Udemy - Quantitative Finance & Algorithmic Trading in Python (11.2023)

磁力链接/BT种子名称

Udemy - Quantitative Finance & Algorithmic Trading in Python (11.2023)

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种子哈希：d0d709d080c9fe20f8d388da2e32b6feac853d95
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收录时间：2025-08-20
最近下载：2025-10-05

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文件列表

  • 07. Markowitz-Model Implementation/4. Markowitz model implementation IV.mp4 83.7 MB
  • 07. Markowitz-Model Implementation/2. Markowitz model implementation II.mp4 63.3 MB
  • 09. Capital Asset Pricing Model (CAPM) Implementation/2. Capital asset pricing model implementation II.mp4 62.6 MB
  • 14. Value at Risk (VaR)/4. Value at risk implementation with Monte-Carlo simulation I.mp4 57.3 MB
  • 13. Black-Scholes Model Implementation/3. Predicting stock prices with Monte-Carlo simulation.mp4 56.6 MB
  • 07. Markowitz-Model Implementation/3. Markowitz model implementation III.mp4 48.6 MB
  • 09. Capital Asset Pricing Model (CAPM) Implementation/3. Capital asset pricing model implementation III.mp4 42.0 MB
  • 11. Random Behavior in Finance/3. Wiener-processes and random walks.mp4 38.8 MB
  • 03. Stock Market Basics/3. Stocks and shares.mp4 38.5 MB
  • 03. Stock Market Basics/2. Time value of money implementation.mp4 37.1 MB
  • 12. Black-Scholes Model/7. Long Term Capital Management (LTCM).mp4 35.8 MB
  • 12. Black-Scholes Model/1. Black-Scholes model introduction - the portfolio.mp4 35.7 MB
  • 14. Value at Risk (VaR)/3. Value at risk implementation.mp4 32.3 MB
  • 13. Black-Scholes Model Implementation/1. Black-Scholes model implementation.mp4 32.3 MB
  • 12. Black-Scholes Model/2. Black-Scholes model introduction - dynamic delta hedge.mp4 30.9 MB
  • 11. Random Behavior in Finance/8. Geometric brownian motion implementation.mp4 30.5 MB
  • 23. Appendix #3 - Data Structures in Python/18. Sets in Python.mp4 27.3 MB
  • 06. Modern Portfolio Theory (Markowitz-Model)/5. Expected variance (risk) of the portfolio.mp4 27.2 MB
  • 14. Value at Risk (VaR)/1. What is Value-at-Risk.mp4 27.1 MB
  • 10. Derivatives Basics/1. Introduction to derivatives.mp4 26.5 MB
  • 07. Markowitz-Model Implementation/1. Markowitz model implementation I.mp4 26.4 MB
  • 05. Bonds Implementation/2. Bonds pricing implementation II.mp4 26.3 MB
  • 11. Random Behavior in Finance/6. Ito's lemma in higher dimensions.mp4 25.9 MB
  • 23. Appendix #3 - Data Structures in Python/21. Sorting.mp4 24.9 MB
  • 23. Appendix #3 - Data Structures in Python/16. Hashing and O(1) running time complexity.mp4 24.3 MB
  • 13. Black-Scholes Model Implementation/5. Black-Scholes model implementation with Monte-Carlo simulation II.mp4 24.2 MB
  • 02. Environment Setup/2. Installing PyCharm.mp4 23.9 MB
  • 22. Appendix #2 - Functions/3. Positional arguments and keyword arguments.mp4 23.3 MB
  • 18. Long-Term Investing/1. Value investing.mp4 22.9 MB
  • 08. Capital Asset Pricing Model (CAPM) Theory/3. The beta value.mp4 22.4 MB
  • 05. Bonds Implementation/1. Bonds pricing implementation I.mp4 22.0 MB
  • 17. Pricing Bonds with Vasicek Model/2. Bond pricing with the Vasicek model II.mp4 21.8 MB
  • 15. Collateralized Debt Obligations (CDOs) and the Financial Crisis/4. The financial crisis of 2007-2008.mp4 21.8 MB
  • 14. Value at Risk (VaR)/2. Value-at-Risk introduction.mp4 21.8 MB
  • 23. Appendix #3 - Data Structures in Python/14. What are linked list data structures.mp4 21.8 MB
  • 06. Modern Portfolio Theory (Markowitz-Model)/6. Efficient frontier.mp4 20.9 MB
  • 16. Interest Rate Modeling (Vasicek Model)/2. The Ornstein-Uhlenbeck process introduction.mp4 20.6 MB
  • 23. Appendix #3 - Data Structures in Python/17. Dictionaries in Python.mp4 20.4 MB
  • 04. Bonds Theory/2. Yields and yield to maturity.mp4 19.7 MB
