3_Deep_Learning_and_Neutral_Networks_Part_01_En_Ch.mp4362.54MBL2411.8MB
CQF_January_2021_M5L2_Exercises.pdf20.35KBCQF_January_2021_M5L2_Blank.pdf3.02MBCQF_January_2021_M5L2_Additional_Notes.zip330.08KBCQF_2021_January_M5L2_Unsupervised_Learning_II_Part_02_En_Ch.mp4197.87MBCQF_2021_January_M5L2_Unsupervised_Learning_II_Part_01_En_Ch.mp4210.58MBL1445.55MB
CQF_January_2021_M5L1_Exercises.pdf19.6KBCQF_January_2021_M5L1_Blank.pdf2.05MBCQF_January_2021_M5L1_Additional_Files.zip211.85KBCQF_2021_January_M5L1_Unsupervised_Learning_I_Part_02_En_Ch.mp4173.16MBCQF_2021_January_M5L1_Unsupervised_Learning_I_Part_01_En_Ch.mp4270.11MBM44.12GB
L7526.9MB
CQF_January_2021_M4L7_Blank.pdf1.65MBCQF_January 2021_M4L7_Case_4.zip27.03MBCQF_January 2021_M4L7_Case_3.zip200.69KBCQF_January 2021_M4L7_Case_2.zip7.68KBCQF_January 2021_M4L7_Case_1.zip143.6KBCQF_2021_January_M4L7_Practical_Machine_Learning_Case_Studies_for_Finance_En_Ch.mp4497.88MBL6592.67MB
CQF_January_2021_M4L6_Exercises.pdf20.29KBCQF_January_2021_M4L6_Decision_Trees_and_Ensemble_Models_Part_02_En_Ch.mp4253.89MBCQF_January_2021_M4L6_Decision_Trees_and_Ensemble_Models_Part_01_En_Ch.mp4315.34MBCQF_January_2021_M4L6_Blank.pdf3.51MBCQF_January_2021_M4L6_Annotated.pdf4.07MBCQF_January_2021_M4L6_Additional_Files.zip15.79MBCQF_January_2021_M4L6_Additional_File.zip67.91KBCQF_January_2021_Information.txt206BL5801.66MB
CQF_January_2021_M4L5_Supervised_Learning_II_Part_2_En_Ch.mp4428.44MBCQF_January_2021_M4L5_Supervised_Learning_II_Part_01_En_Ch.mp4336.49MBCQF_January_2021_M4L5_Information.txt73BCQF_January_2021_M4L5_Exercises.pdf21.43KBCQF_January_2021_M4L5_Blank.pdf9.13MBCQF_January_2021_M4L5_Annotated.pdf27.58MBL4772.29MB
CQF_January_2021_M4L4_Supervised_Learning_Regression_Methods_Part_02_En.mp4375.32MBCQF_January_2021_M4L4_Supervised_Learning_Regression_Methods_Part_01_En.mp4388.59MBCQF_January_2021_M4L4_Information.txt100BCQF_January_2021_M4L4_Exercises.pdf20.83KBCQF_January_2021_M4L4_Blank.pdf8.37MBL3309.5MB
CQF_January_2021_M4L3_Whiteboard.pdf1.14MBCQF_January_2021_M4L3_Maths_Toolbox_for_Machine_Learning_Part_02_En_Ch.mp4107.78MBCQF_January_2021_M4L3_Maths_Toolbox_for_Machine_Learning_Part_01_En_Ch.mp4191.38MBCQF_January_2021_M4L3_Information.txt171BCQF_January_2021_M4L3_Blank.pdf4.18MBCQF_January_2021_M4L3_Annotated.pdf5.02MBL2805.91MB
Introduction to Machine Learning II.zip11.59MBCQF_January_2021_M4L2_Introduction_to_Machine_Learning_2_Part_02_En_Ch.mp4420.93MBCQF_January_2021_M4L2_Introduction_to_Machine_Learning_2_Part_01_En_Ch.mp4373.38MBCQF_January_2021_M4L2_Information.txt155BL1407.23MB
