![Certificate Financial Engineering and Risk Management Part II](https://kzhu.ai/wp-content/uploads/2021/09/Coursera-DJDN9SWKSWTK-1024x791.jpg)
My #69 course certificate from Coursera
Financial Engineering and Risk Management Part IIColumbia University I am thrilled to complete this wonderful course. Assuming you...
![Trading cost functions, mean-variance-liquidity optimization](https://kzhu.ai/wp-content/uploads/2021/09/Financial-Engineering-Part-II-26-724x1024.jpg)
Liquidity, Portfolio Execution, Real Options
Liquidity What is Liquidity and what is a liquidity security is very hard to define in practice. Liquid...
![Gaussian Coupla Model](https://kzhu.ai/wp-content/uploads/2021/09/Financial-Engineering-Part-II-21-724x1024.jpg)
Credit Derivatives and Structured Products
Securitization Securitization is the process of constructing new securities from the cash flows generated by a pool of...
![Self-financing strategy, Black-Scholes models](https://kzhu.ai/wp-content/uploads/2021/09/Financial-Engineering-Part-II-14-724x1024.jpg)
Risk Management: Equity Derivatives in Practice
Review of Self-Financing Trading Strategy A self-financing trading strategy is a trading strategy ฮธt = (xt, yt) where...
![Parameter estimation, robust constraints, shrinkage methods](https://kzhu.ai/wp-content/uploads/2021/08/Financial-Engineering-Part-II-10-724x1024.jpg)
Financial Engineering: Implementing Mean-Variance
There are many aspects of implementation details of mean-variance. 3 of them are the most important. Parameter estimation...
![Assets and Portfolios](https://kzhu.ai/wp-content/uploads/2021/08/Financial-Engineering-Part-II-2-724x1024.jpg)
Assets & Portfolios: Mean-Variance Optimization
Assets and Portfolios I’ve got a certain amount of money, I want to split it among various assets...