  • 03. Stock Market Basics/5. Currencies and the FOREX.mp4 19.7 MB
  • 26. Course Materials (DOWNLOADS)/1. quantitative_finance.zip 19.7 MB
  • 06. Modern Portfolio Theory (Markowitz-Model)/1. What are mean, variance and correlation.mp4 19.7 MB
  • 23. Appendix #3 - Data Structures in Python/6. Lists in Python - advanced operations.mp4 19.5 MB
  • 07. Markowitz-Model Implementation/5. Markowitz model implementation V.mp4 19.4 MB
  • 11. Random Behavior in Finance/5. Stochastic calculus introduction.mp4 19.4 MB
  • 25. Appendix #5 - NumPy/3. Dimension of arrays.mp4 19.3 MB
  • 03. Stock Market Basics/6. Short and long positions.mp4 19.2 MB
  • 23. Appendix #3 - Data Structures in Python/1. How to measure the running time of algorithms.mp4 19.2 MB
  • 08. Capital Asset Pricing Model (CAPM) Theory/2. Capital asset pricing model formula.mp4 18.8 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/3. Using the constructor.mp4 18.7 MB
  • 13. Black-Scholes Model Implementation/2. What is Monte-Carlo simulation.mp4 18.6 MB
  • 22. Appendix #2 - Functions/11. What is recursion.mp4 18.2 MB
  • 25. Appendix #5 - NumPy/9. Stacking and merging arrays.mp4 18.1 MB
  • 06. Modern Portfolio Theory (Markowitz-Model)/8. Capital allocation line.mp4 18.0 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/17. Comparing objects - overriding functions.mp4 17.9 MB
  • 25. Appendix #5 - NumPy/6. Reshape.mp4 17.8 MB
  • 10. Derivatives Basics/3. Swaps and interest rate swaps.mp4 17.8 MB
  • 25. Appendix #5 - NumPy/2. Creating and updating arrays.mp4 17.6 MB
  • 25. Appendix #5 - NumPy/4. Indexes and slicing.mp4 17.5 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/11. What is polymorphism.mp4 17.0 MB
  • 08. Capital Asset Pricing Model (CAPM) Theory/4. What is linear regression.mp4 16.9 MB
  • 21. Appendix #1 - Python Basics/9. How to use multiple conditions.mp4 16.7 MB
  • 13. Black-Scholes Model Implementation/6. Black-Scholes model implementation with Monte-Carlo simulation III.mp4 16.4 MB
  • 11. Random Behavior in Finance/4. Wiener-process implementation.mp4 16.0 MB
  • 04. Bonds Theory/1. What are bonds.mp4 15.8 MB
  • 09. Capital Asset Pricing Model (CAPM) Implementation/1. Capital asset pricing model implementation I.mp4 15.7 MB
  • 17. Pricing Bonds with Vasicek Model/1. Bond pricing with the Vasicek model I.mp4 15.4 MB
  • 02. Environment Setup/1. Installing Python.mp4 15.4 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/4. Class variables and instance variables.mp4 15.4 MB
  • 21. Appendix #1 - Python Basics/4. Strings.mp4 15.3 MB
  • 17. Pricing Bonds with Vasicek Model/3. Bond pricing with the Vasicek model III.mp4 15.2 MB
  • 06. Modern Portfolio Theory (Markowitz-Model)/2. The main idea - diverzification.mp4 15.2 MB
  • 06. Modern Portfolio Theory (Markowitz-Model)/3. Mathematical formulation.mp4 15.1 MB
  • 11. Random Behavior in Finance/1. Types of analysis.mp4 14.8 MB
  • 16. Interest Rate Modeling (Vasicek Model)/3. The Ornstein-Uhlenbeck process implementation.mp4 14.7 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/12. Polymorphism and abstraction example.mp4 14.4 MB
  • 03. Stock Market Basics/1. Present value and future value of money.mp4 13.5 MB
  • 03. Stock Market Basics/4. Commodities.mp4 13.5 MB
  • 21. Appendix #1 - Python Basics/5. String slicing.mp4 13.3 MB
  • 11. Random Behavior in Finance/2. Random behavior of returns.mp4 13.0 MB
  • 16. Interest Rate Modeling (Vasicek Model)/4. Vasicek model introduction.mp4 13.0 MB
  • 23. Appendix #3 - Data Structures in Python/4. What are array data structures II.mp4 12.9 MB
  • 23. Appendix #3 - Data Structures in Python/3. What are array data structures I.mp4 12.9 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/7. Private variables and name mangling.mp4 12.8 MB
