Financial Engineering and Risk Management Part IIColumbia University I am thrilled to complete this wonderful course. Assuming you...

Liquidity What is Liquidity and what is a liquidity security is very hard to define in practice. Liquid...

Securitization Securitization is the process of constructing new securities from the cash flows generated by a pool of...

Review of Self-Financing Trading Strategy A self-financing trading strategy is a trading strategy ΞΈt = (xt, yt) where...

There are many aspects of implementation details of mean-variance. 3 of them are the most important. Parameter estimation...

Assets and Portfolios I’ve got a certain amount of money, I want to split it among various assets...

Financial Engineering and Risk Management Part IColumbia University An amazing course from a prestigious university! This course touches...

Mortgage based securities are a particular kind of asset-based securities. They are asset-backed by underlying pools of securities...

Defaultable Bonds A defaultable bond has these characters: We have to specify the probability of default by working...

Fixed Income Derivatives Fixed income markets are enormous and in fact bigger than equity markets. Fixed income derivative...

Multi-period binomial model Multi-period binomial model is really just a series of one-period model spliced together. When pricing...

Swaps Why do companies or entities construct swaps? Because they want to change the nature of cash flows,...

Andrew Ng Anna Koop Brenda Gunderson Computer Communications Specialization Cryptography Differential Equations for Engineers Economics of Money and Banking Evgenii Vashukevich Foundations of Quantum Mechanics Garud Iyengar Ivan Vybornyi Jeffrey Chasnov John Daily Jonathan Katz Kevin Webster Ling-Chieh Kung Machine Learning: Algorithms in the Real World Martin Haugh Mathematics for Engineers Specialization Matthew Hutchens Michael Donohoe Michael Fricke Microsoft Azure Fundamentals AZ-900 Exam Prep Specialization Operations Research (3): Theory Perry Mehrling Petro Lisowsky Physical Basics of Quantum Computing Practical Reinforcement Learning Rebekah May Search Engine Optimization (SEO) Specialization Sergey Sysoev Statistical Thermodynamics Specialization Statistics with Python Specialization Taxation of Business Entities I: Corporations TensorFlow 2 for Deep Learning Specialization U.S. Federal Taxation Specialization Understanding Modern Physics I: Relativity and Cosmology Wounjhang Park Xiaobo Zhou Yi Wang

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