京东 11.11 红包
6 Covariance and Correlation - Examples
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IFM_7MeanVariance Portfolio Theory
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5 Covariance and Correlation of a Two-Stock Portfolio
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3 Historical Variance and Volatility
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1 Variance and Semi-Variance
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IFM_1Introductory Derivatives - Forwards and Futures
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4 CAPM - Examples
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18 Optimal Investor Portfolio - Examples
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11Graphing Payoffs - Examples
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4 Coherent Risk Measures
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01 Barrier Options
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10Put Options - Examples
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14 The Effect of Correlation
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02 Bounds of Option Prices - Upper Bounds
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IFM——11Capital Structure
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3 Tail Value-at-Risk (TVaR)
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9 Corporate Debt
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21 Financial Distress Costs - Examples
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02 Greeks - Gamma and Theta
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13 Efficient Portfolios
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11Option Moneyness
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IFM——9Market Efficiency and Behavioral Finance
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IFM——2General Propertiesof OptionsPart 1——4comparing option
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7 Variance of a Two-Stock Portfolio
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15 MM Proposition II (Without Taxes) - Examples
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10 Diversification with an Equally-Weighted Portfolio
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01 Asian Options
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IFM_3Binomial Option Pricing Model
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19 Guarantee Value Formulas, Underlying
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26 Combining Options - Butterfly Spread Examples
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01 Gap Options
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10Graphing Payoffs - Shortcut Method for Calls and Puts
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9 Types of Risk
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IFM——6GeneralPropertiesofOptionsPart2
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10 Fitting Stock Prices to a Lognormal Distribution
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IFM_4Black-Scholes Option PricingModelLearn
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07 Early Exercising American Put Options - Examples
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46Synthetic Positions - Exploiting Arbitrage Example
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14 Generalized Black-Scholes Formula - Example 2
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13 Generalized Black-Scholes Formula - Example 1
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09 Risk-Neutral Pricing