  • 10. Derivatives Basics/6. Call option.mp4 12.5 MB
  • 09. Capital Asset Pricing Model (CAPM) Implementation/5. Solution - normal distribution of returns.mp4 12.4 MB
  • 23. Appendix #3 - Data Structures in Python/15. Doubly linked list implementation in Python.mp4 12.0 MB
  • 23. Appendix #3 - Data Structures in Python/7. Lists in Python - list comprehension.mp4 11.9 MB
  • 16. Interest Rate Modeling (Vasicek Model)/5. Vasicek model implementation.mp4 11.8 MB
  • 15. Collateralized Debt Obligations (CDOs) and the Financial Crisis/2. CDOs and diverzification.mp4 11.7 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/15. Modules.mp4 11.6 MB
  • 21. Appendix #1 - Python Basics/7. Operators.mp4 11.2 MB
  • 23. Appendix #3 - Data Structures in Python/5. Lists in Python.mp4 11.0 MB
  • 12. Black-Scholes Model/3. Black-Scholes model introduction - no arbitrage principle.mp4 10.9 MB
  • 13. Black-Scholes Model Implementation/4. Black-Scholes model implementation with Monte-Carlo simulation I.mp4 10.8 MB
  • 06. Modern Portfolio Theory (Markowitz-Model)/4. Expected return of the portfolio.mp4 10.8 MB
  • 04. Bonds Theory/3. Yields and yield to maturity.mp4 10.8 MB
  • 11. Random Behavior in Finance/7. Solving the geometric random walk equation.mp4 10.6 MB
  • 06. Modern Portfolio Theory (Markowitz-Model)/7. Sharpe ratio.mp4 10.6 MB
  • 25. Appendix #5 - NumPy/5. Types.mp4 10.4 MB
  • 21. Appendix #1 - Python Basics/19. Break and continue.mp4 10.4 MB
  • 04. Bonds Theory/5. Macaulay duration.mp4 10.1 MB
  • 22. Appendix #2 - Functions/2. Defining functions.mp4 10.1 MB
  • 21. Appendix #1 - Python Basics/13. Loops - for loop.mp4 10.0 MB
  • 12. Black-Scholes Model/5. The greeks.mp4 10.0 MB
  • 08. Capital Asset Pricing Model (CAPM) Theory/5. Capital asset pricing model and linear regression.mp4 9.9 MB
  • 18. Long-Term Investing/2. Efficient market hypothesis.mp4 9.8 MB
  • 14. Value at Risk (VaR)/5. Value at risk implementation with Monte-Carlo simulation II.mp4 9.7 MB
  • 22. Appendix #2 - Functions/8. Yield operator.mp4 9.6 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/9. The super keyword.mp4 9.6 MB
  • 15. Collateralized Debt Obligations (CDOs) and the Financial Crisis/1. What are CDOs.mp4 9.5 MB
  • 12. Black-Scholes Model/6. How to make money with Black-Scholes model.mp4 9.3 MB
  • 10. Derivatives Basics/5. Options basics.mp4 9.3 MB
  • 04. Bonds Theory/4. Interest rates and bonds.mp4 9.2 MB
  • 23. Appendix #3 - Data Structures in Python/13. Mutability and immutability.mp4 9.1 MB
  • 21. Appendix #1 - Python Basics/8. Conditional statements.mp4 9.0 MB
  • 12. Black-Scholes Model/4. Solution to Black-Scholes equation.mp4 8.8 MB
  • 21. Appendix #1 - Python Basics/6. Type casting.mp4 8.6 MB
  • 25. Appendix #5 - NumPy/1. What is the key advantage of NumPy.mp4 8.6 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/8. What is inheritance in OOP.mp4 8.5 MB
  • 22. Appendix #2 - Functions/1. What are functions.mp4 8.5 MB
  • 21. Appendix #1 - Python Basics/12. Logical operators.mp4 8.4 MB
  • 08. Capital Asset Pricing Model (CAPM) Theory/1. Systematic and unsystematic risk.mp4 8.3 MB
  • 22. Appendix #2 - Functions/14. Local vs global variables.mp4 8.2 MB
  • 21. Appendix #1 - Python Basics/2. What are the basic data types.mp4 8.1 MB
  • 21. Appendix #1 - Python Basics/18. Enumerate.mp4 8.1 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/16. The __str__ function.mp4 8.0 MB
  • 25. Appendix #5 - NumPy/10. Filter.mp4 8.0 MB
  • 22. Appendix #2 - Functions/10. What are the most relevant built-in functions.mp4 8.0 MB
  • 21. Appendix #1 - Python Basics/14. Loops - while loop.mp4 7.9 MB
  • 23. Appendix #3 - Data Structures in Python/12. What are tuples.mp4 7.9 MB
  • 21. Appendix #1 - Python Basics/1. First steps in Python.mp4 7.7 MB