Introduction to Machine Learning I.zip11.59MBIntroduction to Machine Learning I Annotated Notes.zip5.92MBCQF_January_2021_M4L1_Introduction_to_Machine_Learning_Part_02_En_Ch.mp4197.22MBCQF_January_2021_M4L1_Introduction_to_Machine_Learning_Part_01_En_Ch.mp4192.5MBCQF_January_2021_M4L1_Information.txt131BM34.4GB
L9445.91MB
CQF_January_2021_M3L9_Wilmott_ Article_(Part 2).pdf2.8MBCQF_January_2021_M3L9_Wilmott _Article (Part 1).pdf2.19MBCQF_January_2021_M3L9_Solutions.pdf62.71KBCQF_January_2021_M3L9_Inforamtion.txt307BCQF_January_2021_M3L9_Exercises.pdf47.23KBCQF_Janaury_2021_M3L9_Blank.pdf2.27MBCQF_Janaury_2021_M3L9_Annotated.pdf3.71MBCQF_2021_January_M3L9_Advanced_Greeks_Part_02_En_Ch.mp4216.96MBCQF_2021_January_M3L9_Advanced_Greeks_Part_01_En_Ch.mp4217.87MBL8463.42MB
CQF_January_2021_M3L8_Inforamtion.txt267BCQF_January_2021_M3L8_Blank.pdf13.07MBCQF_January_2021_M3L8_Annotated.pdf8.04MBCQF_January_2021_M3L8_Additional_Notes.zip3.39MBCQF_2021_January_M3L8_Derivatives_Market_Practices_Part_03_En_Ch.mp466.58MBCQF_2021_January_M3L8_Derivatives_Market_Practices_Part_02_En_Ch.mp4150.74MBCQF_2021_January_M3L8_Derivatives_Market_Practices_Part_01_En_Ch.mp4221.6MBL7476.41MB
CQF_January_2021_M3L7_Whiteboard.pdf298.35KBCQF_January_2021_M3L7_Inforamtion.txt223BCQF_January_2021_M3L7_Exercises and Solutions.pdf69.71KBCQF_January_2021_M3L7_Blank.pdf946.69KBCQF_January_2021_M3L7_Annotated.pdf2.67MBCQF_2021_January_M3L7_Further_Numerical_Methods_Part_02_En_Ch.mp4142.28MBCQF_2021_January_M3L7_Further_Numerical_Methods_Part_01_En_Ch.mp4330.17MBL6589.48MB
CQF_January_2021_M3L6_Whiteboard.pdf167.11KBCQF_January_2021_M3L6_Solutions.pdf259.04KBCQF_January_2021_M3L6_Inforamtion.txt229BCQF_January_2021_M3L6_Exercises.pdf106.66KBCQF_January_2021_M3L6_Blank.pdf521.53KBCQF_January_2021_M3L6_Annotated.pdf1.62MBCQF_2021_January_M3L6_Understanding_Volatility_Part_02_En_Ch.mp4189.7MBCQF_2021_January_M3L6_Understanding_Volatility_Part_01_En_Ch.mp4397.14MBL5517.53MB
CQF_January_2021_M3L5_Whiteboard.pdf761.22KBCQF_January_2021_M3L5_Solutions.pdf84.05KBCQF_January_2021_M3L5_Inforamtion.txt130BCQF_January_2021_M3L5_Exercises.pdf60.46KBCQF_January_2021_M3L5_Blank..pdf691.6KBCQF_January_2021_M3L5_Annotated.pdf2.05MBCQF_2021_January_M3L5_Exotic_Options_Part_02_En_Ch.mp4212.34MBCQF_2021_January_M3L5_Exotic_Options_Part_01 En Ch.mp4301.58MBL4414.29MB
