[Coursezone.net] Coursera - Financial Engineering and Risk Management Part I

Creation Time	Sept. 9, 2023, 4:22 p.m.
Last Access Time	Aug. 1, 2024, 12:33 a.m.
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Keywords	and Management Financial Risk Coursezone I Coursera - Engineering Part net
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Total Files	107
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020.Interview with Emmanuel Derman/036. Interview with Emmanuel Derman.mp4 68.9 MB
028.IV/052. Review of Matrices.mp4 31.9 MB
021.Introduction to Mortgage Mathematics and Mortgage-Backed Securities/037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.mp4 30.4 MB
002.Basics of Fixed Income Securities/003. Interest Rates and Fixed Income Instruments.mp4 28.5 MB
003.Basic Fixed Income Instruments/004. Floating Rate Bonds and Term Structure of Interest Rates.mp4 28.5 MB
015.Model Calibration/029. Model Calibration.mp4 27.2 MB
006.The 1-Period Binomial Model/012. Option Pricing in the 1-Period Binomial Model.mp4 27.1 MB
029.V/053. Review of Linear Optimization.mp4 25.3 MB
018.Credit Default Swipes/034. Credit Default Swaps.mp4 25.3 MB
025.I/044. Review of Basic Probability.mp4 24.9 MB
005.Options and Options Pricing/009. Options.mp4 23.5 MB
007.The Multi-Period Binomial Model/013. The Multi-Period Binomial Model.mp4 23.3 MB
027.III/051. Review of Vectors.mp4 23.1 MB
017.Modeling and Pricing Defaultable Bonds/033. Pricing Defaultable Bonds.mp4 23.0 MB
022.Prepayment Risks and Pass-Throughs/038. Prepayment Risk and Mortgage Pass-Throughs.mp4 22.9 MB
008.Pricing American Options and Replicating Strategies/016. Replicating Strategies.mp4 22.7 MB
011.Introduction to Term Structure Lattice Models and the Cash Account/022. The Cash Account and Pricing Zero-Coupon Bonds.mp4 21.7 MB
004.Swaps and Futures/007. Futures.mp4 21.3 MB
017.Modeling and Pricing Defaultable Bonds/032. Modeling Defaultable Bonds.mp4 20.8 MB
014.The Forward Equations/028. The Forward Equations.mp4 20.6 MB
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
024.CMOs and Pricing Mortgage-Backed Securities/043. Pricing Mortgage-Backed Securities.mp4 19.5 MB
026.II/048. Introduction to Martingales.mp4 19.2 MB
024.CMOs and Pricing Mortgage-Backed Securities/042. Collateralized Mortgage Obligations (CMOs).mp4 18.7 MB
005.Options and Options Pricing/010. Options Pricing.mp4 18.5 MB
023.Principal-Only and Interest Only Mortgage-Backed Securities/040. Principal-Only and Interest-Only MBS.mp4 18.3 MB
003.Basic Fixed Income Instruments/005. Forward Contracts.mp4 18.3 MB
013.Fixed Income Derivatives II/027. Fixed Income Derivatives Swaps and Swaptions.mp4 18.2 MB
019.Pricing Credit Default Swaps/035. Pricing Credit Default Swaps.mp4 18.0 MB
002.Basics of Fixed Income Securities/002. Introduction to No-arbitrage.mp4 17.5 MB
011.Introduction to Term Structure Lattice Models and the Cash Account/021. Introduction to Term Structure Lattice Models.mp4 17.3 MB
007.The Multi-Period Binomial Model/014. What s Going On.mp4 16.9 MB
008.Pricing American Options and Replicating Strategies/015. Pricing American Options.mp4 16.8 MB
006.The 1-Period Binomial Model/011. The 1-Period Binomial Model.mp4 16.6 MB
026.II/046. Review of Multivariate Distributions.mp4 16.3 MB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/018. Pricing Forwards and Futures in the Binomial Model.mp4 15.9 MB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/019. The Black-Scholes Model.mp4 15.6 MB
023.Principal-Only and Interest Only Mortgage-Backed Securities/041. Risks of Principal-Only and Interest-Only MBS.mp4 15.5 MB
012.Fixed Income Derivatives I/024. Fixed Income Derivatives Bond Forwards.mp4 14.3 MB
026.II/047. The Multivariate Normal Distribution.mp4 14.1 MB
027.III/049. Introduction to Brownian Motion.mp4 14.0 MB
004.Swaps and Futures/006. Swaps.mp4 13.4 MB
012.Fixed Income Derivatives I/025. Fixed Income Derivatives Bond Futures.mp4 13.3 MB
027.III/050. Geometric Brownian Motion.mp4 13.1 MB
012.Fixed Income Derivatives I/023. Fixed Income Derivatives Options on Bonds.mp4 12.9 MB
004.Swaps and Futures/008. Futures Excel.mp4 12.5 MB
022.Prepayment Risks and Pass-Throughs/039. Mortgage Pass-Throughs in Excel.mp4 12.3 MB
025.I/045. Review of Conditional Expectations and Variances.mp4 12.0 MB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/017. Including Dividends.mp4 11.9 MB
013.Fixed Income Derivatives II/026. Fixed Income Derivatives Caplets and Floorlets.mp4 11.9 MB
001.Course Overview/001. Course Overview.mp4 11.6 MB
016.Pricing in a BDT Model and Pricing in Practice/031. Fixed Income Derivatives Pricing in Practice.mp4 10.3 MB