  • 22. Appendix #2 - Functions/15. The __main__ function.mp4 7.7 MB
  • 16. Interest Rate Modeling (Vasicek Model)/1. Why to use interest rate models.mp4 7.6 MB
  • 10. Derivatives Basics/4. Credit default swap (CDS).mp4 7.4 MB
  • 23. Appendix #3 - Data Structures in Python/2. Data structures introduction.mp4 7.0 MB
  • 10. Derivatives Basics/2. Forward and future contracts.mp4 6.9 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/10. Function (method) override.mp4 6.8 MB
  • 10. Derivatives Basics/7. Put option.mp4 6.4 MB
  • 01. Introduction/3. Financial models.mp4 6.3 MB
  • 22. Appendix #2 - Functions/5. Returning multiple values.mp4 6.3 MB
  • 21. Appendix #1 - Python Basics/17. What are nested loops.mp4 6.2 MB
  • 01. Introduction/1. Introduction.mp4 5.7 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/2. Class and objects basics.mp4 5.6 MB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/1. What is object oriented programming (OOP).mp4 5.5 MB
  • 01. Introduction/2. Why to use Python.mp4 5.3 MB
  • 15. Collateralized Debt Obligations (CDOs) and the Financial Crisis/3. CDO tranches.mp4 5.2 MB
  • 04. Bonds Theory/6. Risks with bonds.mp4 4.5 MB
  • 22. Appendix #2 - Functions/9. Local and global variables.mp4 4.5 MB
  • 22. Appendix #2 - Functions/4. Returning values.mp4 4.3 MB
  • 21. Appendix #1 - Python Basics/20. Calculating Fibonacci-numbers.mp4 4.2 MB
  • 20. APPENDIX - PYTHON PROGRAMMING CRASH COURSE/1. Python crash course introduction.mp4 4.2 MB
  • 04. Bonds Theory/7. Stocks and bonds.mp4 4.1 MB
  • 21. Appendix #1 - Python Basics/3. Booleans.mp4 3.7 MB
  • 10. Derivatives Basics/8. American and european options.mp4 2.8 MB
  • 03. Stock Market Basics/7.1 Stock Markets Basics.html 18.8 kB
  • 06. Modern Portfolio Theory (Markowitz-Model)/9.3 Markowitz Model Quiz.html 18.3 kB
  • 10. Derivatives Basics/9.5 Derivatives Basics Quiz.html 18.3 kB
  • 21. Appendix #1 - Python Basics/23.11 Python Basics Quiz.html 18.1 kB
  • 23. Appendix #3 - Data Structures in Python/22.13 Data Structures Quiz.html 18.1 kB
  • 25. Appendix #5 - NumPy/12.15 NumPy Quiz.html 17.8 kB
  • 12. Black-Scholes Model/8.7 Black-Scholes Model Quiz.html 17.8 kB
  • 08. Capital Asset Pricing Model (CAPM) Theory/6.4 Capital Asset Pricing Model Quiz.html 17.7 kB
  • 22. Appendix #2 - Functions/16.12 Functions Quiz.html 17.7 kB
  • 04. Bonds Theory/8.2 Bonds Quiz.html 17.7 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/18.14 Object Oriented Programming (OOP) Quiz.html 17.6 kB
  • 15. Collateralized Debt Obligations (CDOs) and the Financial Crisis/5.9 CDOs Quiz.html 17.3 kB
  • 14. Value at Risk (VaR)/6.8 Value at Risk Quiz.html 17.2 kB
  • 16. Interest Rate Modeling (Vasicek Model)/6.10 Interest Rate Modeling Quiz.html 17.1 kB
  • 11. Random Behavior in Finance/9.6 Random Behaviour Quiz.html 17.1 kB
  • 09. Capital Asset Pricing Model (CAPM) Implementation/2. Capital asset pricing model implementation II.vtt 15.2 kB
  • 14. Value at Risk (VaR)/4. Value at risk implementation with Monte-Carlo simulation I.vtt 15.2 kB
  • 07. Markowitz-Model Implementation/2. Markowitz model implementation II.vtt 14.3 kB
  • 07. Markowitz-Model Implementation/4. Markowitz model implementation IV.vtt 14.1 kB
  • 04. Bonds Theory/1. What are bonds.vtt 13.6 kB
  • 11. Random Behavior in Finance/3. Wiener-processes and random walks.vtt 13.0 kB
  • 13. Black-Scholes Model Implementation/3. Predicting stock prices with Monte-Carlo simulation.vtt 13.0 kB
  • 14. Value at Risk (VaR)/3. Value at risk implementation.vtt 12.8 kB
  • 23. Appendix #3 - Data Structures in Python/1. How to measure the running time of algorithms.vtt 12.6 kB
  • 07. Markowitz-Model Implementation/1. Markowitz model implementation I.vtt 11.6 kB