CQF_January_2021_M3L4_Whiteboard.pdf1.22MBCQF_January_2021_M3L4_Solutions.pdf64.15KBCQF_January_2021_M3L4_Information.txt142BCQF_January_2021_M3L4_Exercises.pdf50.2KBCQF_January_2021_M3L4_Blank.pdf174.04KBCQF_January_2021_M3L4_Annotated.pdf1.19MBCQF_2021_January_M3L4_Introduction_to_Numerical_Methods_Part_02_En_Ch.mp4116.59MBCQF_2021_January_M3L4_Introduction_to_Numerical_Methods_Part_01_En_Ch.mp4295MBL3521.82MB
CQF_January_2021_M3L3_Information.txt300BCQF_January_2021_M3L3_Blank.pdf826.62KBCQF_January_2021_M3L3_Annotated.pdf7.22MBCQF_January_2021_M3L3_Additional_Notes.pdf368.66KBCQF_2021_January_M3L3_Martingales_and_PDEs_Which_When_and_Why_Part_02_En_Ch.mp4273.67MBCQF_2021_January_M3L3_Martingales_and_PDEs_Which_When_and_Why_Part_01_En_Ch.mp4239.76MBL2289.34MB
CQF_January_2021_M3L2_Solutions.pdf60.73KBCQF_January_2021_M3L2_Information.txt108BCQF_January_2021_M3L2_Exercises.pdf55.08KBCQF_January_2021_M3L2_Blank.pdf473.51KBCQF_January_2021_M3L2_Annotated.pdf8.01MBCQF_2021_January_M3L2_Martingale_Theory_Application_to_Option_Pricing_Part_02_En_Ch.mp4280.76MBL10289.2MB
CQF_January_2021_M3L10_Whiteboard.pdf283.58KBCQF_January_2021_M3L10_Inforamtion.txt314BCQF_January_2021_M3L10_Blank.pdf202.36KBCQF_January_2021_M3L10_Annotated.pdf1.89MBCQF_2021_January_M3L10_Advanced_Volatility_Modelling_in_Complete_Markets_Part_02_En_Ch.mp4129.63MBCQF_2021_January_M3L10_Advanced_Volatility_Modelling_In_Complete_Markets_Part_01_En_Ch.mp4157.21MBL1503.28MB
CQF_January_2021_M3L1_Whiteboard.pdf718.55KBCQF_January_2021_M3L1_Solutions.pdf78.81KBCQF_January_2021_M3L1_Information.txt457BCQF_January_2021_M3L1_Exercises.pdf56.5KBCQF_January_2021_M3L1_Blank.pdf881.44KBCQF_January_2021_M3L1_Annotated.pdf2.14MBCQF_2021_January_M3L1_Black_Scholes_Model_Part_02_En_Ch.mp4227.37MBCQF_2021_January_M3L1_Black_Scholes_Model_Part_01_En_Ch.mp4272.07MBM26.84GB
L7650.48MB
ISDA SIMM.xlsm62.04KBInitial Margin CCP.xlsm438.73KBCQF_January_2021_M2L7_Information.txt189BCQF_January_2021_M2L7_Collateral_and_Margins_Part_02_En_Ch.mp4259.4MBCQF_January_2021_M2L7_Collateral_and_Margins_Part_01_En_Ch.mp4388.49MBCQF_January_2021_M2L7_Blank.pdf2.07MBCompression.xlsm31.36KBL63.17GB
Portfolio Calcs.xlsm179.84KBIRB Formula.xlsm275.54KBCQF_January_2021_M2L6_Risk_Regulation_and_Basel_III_Part_02_En_Ch.mp4355.85MBCQF_January_2021_M2L6_Risk_Regulation_and_Basel_III_Part_01_En_Ch.mp42.82GBCQF_January_2021_M2L6_Information.txt88BCQF_January_2021_M2L6_Blank.pdf4.57MBL5488.13MB
