Thank you for visiting my page, I have passed the CQF with Distinction for Jan 2023 program. Assignments are shared now.
Welcome to visit my site: https://fanyuzhao.com/?page_id=3911.
Posts may not be kept updated, in that it seems the website cannot show .md and jupyter notebook well. Still, welcome to visit my website for some insights about Econ and my learning & ideas.
Both my website and GitHub cannot show those Latex formula correctly. If that showing bothered you, please clone the .md file. Hope this repo would be helpful.
- Lec1 - Random Behaviour of Assets
- Lec2 - Binomial Model
- Lec3 - PDEs & Transition Density Functions
- Lec4 - Applied Stochastic Calculus I
- Lec5 - Applied Stochastic Calculus II
- Lec6 - Martingales
- Lec1 - An Intro of Portfolio Theory
- Lec2 - Fundamentals of Optimisation and Application, Black-Litterman Model
- Lec3 - Value at Risks and Expected Shortfalls
- Lec4 - Asset Returns: Key Imperial Stylised Facts
- Lec5 - Volatility Models: The ARCH Framework
- Lec6 - Risk Regulation & Basel III
- Lec7 - Collateral and Margins
- Lec1 - Black Scholes Model
- Lec2 - Martingales Theory - Applications to Option Pricing
- Lec3 - Martingales & PDEs: Which, When & Why
- Lec4 - Intro to Numerical Methods
- Lec5 - Exotic Options
- Lec6 - Understanding Volatility
- Lec7 - Further Numerical Methods
- Lec8 - Derivatives Market Practice
- Lec9 - Advanced Greeks
- Lec10 - Advanced Volatility Modelling
- Lec11 - FX Options
- Lec1 - An Introduction to Machine Learning I
- Lec2 - An Introduction to Machine Learning II
- Lec3 - Maths Toolbox for Machine Learning
- Lec4 - Supervised Learning I
- Lec5 - Supervised Learning II
- Lec6 - Decision Tree & Ensemble Learning
- Lec1 - Unsupervised Learning I
- Lec2 - Unsupervised Learning II
- Lec3 - Deep Learning & Neural Networks
- Lec4 - Natural Language Processing
- Lec5 - Reinforcement Learning I
- Lec6 - Reinforcement Learning II
- Lec7 - AI Based Algo Trading Strategies
- Lec8 - Practical Machine Learning Case Studies for Finance
- Lec9 - Quantum Computing
- Lec1 - Fixed Income Products & Analysis
- Lec2 - Stochastic Interest Rate Modelling
- Lec3 - Calibration & Data Analysis
- Lec4 - Probabilistic Methods for Interest Rates
- Lec5 - Heath Jarrow & Morton Model
- Lec6 - LIBOR Market Model
- Lec7 - Further Monte Carlo
- Lec8 - Cointegration for Trading
- Lec9 - Credit Default Swaps
- Lec10 - Credit Derivatives & Structural Models
- Lec11 - Intensity Models
- Lec12 - CDO & Correlation Sensitivity
- Lec13 - X Valuation Adjustment