  • 22. Appendix #2 - Functions/3. Positional arguments and keyword arguments.vtt 11.6 kB
  • 23. Appendix #3 - Data Structures in Python/21. Sorting.vtt 11.5 kB
  • 03. Stock Market Basics/5. Currencies and the FOREX.vtt 11.4 kB
  • 10. Derivatives Basics/3. Swaps and interest rate swaps.vtt 11.4 kB
  • 06. Modern Portfolio Theory (Markowitz-Model)/3. Mathematical formulation.vtt 11.1 kB
  • 03. Stock Market Basics/3. Stocks and shares.vtt 10.8 kB
  • 23. Appendix #3 - Data Structures in Python/17. Dictionaries in Python.vtt 10.8 kB
  • 25. Appendix #5 - NumPy/3. Dimension of arrays.vtt 10.8 kB
  • 08. Capital Asset Pricing Model (CAPM) Theory/4. What is linear regression.vtt 10.6 kB
  • 22. Appendix #2 - Functions/11. What is recursion.vtt 10.4 kB
  • 23. Appendix #3 - Data Structures in Python/14. What are linked list data structures.vtt 10.4 kB
  • 13. Black-Scholes Model Implementation/5. Black-Scholes model implementation with Monte-Carlo simulation II.vtt 10.2 kB
  • 23. Appendix #3 - Data Structures in Python/16. Hashing and O(1) running time complexity.vtt 10.0 kB
  • 06. Modern Portfolio Theory (Markowitz-Model)/5. Expected variance (risk) of the portfolio.vtt 9.9 kB
  • 23. Appendix #3 - Data Structures in Python/18. Sets in Python.vtt 9.9 kB
  • 13. Black-Scholes Model Implementation/1. Black-Scholes model implementation.vtt 9.9 kB
  • 07. Markowitz-Model Implementation/3. Markowitz model implementation III.vtt 9.7 kB
  • 10. Derivatives Basics/1. Introduction to derivatives.vtt 9.6 kB
  • 03. Stock Market Basics/2. Time value of money implementation.vtt 9.5 kB
  • 06. Modern Portfolio Theory (Markowitz-Model)/1. What are mean, variance and correlation.vtt 9.3 kB
  • 14. Value at Risk (VaR)/2. Value-at-Risk introduction.vtt 9.2 kB
  • 25. Appendix #5 - NumPy/4. Indexes and slicing.vtt 9.2 kB
  • 03. Stock Market Basics/1. Present value and future value of money.vtt 9.2 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/17. Comparing objects - overriding functions.vtt 9.1 kB
  • 11. Random Behavior in Finance/5. Stochastic calculus introduction.vtt 9.1 kB
  • 09. Capital Asset Pricing Model (CAPM) Implementation/3. Capital asset pricing model implementation III.vtt 8.9 kB
  • 25. Appendix #5 - NumPy/6. Reshape.vtt 8.9 kB
  • 21. Appendix #1 - Python Basics/9. How to use multiple conditions.vtt 8.9 kB
  • 05. Bonds Implementation/2. Bonds pricing implementation II.vtt 8.9 kB
  • 21. Appendix #1 - Python Basics/4. Strings.vtt 8.7 kB
  • 23. Appendix #3 - Data Structures in Python/6. Lists in Python - advanced operations.vtt 8.7 kB
  • 06. Modern Portfolio Theory (Markowitz-Model)/2. The main idea - diverzification.vtt 8.7 kB
  • 17. Pricing Bonds with Vasicek Model/1. Bond pricing with the Vasicek model I.vtt 8.7 kB
  • 11. Random Behavior in Finance/4. Wiener-process implementation.vtt 8.6 kB
  • 03. Stock Market Basics/6. Short and long positions.vtt 8.6 kB
  • 23. Appendix #3 - Data Structures in Python/4. What are array data structures II.vtt 8.6 kB
  • 17. Pricing Bonds with Vasicek Model/2. Bond pricing with the Vasicek model II.vtt 8.6 kB
  • 25. Appendix #5 - NumPy/2. Creating and updating arrays.vtt 8.6 kB
  • 13. Black-Scholes Model Implementation/2. What is Monte-Carlo simulation.vtt 8.3 kB
  • 23. Appendix #3 - Data Structures in Python/3. What are array data structures I.vtt 8.1 kB
  • 05. Bonds Implementation/1. Bonds pricing implementation I.vtt 7.9 kB
  • 11. Random Behavior in Finance/1. Types of analysis.vtt 7.8 kB
  • 12. Black-Scholes Model/1. Black-Scholes model introduction - the portfolio.vtt 7.8 kB
  • 06. Modern Portfolio Theory (Markowitz-Model)/6. Efficient frontier.vtt 7.8 kB
  • 08. Capital Asset Pricing Model (CAPM) Theory/3. The beta value.vtt 7.8 kB
  • 10. Derivatives Basics/6. Call option.vtt 7.5 kB
