My #69 course certificate from Coursera
Financial Engineering and Risk Management Part IIColumbia University I am thrilled to complete this wonderful course. Assuming you...
Liquidity, Portfolio Execution, Real Options
Liquidity What is Liquidity and what is a liquidity security is very hard to define in practice. Liquid...
Credit Derivatives and Structured Products
Securitization Securitization is the process of constructing new securities from the cash flows generated by a pool of...
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...
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 & Portfolios: Mean-Variance Optimization
Assets and Portfolios I’ve got a certain amount of money, I want to split it among various assets...