ftse_gjr for Fitch students.xlsx706.71KBCQF_January_2021_M2L5_Volatility_Models_The_ARCH_Framework_Part_02_En_Ch.mp4214.72MBCQF_January_2021_M2L5_Volatility_Models_The_ARCH_Framework_Part_01_En_Ch.mp4271.75MBCQF_January_2021_M2L5_Information.txt140BCQF_January_2021_M2L5_Blank.pdf989.57KBL4409.66MB
SPY_2011_by_minute for Fitch students.xlsm2.75MBCQF_January_2021_M2L4_Information.txt128BCQF_January_2021_M2L4_Blank.pdf2.16MBCQF_January_2021_M2L4_Asset_Returns_Key_Empirical_Stylised_Facts_Part_02_En_Ch.mp4165.42MBCQF_January_2021_M2L4_Asset_Returns_Key_Empirical_Stylised_Facts_Part_01_En Ch.mp4239.32MBL3637.36MB
CQF_January_2021_M2L3_Whiteboard.pdf4.17MBCQF_January_2021_M2L3_Value_at_Risk_and_Expected_Shortfall_Part_02_En_Ch.mp4271.66MBCQF_January_2021_M2L3_Value_at_Risk_and_Expected_Shortfall_Part_01_En_Ch.mp4345.85MBCQF_January_2021_M2L3_Solutions.pdf1.08MBCQF_January_2021_M2L3_Information.txt137BCQF_January_2021_M2L3_Explorations_In_Asset_Returns.pdf884.58KBCQF_January_2021_M2L3_Exercises.pdf399.8KBCQF_January_2021_M2L3_Blank.pdf4.54MBCQF_January_2021_M2L3_Annotated.pdf8.82MBL2521.85MB
CQF_January_2021_M2L2_Fundamentals_of_Optimization_and_Application_to_Portfolio_Selection_Part_04 En_Ch.mp4127.13MBCQF_January_2021_M2L2_Fundamentals_of_Optimization_and_Application_to_Portfolio_Selection_Part_03 En_Ch.mp4134.66MBCQF_January_2021_M2L2_Fundamentals_of_Optimization_and_Application_to_Portfolio_Selection_Part_02 En_Ch.mp4129.37MBCQF_January_2021_M2L2_Fundamentals_of_Optimization_and_Application_to_Portfolio_Selection_Part_01 En_Ch.mp4128.47MBCQF_January_2021_M2L2_Exercises.pdf24.05KBCQF_January_2021_M2L2_Blank.pdf2.03MBCQF_January_2021_M2L2_ Solutions.pdf182.51KBL11.03GB
CQF_June_2020_M2L1_Annotated.pdf13.33MBCQF_January_2021_M2L1_Solutions.pdf121.52KBCQF_January_2021_M2L1_Part0202_En Ch.mp4229.74MBCQF_January_2021_M2L1_Part0201_En Ch.mp4201.46MBCQF_January_2021_M2L1_Part0102_En Ch.mp4176.33MBCQF_January_2021_M2L1_Part0101_En Ch.mp4425.48MBCQF_January_2021_M2L1_Information.txt239BCQF_January_2021_M2L1_Exercises.pdf80.15KBCQF_January_2021_M2L1_Excel.xlsx11.4KBCQF_January_2021_M2L1_Blank.pdf6.65MBM13.42GB
L6730.97MB
CQF_January_2021_M1L6_Whiteboard.pdf961.13KBCQF_January_2021_M1L6_Part02_En Ch.mp4177.98MBCQF_January_2021_M1L6_Martingales_Part 07_En Ch.mp482.35MBCQF_January_2021_M1L6_Martingales_Part 06_En Ch.mp461.95MBCQF_January_2021_M1L6_Martingales_Part 05_En Ch.mp449.34MBCQF_January_2021_M1L6_Martingales_Part 04_En Ch.mp489.6MBCQF_January_2021_M1L6_Martingales_Part 03_En Ch.mp495.92MBCQF_January_2021_M1L6_Martingales_Part 02_En Ch.mp467.26MBCQF_January_2021_M1L6_Martingales_Part 01_En Ch.mp4102.27MBCQF_January_2021_M1L6_Blank.pdf747.34KBCQF_January_2021_M1L6_Assignment_Solutions.pdf114.84KBCQF_January_2021_M1L6_Assignment.pdf84.02KBCQF_January_2021_M1L6_Annotated.pdf2.43MBL5397.18MB