  • 03. Stock Market Basics/4. Commodities.vtt 7.5 kB
  • 21. Appendix #1 - Python Basics/5. String slicing.vtt 7.5 kB
  • 11. Random Behavior in Finance/8. Geometric brownian motion implementation.vtt 7.5 kB
  • 25. Appendix #5 - NumPy/9. Stacking and merging arrays.vtt 7.5 kB
  • 11. Random Behavior in Finance/7. Solving the geometric random walk equation.vtt 7.4 kB
  • 15. Collateralized Debt Obligations (CDOs) and the Financial Crisis/4. The financial crisis of 2007-2008.vtt 7.4 kB
  • 11. Random Behavior in Finance/2. Random behavior of returns.vtt 7.2 kB
  • 04. Bonds Theory/2. Yields and yield to maturity.vtt 7.2 kB
  • 06. Modern Portfolio Theory (Markowitz-Model)/4. Expected return of the portfolio.vtt 7.2 kB
  • 12. Black-Scholes Model/2. Black-Scholes model introduction - dynamic delta hedge.vtt 7.1 kB
  • 04. Bonds Theory/3. Yields and yield to maturity.vtt 7.1 kB
  • 16. Interest Rate Modeling (Vasicek Model)/5. Vasicek model implementation.vtt 7.0 kB
  • 21. Appendix #1 - Python Basics/13. Loops - for loop.vtt 6.9 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/15. Modules.vtt 6.8 kB
  • 12. Black-Scholes Model/7. Long Term Capital Management (LTCM).vtt 6.7 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/3. Using the constructor.vtt 6.7 kB
  • 14. Value at Risk (VaR)/1. What is Value-at-Risk.vtt 6.7 kB
  • 15. Collateralized Debt Obligations (CDOs) and the Financial Crisis/2. CDOs and diverzification.vtt 6.6 kB
  • 21. Appendix #1 - Python Basics/1. First steps in Python.vtt 6.6 kB
  • 16. Interest Rate Modeling (Vasicek Model)/3. The Ornstein-Uhlenbeck process implementation.vtt 6.5 kB
  • 17. Pricing Bonds with Vasicek Model/3. Bond pricing with the Vasicek model III.vtt 6.5 kB
  • 23. Appendix #3 - Data Structures in Python/7. Lists in Python - list comprehension.vtt 6.3 kB
  • 23. Appendix #3 - Data Structures in Python/5. Lists in Python.vtt 6.3 kB
  • 08. Capital Asset Pricing Model (CAPM) Theory/2. Capital asset pricing model formula.vtt 6.2 kB
  • 10. Derivatives Basics/5. Options basics.vtt 6.2 kB
  • 21. Appendix #1 - Python Basics/19. Break and continue.vtt 6.2 kB
  • 22. Appendix #2 - Functions/2. Defining functions.vtt 6.2 kB
  • 04. Bonds Theory/5. Macaulay duration.vtt 6.1 kB
  • 23. Appendix #3 - Data Structures in Python/15. Doubly linked list implementation in Python.vtt 6.1 kB
  • 13. Black-Scholes Model Implementation/4. Black-Scholes model implementation with Monte-Carlo simulation I.vtt 6.0 kB
  • 16. Interest Rate Modeling (Vasicek Model)/2. The Ornstein-Uhlenbeck process introduction.vtt 5.9 kB
  • 08. Capital Asset Pricing Model (CAPM) Theory/5. Capital asset pricing model and linear regression.vtt 5.9 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/12. Polymorphism and abstraction example.vtt 5.9 kB
  • 18. Long-Term Investing/2. Efficient market hypothesis.vtt 5.9 kB
  • 21. Appendix #1 - Python Basics/7. Operators.vtt 5.9 kB
  • 18. Long-Term Investing/1. Value investing.vtt 5.8 kB
  • 11. Random Behavior in Finance/6. Ito's lemma in higher dimensions.vtt 5.8 kB
  • 22. Appendix #2 - Functions/8. Yield operator.vtt 5.8 kB
  • 09. Capital Asset Pricing Model (CAPM) Implementation/5. Solution - normal distribution of returns.vtt 5.8 kB
  • 21. Appendix #1 - Python Basics/2. What are the basic data types.vtt 5.7 kB
  • 12. Black-Scholes Model/3. Black-Scholes model introduction - no arbitrage principle.vtt 5.6 kB
  • 15. Collateralized Debt Obligations (CDOs) and the Financial Crisis/1. What are CDOs.vtt 5.5 kB
  • 16. Interest Rate Modeling (Vasicek Model)/4. Vasicek model introduction.vtt 5.5 kB
  • 12. Black-Scholes Model/5. The greeks.vtt 5.4 kB
  • 23. Appendix #3 - Data Structures in Python/13. Mutability and immutability.vtt 5.4 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/11. What is polymorphism.vtt 5.3 kB