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.Interview with Emmanuel Derman/036. Interview with Emmanuel Derman.srt 32.2 KB
028.IV/052. Review of Matrices.srt 31.1 KB
002.Basics of Fixed Income Securities/003. Interest Rates and Fixed Income Instruments.srt 30.8 KB
021.Introduction to Mortgage Mathematics and Mortgage-Backed Securities/037. Introduction to Mortgage Mathematics and Mortgage-Backed Securities.srt 29.2 KB
003.Basic Fixed Income Instruments/004. Floating Rate Bonds and Term Structure of Interest Rates.srt 28.7 KB
029.V/053. Review of Linear Optimization.srt 27.6 KB
006.The 1-Period Binomial Model/012. Option Pricing in the 1-Period Binomial Model.srt 26.1 KB
018.Credit Default Swipes/034. Credit Default Swaps.srt 25.0 KB
015.Model Calibration/029. Model Calibration.srt 24.2 KB
022.Prepayment Risks and Pass-Throughs/038. Prepayment Risk and Mortgage Pass-Throughs.srt 24.0 KB
004.Swaps and Futures/007. Futures.srt 23.9 KB
027.III/051. Review of Vectors.srt 23.4 KB
005.Options and Options Pricing/009. Options.srt 23.2 KB
025.I/044. Review of Basic Probability.srt 22.5 KB
017.Modeling and Pricing Defaultable Bonds/033. Pricing Defaultable Bonds.srt 22.0 KB
008.Pricing American Options and Replicating Strategies/016. Replicating Strategies.srt 21.8 KB
011.Introduction to Term Structure Lattice Models and the Cash Account/022. The Cash Account and Pricing Zero-Coupon Bonds.srt 21.5 KB
007.The Multi-Period Binomial Model/013. The Multi-Period Binomial Model.srt 21.0 KB
017.Modeling and Pricing Defaultable Bonds/032. Modeling Defaultable Bonds.srt 20.3 KB
024.CMOs and Pricing Mortgage-Backed Securities/043. Pricing Mortgage-Backed Securities.srt 20.1 KB
002.Basics of Fixed Income Securities/002. Introduction to No-arbitrage.srt 19.3 KB
005.Options and Options Pricing/010. Options Pricing.srt 19.0 KB
014.The Forward Equations/028. The Forward Equations.srt 18.6 KB
003.Basic Fixed Income Instruments/005. Forward Contracts.srt 18.5 KB
013.Fixed Income Derivatives II/027. Fixed Income Derivatives Swaps and Swaptions.srt 17.6 KB
019.Pricing Credit Default Swaps/035. Pricing Credit Default Swaps.srt 17.3 KB
026.II/048. Introduction to Martingales.srt 17.1 KB
023.Principal-Only and Interest Only Mortgage-Backed Securities/040. Principal-Only and Interest-Only MBS.srt 17.0 KB
016.Pricing in a BDT Model and Pricing in Practice/030. An Application Pricing a Payer Swaption in a BDT Model.srt 16.9 KB
024.CMOs and Pricing Mortgage-Backed Securities/042. Collateralized Mortgage Obligations (CMOs).srt 16.5 KB
011.Introduction to Term Structure Lattice Models and the Cash Account/021. Introduction to Term Structure Lattice Models.srt 16.3 KB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/018. Pricing Forwards and Futures in the Binomial Model.srt 15.6 KB
007.The Multi-Period Binomial Model/014. What s Going On.srt 15.2 KB
023.Principal-Only and Interest Only Mortgage-Backed Securities/041. Risks of Principal-Only and Interest-Only MBS.srt 14.9 KB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/019. The Black-Scholes Model.srt 14.9 KB
008.Pricing American Options and Replicating Strategies/015. Pricing American Options.srt 14.8 KB
006.The 1-Period Binomial Model/011. The 1-Period Binomial Model.srt 14.6 KB
026.II/046. Review of Multivariate Distributions.srt 14.6 KB
001.Course Overview/001. Course Overview.srt 13.7 KB
004.Swaps and Futures/006. Swaps.srt 12.9 KB
012.Fixed Income Derivatives I/023. Fixed Income Derivatives Options on Bonds.srt 12.7 KB
027.III/049. Introduction to Brownian Motion.srt 12.3 KB
012.Fixed Income Derivatives I/025. Fixed Income Derivatives Bond Futures.srt 11.6 KB
012.Fixed Income Derivatives I/024. Fixed Income Derivatives Bond Forwards.srt 11.5 KB
027.III/050. Geometric Brownian Motion.srt 11.5 KB
009.Dividends, Pricing in the Binomial Model, and the Black-Scholes Model/017. Including Dividends.srt 10.9 KB
025.I/045. Review of Conditional Expectations and Variances.srt 10.5 KB
013.Fixed Income Derivatives II/026. Fixed Income Derivatives Caplets and Floorlets.srt 10.4 KB
004.Swaps and Futures/008. Futures Excel.srt 10.2 KB
016.Pricing in a BDT Model and Pricing in Practice/031. Fixed Income Derivatives Pricing in Practice.srt 10.2 KB
022.Prepayment Risks and Pass-Throughs/039. Mortgage Pass-Throughs in Excel.srt 10.1 KB
010.An Example Pricing a European Put on a Futures Contract/020. An Example Pricing a European Put on a Futures Contract.srt 8.6 KB
026.II/047. The Multivariate Normal Distribution.srt 8.0 KB
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