Simulations.xlsx872.96KBCQF_Jan_2021_M1L5_Annotated.pdf1.38MBCQF_January_2021_M1L5_Whiteboard.pdf1.38MBCQF_January_2021_M1L5_Solutions.pdf74.98KBCQF_January_2021_M1L5_Exercises.pdf57.01KBCQF_January_2021_M1L5_Blank.pdf492KBCQF_January_2021_M1L5_Applied_Stochastic_Calculus_II_Part02_En Ch.mp4215.36MBCQF_January_2021_M1L5_Applied_Stochastic_Calculus_II_Part01_En Ch.mp4176.22MBCQF_January_2021_M1L5_Annotated.pdf1.38MBL4480.75MB
CQF_January_2021_M1L4_Whiteboard.pdf1.55MBCQF_January_2021_M1L4_Solutions.pdf71.13KBCQF_January_2021_M1L4_Information.txt266BCQF_January_2021_M1L4_Exercises.pdf57.11KBCQF_January_2021_M1L4_Blank.pdf119.27KBCQF_January_2021_M1L4_Applied_Stochastic_Calculus_I_Part02 En Ch.mp486.09MBCQF_January_2021_M1L4_Applied_Stochastic_Calculus_I_Part01 En Ch.mp4391.7MBCQF_January_2021_M1L4_Annotated.pdf1.17MBL3808.42MB
CQF_January_2021_M1L3_Information.txt228BCQF_January_2021_M1L3_Exercises_&_Solutions.pdf80.46KBCQF_January_2021_M1L3_Detailed_Workings.pdf304.27KBCQF_January_2021_M1L3_Blank.pdf652.1KBCQF_January 2021_M1L3_Whiteboard.pdf859.47KBCQF_January 2021_M1L3_Annotated Notes.pdf1.77MBCQF January 2021 M1L3 PDEs And Transition Density Functions Part02 En Ch.mp4268.34MBCQF January 2021 M1L3 PDEs And Transition Density Function Part01 En Ch.mp4536.46MBL2387.89MB
CQF_January_2021_M1L2_Solutions_v2.pdf47.76KBCQF_January_2021_M1L2_Information.txt158BCQF_January_2021_M1L2_Exercises_v2.pdf49.6KBCQF_January_2021_M1L2_Completed Excel.xlsm19.74KBCQF_January_2021_M1L2_Blank_v2.pdf370.27KBCQF_January_2021_M1L2_Annotated_v2.pdf1.58MBCQF_January_2021_M1L2_Additional_Notes_v2.pdf731.05KBCQF January 2021 M1L2 Binomial Model Part04 En Ch.mp4106.72MBCQF January 2021 M1L2 Binomial Model Part03 En Ch.mp4130.17MBCQF January 2021 M1L2 Binomial Model Part02 En Ch.mp4148.23MBL1696.17MB
SP500.xlsx1.03MBSP500-with-macro.xlsm1.44MBCQF_January_2021_M1L1_Information.txt315BCQF_January_2021_M1L1_Explorations_v2.pdf503.81KBCQF_January_2021_M1L1_Exercise_v2.pdf204.51KBCQF_January_2021_M1L1_Blank_v2.pdf543.67KBCQF_January_2021_M1L1_Annotated_v2.pdf1.55MBCQF_January_2021_Introduction_Presentation_v2.pdf456.4KBCQF January 2021 Program M1L1 Introduction, Dr. Randeep Gug_En_Ch.mp478.28MBCQF January 2021 M1L1 The Random Behaviour Of Assets Part 04 En Ch.mp4102.64MBCQF January 2021 M1L1 The Random Behaviour Of Assets Part 03 En Ch.mp4139.89MBCQF January 2021 M1L1 The Random Behaviour Of Assets Part 02 En Ch.mp4164.89MBCQF January 2021 M1L1 The Random Behaviour Of Assets Part 01 En Ch.mp4204.79MBCQF 普通话辅导课 Mandarin Tutorial Workshop En Ch EV Ecn2.52GB