  • 25. Appendix #5 - NumPy/5. Types.vtt 5.2 kB
  • 22. Appendix #2 - Functions/1. What are functions.vtt 5.2 kB
  • 25. Appendix #5 - NumPy/1. What is the key advantage of NumPy.vtt 5.1 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/7. Private variables and name mangling.vtt 5.1 kB
  • 08. Capital Asset Pricing Model (CAPM) Theory/1. Systematic and unsystematic risk.vtt 5.0 kB
  • 22. Appendix #2 - Functions/10. What are the most relevant built-in functions.vtt 5.0 kB
  • 04. Bonds Theory/4. Interest rates and bonds.vtt 5.0 kB
  • 01. Introduction/3. Financial models.vtt 5.0 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/9. The super keyword.vtt 5.0 kB
  • 12. Black-Scholes Model/4. Solution to Black-Scholes equation.vtt 5.0 kB
  • 09. Capital Asset Pricing Model (CAPM) Implementation/1. Capital asset pricing model implementation I.vtt 4.9 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/4. Class variables and instance variables.vtt 4.9 kB
  • 07. Markowitz-Model Implementation/5. MarkowitzModel.py 4.9 kB
  • 21. Appendix #1 - Python Basics/14. Loops - while loop.vtt 4.8 kB
  • 21. Appendix #1 - Python Basics/6. Type casting.vtt 4.8 kB
  • 22. Appendix #2 - Functions/14. Local vs global variables.vtt 4.8 kB
  • 21. Appendix #1 - Python Basics/8. Conditional statements.vtt 4.7 kB
  • 06. Modern Portfolio Theory (Markowitz-Model)/7. Sharpe ratio.vtt 4.7 kB
  • 02. Environment Setup/2. Installing PyCharm.vtt 4.7 kB
  • 10. Derivatives Basics/4. Credit default swap (CDS).vtt 4.6 kB
  • 01. Introduction/2. Why to use Python.vtt 4.5 kB
  • 23. Appendix #3 - Data Structures in Python/12. What are tuples.vtt 4.5 kB
  • 19. NEXT STEPS/1. Next steps.html 4.4 kB
  • 07. Markowitz-Model Implementation/5. Markowitz model implementation V.vtt 4.4 kB
  • 21. Appendix #1 - Python Basics/18. Enumerate.vtt 4.4 kB
  • 10. Derivatives Basics/7. Put option.vtt 4.3 kB
  • 25. Appendix #5 - NumPy/10. Filter.vtt 4.3 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/8. What is inheritance in OOP.vtt 4.2 kB
  • 10. Derivatives Basics/2. Forward and future contracts.vtt 4.1 kB
  • 22. Appendix #2 - Functions/15. The __main__ function.vtt 4.1 kB
  • 06. Modern Portfolio Theory (Markowitz-Model)/8. Capital allocation line.vtt 4.1 kB
  • 23. Appendix #3 - Data Structures in Python/2. Data structures introduction.vtt 4.1 kB
  • 21. Appendix #1 - Python Basics/12. Logical operators.vtt 4.0 kB
  • 14. Value at Risk (VaR)/5. Value at risk implementation with Monte-Carlo simulation II.vtt 3.8 kB
  • 16. Interest Rate Modeling (Vasicek Model)/1. Why to use interest rate models.vtt 3.8 kB
  • 01. Introduction/1. Introduction.vtt 3.8 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/16. The __str__ function.vtt 3.5 kB
  • 04. Bonds Theory/6. Risks with bonds.vtt 3.5 kB
  • 22. Appendix #2 - Functions/5. Returning multiple values.vtt 3.4 kB
  • 09. Capital Asset Pricing Model (CAPM) Implementation/3. CAPM.py 3.2 kB
  • 15. Collateralized Debt Obligations (CDOs) and the Financial Crisis/3. CDO tranches.vtt 3.2 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/2. Class and objects basics.vtt 3.1 kB
  • 13. Black-Scholes Model Implementation/6. Black-Scholes model implementation with Monte-Carlo simulation III.vtt 3.1 kB
  • 21. Appendix #1 - Python Basics/17. What are nested loops.vtt 3.1 kB
  • 21. Appendix #1 - Python Basics/20. Calculating Fibonacci-numbers.vtt 2.9 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/1. What is object oriented programming (OOP).vtt 2.9 kB
  • 24. Appendix #4 - Object Oriented Programming (OOP)/10. Function (method) override.vtt 2.8 kB
  • 20. APPENDIX - PYTHON PROGRAMMING CRASH COURSE/1. Python crash course introduction.vtt 2.8 kB
  • 22. Appendix #2 - Functions/4. Returning values.vtt 2.6 kB
