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国际量化金融分析师CQF2022
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CQF 交易策略Trading Strategies
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A Market Impact Model that Works - Dan di Bartolomeo
A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth - William Ziemba
Advanced Portfolio Management - Seb Lleo
Advanced Volatility Modeling - Riaz Ahmad
Alternative Data for Investors – Saeed Amen
Asset Liability Models That are Useful in Practice - William Ziemba
Average and Superior Hedge Fund Evaluation-Bill Ziemba
Cointegration and Statistical Arbitrage - Richard Diamond
Correlation Sensitivity and State Dependence - Paul Wilmott and SiYi Zhou
Covariance Complexity and Rates of Return on Assets – Leonard McClean
CQF Finance Primer - Capital Markets in Fundamentals
CQF Finance Primer - Introduction to Bonds
CQF Finance Primer - Introduction to Commodities
CQF Finance Primer - Introduction to Derivatives
CQF Finance Primer - Introduction to Equities
CQF Finance Primer - Introduction to FX
CQF Finance Primer - Introduction to Money Markets
CQF Finance Primer - Macro Economics
Discrete Hedging and Transaction Costs - Paul Wilmott
Equity Portfolio Risk Management - Jason MacQueen
Financial Modelling using Garch Processes - Kyriakos Chourdakis
Frankenstein's Model or the Perfect Union - Richard Young & Jason MacQueen
Fundamentals of Optimization and Application to Portfolio Selection - Seb Lleo
ICA and Hedge Fund Returns - Andrew Robinson
Investment Lessons from Gambling and Blackjack - Paul Wilmott
Life of a Trader - Ed Talisse
Navigating Stock Market Crashes – Bill Ziemba
Prediction of Stock Market Crashes, Entry Exits from Bubbles, Hedge Fund Disasters and their Prevention - Bill Ziemba
Quant Methods
Quantative Methods in the Financial Markets - Riaz Ahmad
Quantifying Fissures in the US High Yield Market - Hari P. Krishnan
Risk Management in Energy Derivatives (Hedging) - Iris Mack
Speculation Using Energy Derivatives (Trading) - Iris Mack
Symmetric Downside Sharpe Ratio - William Ziemba
The Impact of Carry and Roll-Down on Macro Returns - Hari Krishnan
The Kelly Strategy for Investing - Risk and Reward – Leonard MacLean
The Market Price of Risk - Fear and greed in the fixed-income markets - Paul Wilmott
The Second Leg Down - Strategies for Surviving a Market Sell Off - Hari Krishnan
The Trade Lifecycle
Update on Financial Markets and Strategies - William Ziemba
Valuation framework for interest rate derivatives in today's Libor world - Wojciech Slusarski
Volatility Arbitrage and How to Hedge - Paul Wilmott
Volatility Models The ARCH Framework - Stephen Taylor
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