CQF_Mandarin_Module4_Workshop_Part03_SD_CQF_2021.mp488.39MBCQF_2021_Jan_Mandarin_Workshop_Module5_Part06_SD_CQF_2021.mp486.36MBCQF_2021_Jan_Mandarin_Workshop_Module5_Part05_SD_CQF_2021.mp481.45MBCQF_2021_Jan_Mandarin_Workshop_Module5_Part04_SD_CQF_2021.mp472.04MBCQF_2021_Jan_Mandarin_Workshop_Module5_Part03_SD_CQF_2021.mp485.82MBCQF_2021_Jan_Mandarin_Workshop_Module5_Part02_SD_CQF_2021.mp482.3MBCQF_2021_Jan_Mandarin_Workshop_Module5_Part01_SD_CQF_2021.mp474.08MBCQF_2021_Jan_Mandarin_Module_2_Workshop_SD_CQF_2021.mp4488.79MBCQF_2021_Jan_Mandarin_Module4_Workshop_Part06_SD_CQF_2021.mp490.68MBCQF_2021_Jan_Mandarin_Module4_Workshop_Part05_SD_CQF_2021.mp483.57MBCQF_2021_Jan_Mandarin_Module4_Workshop_Part04_SD_CQF_2021.mp4105.72MBCQF_2021_Jan_Mandarin_Module4_Workshop_Part02_SD_CQF_2021.mp4117.26MBCQF_2021_Jan_Mandarin_Module4_Workshop_Part01_SD_CQF_2021.mp485.33MBCQF_2021_Jan_Mandarin_Module3_Part05_SD_CQF_2021.mp4113.85MBCQF_2021_Jan_Mandarin_Module3_Part04_SD_CQF_2021.mp487.24MBCQF_2021_Jan_Mandarin_Module3_Part03_SD_CQF_2021.mp4146.63MBCQF_2021_Jan_Mandarin_Module3_Part02_SD_CQF_2021.mp4137.04MBCQF_2021_Jan_Mandarin_Module3_Part01_SD_CQF_2021.mp497.45MBCQF_2021_Jan_Mandarin_Module01_SD_CQF_2021.mp4453.7MBCQF Final Project Solutions（看完M6的实训项目）55.39MB
HJMProjectImplementation6.46MB
VolatilityFunction.mat11.15KBukblc0004.xls5.43MBMonteCarloForecast.m6.76KBJacobi.m1.15KBHJMProjectData.mat891.94KBForwardRateEvolution.mat129.72KBForwardCurve.mat19.89KBHJM Model4.94MB
ztcrit.m5.93KBVolatilityCurve.mat10.43KBVasicek_test1.m2.64KBVasicek_Base.mat43.66KBvar_resid.m1.46KBtest_Vasicek_2.m3.57KBtest_Vasicek_1.m219Btdis_prb.m1.01KBtdis_pdf.m943Btdiff.m1.24KBrows.m287BPrincipleComponentAnalysis.mat753Bolse.m446Bols.m2.19KBllratio.m2.39KBLecture_Notes_in_Financial_Econometrics_－_Soderlind.pdf4.51MBLag.mat4.59KBlag.m1.24KBJacobi.m1.15KBirf.m3.48KBIRC_Raw.mat30.2KBHJM_Base.mat79.49KBForwardTermStructure.mat2.33KBcols.m293BCN_Data.xls229.5KBchis_prb.m976Bbeta_pdf.m572Badf.m2.59KBHJM (MATLAB)1.01MB
VolatilityFunction.mat11.15KBPrincipleComponent.mat883.71KBMonteCarloForecast.m6.76KBForwardRateEvolution.mat129.72KBFixed Income Portfolio Optimization7.54MB