  • 13. Black-Scholes Model Implementation/5. OptionPricingMonteCarlo.py 2.6 kB
  • 13. Black-Scholes Model Implementation/6. BlackScholesMonteCarlo.py 2.6 kB
  • 02. Environment Setup/1. Installing Python.vtt 2.4 kB
  • 04. Bonds Theory/7. Stocks and bonds.vtt 2.4 kB
  • 22. Appendix #2 - Functions/9. Local and global variables.vtt 2.4 kB
  • 12. Black-Scholes Model/6. How to make money with Black-Scholes model.vtt 2.3 kB
  • 21. Appendix #1 - Python Basics/3. Booleans.vtt 2.2 kB
  • 14. Value at Risk (VaR)/5. VaRMonteCarlo.py 2.1 kB
  • 10. Derivatives Basics/8. American and european options.vtt 1.9 kB
  • 25. Appendix #5 - NumPy/11. Running time comparison arrays and lists.html 1.4 kB
  • 23. Appendix #3 - Data Structures in Python/11. Measuring running time of lists.html 1.3 kB
  • 13. Black-Scholes Model Implementation/1. BlackScholes.py 1.3 kB
  • 14. Value at Risk (VaR)/3. VaR.py 1.3 kB
  • 23. Appendix #3 - Data Structures in Python/9. Exercise list comprehension.html 1.2 kB
  • 17. Pricing Bonds with Vasicek Model/3. BondPricingVasicek.py 1.2 kB
  • 13. Black-Scholes Model Implementation/3. StockPriceMonteCarlo.py 1.0 kB
  • 09. Capital Asset Pricing Model (CAPM) Implementation/5. NormalReturns.py 939 Bytes
  • 11. Random Behavior in Finance/4. WienerProcess.py 829 Bytes
  • 03. Stock Market Basics/2. PresentValue.py 790 Bytes
  • 21. Appendix #1 - Python Basics/10. Exercise conditional statements.html 790 Bytes
  • 05. Bonds Implementation/2. CouponBond.py 784 Bytes
  • 24. Appendix #4 - Object Oriented Programming (OOP)/14. Solution abstraction.html 750 Bytes
  • 23. Appendix #3 - Data Structures in Python/10. Solution list comprehension.html 735 Bytes
  • 11. Random Behavior in Finance/8. GBM.py 691 Bytes
  • 21. Appendix #1 - Python Basics/22. Solution Fibonacci-numbers.html 682 Bytes
  • 23. Appendix #3 - Data Structures in Python/8. (!!!) Python lists and arrays.html 670 Bytes
  • 24. Appendix #4 - Object Oriented Programming (OOP)/13. Exercise abstraction.html 620 Bytes
  • 16. Interest Rate Modeling (Vasicek Model)/5. VasicekModel.py 601 Bytes
  • 24. Appendix #4 - Object Oriented Programming (OOP)/5. Exercise constructing classes.html 586 Bytes
  • 16. Interest Rate Modeling (Vasicek Model)/3. OrnsteinUhlenbeckProcess.py 562 Bytes
  • 05. Bonds Implementation/3. Exercise - continuous model for discounting.html 548 Bytes
  • 22. Appendix #2 - Functions/13. Solution recursion.html 545 Bytes
  • 23. Appendix #3 - Data Structures in Python/19. Exercise constructing dictionaries.html 529 Bytes
  • 09. Capital Asset Pricing Model (CAPM) Implementation/4. Exercise - normal distribution of returns.html 521 Bytes
  • 21. Appendix #1 - Python Basics/11. Solution conditional statements.html 469 Bytes
  • 24. Appendix #4 - Object Oriented Programming (OOP)/6. Solution constructing classes.html 466 Bytes
  • 05. Bonds Implementation/4. Solution - continuous model for discounting.html 440 Bytes
  • 22. Appendix #2 - Functions/6. Exercise functions.html 421 Bytes
  • 25. Appendix #5 - NumPy/7. Exercise reshape problem.html 407 Bytes
  • 23. Appendix #3 - Data Structures in Python/20. Solution constructing dictionaries.html 398 Bytes
  • 22. Appendix #2 - Functions/12. Exercise recursion.html 366 Bytes
  • 21. Appendix #1 - Python Basics/15. Exercise calculating the average.html 340 Bytes
  • 21. Appendix #1 - Python Basics/21. Exercise Fibonacci-numbers.html 320 Bytes
  • 22. Appendix #2 - Functions/7. Solution functions.html 317 Bytes
  • 21. Appendix #1 - Python Basics/16. Solution calculating the average.html 312 Bytes
  • 25. Appendix #5 - NumPy/8. Solution reshape problem.html 247 Bytes
  • 26. Course Materials (DOWNLOADS)/1. Course materials.html 99 Bytes

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