Quantitative Finance - Pricing, Risk Management and Trading
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Files
| 1 - Foundations of Quantitative Finance | |||
| 1. Introduction to Quantitative Finance and the Role of Quants.mp4 | 42 MB | ||
| 2. Core Mathematical Concepts Probability and Statistics.mp4 | 39.4 MB | ||
| 3. Core Mathematical Concepts Calculus and Linear Algebra Overview.mp4 | 43.8 MB | ||
| 3.1 Prime.txt | 204.8 B | ||
| 4. Financial Markets Overview Equities, Fixed Income, and Derivatives.mp4 | 52 MB | ||
| 5. Time Value of Money and Discounting Principles.mp4 | 39.2 MB | ||
| 2 - Asset Pricing and Valuation Models | |||
| 10. Term Structure of Interest Rates and Yield Curves.mp4 | 36.6 MB | ||
| 6. Modern Portfolio Theory and the Efficient Frontier.mp4 | 41.1 MB | ||
| 7. Capital Asset Pricing Model (CAPM) and Alpha vs. Beta.mp4 | 37.3 MB | ||
| 8. Arbitrage Pricing Theory (APT) and Multi-Factor Models.mp4 | 41.6 MB | ||
| 9. Fixed Income Mathematics Yield, Duration, and Convexity.mp4 | 35.4 MB | ||
| 3 - Derivative Pricing Frameworks | |||
| 11. Mechanics of Forwards, Futures, and Swaps.mp4 | 34.2 MB | ||
| 12. Options Basics Payoff Structures and Put-Call Parity.mp4 | 38.2 MB | ||
| 13. Binomial Option Pricing Model.mp4 | 36.5 MB | ||
| 14. Black-Scholes-Merton Model Assumptions and Mechanics.mp4 | 42.9 MB | ||
| 15. Understanding Option Greeks Delta, Gamma, Theta, Vega, and Rho.mp4 | 35.5 MB | ||
| 4 - Risk Management and Measurement | |||
| 16. Introduction to Financial Risk Market, Credit, and Operational Risk.mp4 | 45.6 MB | ||
| 17. Value at Risk (VaR) Variance-Covariance Method.mp4 | 36.1 MB | ||
| 18. Value at Risk (VaR) Historical Simulation and Monte Carlo Approaches.mp4 | 45.9 MB | ||
| 19. Expected Shortfall (Conditional VaR) and Tail Risk.mp4 | 39.4 MB | ||
| 20. Stress Testing and Scenario Analysis Frameworks.mp4 | 48.4 MB | ||
| 5 - Quantitative Trading Strategies and Portfolio Construction | |||
| 21. Statistical Arbitrage and Mean Reversion Concepts.mp4 | 39.5 MB | ||
| 22. Momentum and Trend Following Strategies.mp4 | 48.3 MB | ||
| 23. Algorithmic Execution and Market Microstructure Theory.mp4 | 39.8 MB | ||
| 24. Portfolio Optimization Techniques and Constraints.mp4 | 45.2 MB | ||
| 25. Performance Attribution and Risk-Adjusted Return Metrics.mp4 | 41 MB | ||
| Bonus Resources.txt | 102.4 B |
Description
Quantitative Finance - Pricing, Risk Management and Trading
https://t.me/Network1337x
What you'll learn
Understand the foundations and key principles of quantitative finance.
Explain the role of quantitative analysts in modern financial markets.
Apply probability, statistics, calculus, and linear algebra concepts to financial problems.
Apply time value of money and discounting principles to financial valuation.
Analyze fixed income instruments using yield, duration, and convexity.
Understand interest rate term structures and yield curves.
Understand the Binomial and Black-Scholes-Merton option pricing models.
Understand market, credit, and operational risk concepts.
Understand Historical Simulation and Monte Carlo approaches to risk measurement.
Understand stress testing and scenario analysis frameworks.
Explore statistical arbitrage and mean reversion strategies.
Learn the fundamentals of algorithmic execution and market microstructure.
Explore portfolio optimization techniques and practical constraints.
Evaluate investment performance using performance attribution and risk-adjusted return metrics.
Develop a comprehensive understanding of quantitative approaches to financial analysis, risk management, portfolio construction, and trading.
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