利率债与资金面走势协整关系.fig22.53KBTimeSeries2.m2.01KBResults20131120.xls22KBResults20131115_2.xls21KBResults20131108.xls20.5KBRateRawData_20122013.mat21.64KBRate20122013.xlsx50.17KBPortfolioSelection_20131112_3.m45.18KBPortfolioSelection_20131111.m36.17KB
PortfolioInterestRateRiskExposure_20131120.jpg110.45KBPortfolioInterestRateExposure.jpg79.7KBPortfolioAttribution_20131120.jpg40.37KBPortfolioAttribution_20131120.fig7.58KBLiquidity20131120.xlsx971.79KBLiquidity20131115.xlsx966.91KBHighRatingBondPortfolioIndex.mat300BELEC-GEN-CN.chart38.81KBData20131120.xlsx773.45KBData20131115.xlsx774.13KBData20131115.mat290.97KBData20131112.xlsx602.75KBData20131108.mat.mat254.51KBData20131108.mat230.61KBData20131107.xlsx612.19KBData20131105.xlsx556.42KBData20131105.mat224.03KBData20131028.xlsx556.23KBData20131028.mat227.76KBCurves.m1.8KBCurve20131120.xlsx10.17KBCurve20131118.xlsx10.3KBCointegration_Example.m2.43KBBondPortfolioProfile.mat5.79KBBondFutures.m4.98KBBondCurve.m1.45KBBond20131105.xlsx95.73KBBDTModel.mat7.09KBBDTModel.m1.31KB20131108.xls19KBCQF Final Project (C++)12.68MB
_UpgradeReport_Files22.78KB
UpgradeReport_Warning.png292BUpgradeReport_Success.png381BUpgradeReport_Error.png397BUpgradeReport.xslt21.73KBUnvertainVolatility20.13KB
Release0B
Debug0B
UnvertainVolatility.vcproj.YAMAHA.Johary.user1.38KBUnvertainVolatility.vcproj6.06KBresource.h91BPrecompiled.h242BPrecompiled.cpp224B
nav_prev.gif598BForm1.resX9.18KBAssemblyInfo.cpp1.33KBapp.ico1.05KBUncertainVolOptimizer40.45KB
Properties0B
obj0B
bin0B
UncertainVolOptimizer.csproj3.71KBForm1.resx10.4KBForm1.Designer.cs26.13KBEnumerations.cs218BTestConsoleUVM_old1.38KB
TestConsoleUVM.vcproj.YAMAHA.Johary.user1.38KBTestConsoleUVM5.65KB
TestConsoleUVM.vcproj4.69KBtargetver.h765BPrecompiled.cpp222BTestConsole31.66KB
TestConsole3.vcproj.YAMAHA.Johary.user1.38KBPrecompiled.h289BTestConsole8.59KB
TestConsole.vcproj.YAMAHA.Johary.user1.38KBTestConsole.vcproj4.52KBtargetver.h765Bstdafx.h366Bstdafx.cpp298BReadMe.txt1.29KBRelease235KB
UnvertainVolatility.pdb235KBRandomGenerator200.61KB
Debug0B
RandomNormal.txt192.67KBRandomGenerator.vcxproj.user143BRandomGenerator.vcxproj.filters1.36KBRandomGenerator.vcxproj4.3KBRandomGenerator.vcproj.HBEU.ramanjoh.user1.4KBBoxMullerNormalGenerator.cpp760BQuant9.29MB
_UpgradeReport_Files0B
Release0B
ipch0B
Debug0B
Backup0B
YieldCurve.h1.22KBRandomGenerator.h510BRandomGenerator.cpp611BQuantException.h184BQuant.vcxproj6.15KBQuant.v11.suo13.5KBQuant.sdf9.25MBQuant.h322BPrincipalComponentAnalysis.cpp4.75KBPrecompiled.cpp222BMersenneTwister.h388BMersenneTwister.cpp386BInverseCumulativeNormal.cpp1.69KBHJMSimulation.cpp12.65KBHaltonNumbers2.h360BHaltonNumbers2.cpp678BHaltonNumbers.h276BOptimization10.75KB
function_demos0B
DownhillSimplex0B
SimplexDemo.vcproj3.92KBSimplexDemo.sln887Bsimplex.h5.96KBNumericalRecipes4.44KB
DownHillSimplex.cpp4.44KBMath2.43KB
Stdafx.cpp200BReadMe.txt1.11KBMath.cpp77Bapp.ico1.05KBLinearAlgebra31.87KB
Release0B
Debug0B
Spline.h949BSpline.cpp1.67KBPrecompiled.h244BPrecompiled.cpp222BPolynomialFit.cpp5.06KBMatrixException.h170BMatrixAlgorithm.h729BMatrixAlgorithm.cpp4.5KBMatrix.h1.68KBMatrix.cpp6.44KBLinearAlgebra.vcproj.YAMAHA.Johary.user1.37KBLinearAlgebra.vcproj5.21KBLinearAlgebra.h250BEigenSystem.h756BEigenSystem.cpp2.04KBCovariance.cpp663Bipch0B
randomgenerator-36c419710B
gaussianintegral-4c8bdb630B
finitedifference-42cc21350B
bondpricecloseformula-1b52d1a50B
binomialtree-d5f181b7_20230322_0632320B
Halton8.76KB
Halton0B
Debug0B
PrimeNumbers.h1KBHalton.vcproj.YAMAHA.Johary.user1.38KBHalton.vcproj3.83KBHalton.sln877BHalton.h884BHalton.cpp851BGaussianIntegral20.93KB
Debug0B
Main.cpp725BGaussianIntegral.vcxproj.filters1.44KBExam3Q3_GaussianIntegral.vcproj.YAMAHA.Johary.user1.38KBExam3Q3_GaussianIntegral.vcproj.HBEU.ramanjoh.user1.4KBErrorGraph.xls16KBFiniteDifference61.71KB
PayOff.cpp56BFiniteDifferenceGrid.cpp2.2KBFiniteDifference.vcxproj.user143BFiniteDifference.vcxproj.filters1.52KBFiniteDifference.vcproj.YAMAHA.Johary.user1.38KBFiniteDifference.vcproj.HBEU.ramanjoh.user1.4KBFiniteDifference.vcproj3.99KBFiniteDifference.suo3KBFDgrid.txt48.03KBDebug251KB
UnvertainVolatility.ilk0B
UnvertainVolatility.exe251KBUncertainVolatility.ilk0BDataAccess8.52KB
Release0B
Debug0B
VanillaPutOption.h215BVanillaCallOption.cpp78BUtilities.cpp1.1KBUpAndOutCallOption.h430BTrade.cpp1.72KBOptionBasket.h1.99KBOption.h657BOption.cpp69BDataException.h180BCap.h375BBond.h310BBond.cpp1.09KBBinaryPutOption.cpp104BBinaryCallOption.h263BData2.39MB
ForwardCurve_Qiong.csv2.24MBForwardCurve03.csv148.51KBCDS_Bootstrapping_Program0B
BondPriceCloseFormula0B
BinomialTree0B
Backup0B
UpgradeLog.XML17.45KB
UpgradeLog.htm51.63KBHJM.sln7.97KBCQFPrograms.sln6.52KBCointegrationProjectImplementation0B
CAPM0B
BCD0B
UncertainVolatilityAndStaticHedging.pdf333.1KBReadme.txt1.68KBImplementing HJM Model by Monte Carlo Simulation.pdf1.99MBHJMMCSProjectMain.m22.4KBHJM (MATLAB).zip10.27MBCointegrationResultMain.xlsx227.7KBCointegration (MATLAB).zip9.94MBCQF 交易策略Trading Strategies0B
CQF 高级进阶课 Advanced Course0B