Канал: Robert Dubil

W7-1. Bond functions

W7-1. Bond functions

W7-2. Asset Liability Management

W7-2. Asset Liability Management

W6. Multifactor index Models

W6. Multifactor index Models

W3-2. Efficient Frontier, Tangent Portfolio and CML

W3-2. Efficient Frontier, Tangent Portfolio and CML

W3-1. Efficient Frontier

W3-1. Efficient Frontier

W2. Six Stocks Covariance Stats

W2. Six Stocks Covariance Stats

V6. Regression, Beta, FF Factor Loadings Estimation

V6. Regression, Beta, FF Factor Loadings Estimation

V3-Tangent Portfolio

V3-Tangent Portfolio

V3-Efficient Frontier

V3-Efficient Frontier

V2. Six Stocks Covariances & PF Stats

V2. Six Stocks Covariances & PF Stats

W13-3. Binomial Tree

W13-3. Binomial Tree

W13-2. Black-Scholes, Interest Interpolation, Implied Vol

W13-2. Black-Scholes, Interest Interpolation, Implied Vol

W12-2. Emerson LBO 2020-24 Proforma

W12-2. Emerson LBO 2020-24 Proforma

W12-1. Emerson Proforma 2019

W12-1. Emerson Proforma 2019

V7. Immunization in Asset Liability Management

V7. Immunization in Asset Liability Management

V7. Corp Bond Functions

V7. Corp Bond Functions

V14. Corporate FX Hedging Comments

V14. Corporate FX Hedging Comments

V13-3. Binomial

V13-3. Binomial

V13-2. Black-Scholes, Linear Interp, Implied Vol

V13-2. Black-Scholes, Linear Interp, Implied Vol

V13-1. Corporate FX Hedging

V13-1. Corporate FX Hedging

V12.2 Emerson LBO -2

V12.2 Emerson LBO -2

V12.1 Emerson LBO - 1

V12.1 Emerson LBO - 1

W7. Asset/Liability Management

W7. Asset/Liability Management

W7. Bond Functions and Graphs

W7. Bond Functions and Graphs

W6. Multifactor Index Models

W6. Multifactor Index Models

W3-2. Capital Market Line

W3-2. Capital Market Line

W3-1. Efficient Frontier

W3-1. Efficient Frontier

W2. Six Stocks 2018

W2. Six Stocks 2018

W12. EMR LBO

W12. EMR LBO

Wk7. Asset Liability Management

Wk7. Asset Liability Management

Wk7. Bond Functions and Graphs

Wk7. Bond Functions and Graphs

Wk13. Binomial

Wk13. Binomial

Wk.7-3 Asset Liability Management 2

Wk.7-3 Asset Liability Management 2

Wk.7-2 Asset Liability Management 1

Wk.7-2 Asset Liability Management 1

Wk7-1. Bond Functions

Wk7-1. Bond Functions

Wk6. Mulitvariate Index Models

Wk6. Mulitvariate Index Models

Finan5000. ZeroBonds

Finan5000. ZeroBonds

V13-2. Black-Scholes: Libor Interp and Implied Volatility

V13-2. Black-Scholes: Libor Interp and Implied Volatility

V13-1. Binomial

V13-1. Binomial

V12. Emerson Leveraged Buyout

V12. Emerson Leveraged Buyout

V7-1. Bonds, Accrued, Modified Duration

V7-1. Bonds, Accrued, Modified Duration

V7-2. Asset-Liability Management

V7-2. Asset-Liability Management

V6-2. Fama-French-Carhart with 30 Stocks

V6-2. Fama-French-Carhart with 30 Stocks

V6-1. Fama-French with AXP

V6-1. Fama-French with AXP

Wk3-2. Tangent and CML

Wk3-2. Tangent and CML

Wk3-1. Efficient Frontier

Wk3-1. Efficient Frontier

Wk2-2. Matrix Algebra to Get Covariance Matrix, Portfolio Mean and St Dev

Wk2-2. Matrix Algebra to Get Covariance Matrix, Portfolio Mean and St Dev

Wk2-1. Portfolio Stats

Wk2-1. Portfolio Stats

R12-2. EMR LBO 2017-21 and IRR

R12-2. EMR LBO 2017-21 and IRR

R12-1. EMR LBO 2016 Statements

R12-1. EMR LBO 2016 Statements

R7-3. Duration Immunization and Asset Liability Management.

R7-3. Duration Immunization and Asset Liability Management.

R7-1. Price/Yield, Duration, Accrued

R7-1. Price/Yield, Duration, Accrued

R7-2. Duration Approximation

R7-2. Duration Approximation

R7-1. Bond Price/Yield and Accrued

R7-1. Bond Price/Yield and Accrued

R6-2. 30 Stock Fama-French Regression

R6-2. 30 Stock Fama-French Regression

R6-1. AXP Regression Fama-French

R6-1. AXP Regression Fama-French

R3-4. Tangent CML and Sharpe Optimization

R3-4. Tangent CML and Sharpe Optimization

R3-3. Efficient Frontier Graph

R3-3. Efficient Frontier Graph

R3-2. Mean-Variance Optimization and Efficient Frontier 2

R3-2. Mean-Variance Optimization and Efficient Frontier 2

R3-1. Mean-Variance Optimization and Efficient Frontier 1

R3-1. Mean-Variance Optimization and Efficient Frontier 1

R2-1. Six Stock Portfolio Covariance

R2-1. Six Stock Portfolio Covariance

R1-4. CAL for A and B. Using Pivot Table

R1-4. CAL for A and B. Using Pivot Table

R1-3. CAL for A and B

R1-3. CAL for A and B

R1-2. Covariance of A and B

R1-2. Covariance of A and B

R1-1. Histogram of B

R1-1. Histogram of B

V12-2. Emerson Leveraged Buyout

V12-2. Emerson Leveraged Buyout

V12-1. Emerson ProForma Financials 2016

V12-1. Emerson ProForma Financials 2016

Vid8-1. Case Comments

Vid8-1. Case Comments

Vid7-3. Asset Liability Management Part 2

Vid7-3. Asset Liability Management Part 2

Vid7-2. Asset Liability Managment Part 1

Vid7-2. Asset Liability Managment Part 1

Vid7-1. Graph Bonds and Duration Approximation

Vid7-1. Graph Bonds and Duration Approximation

V6-3. Big Y Regression FF

V6-3. Big Y Regression FF

V6-2. AXP Regression FF

V6-2. AXP Regression FF

V6-1. AXP Regressions CAPM

V6-1. AXP Regressions CAPM

Vid3-3. Efficient Frontier. Sharpe and Tangent

Vid3-3. Efficient Frontier. Sharpe and Tangent

Vid3-2. Efficient Frontier. Linear Combination

Vid3-2. Efficient Frontier. Linear Combination

Vid3-1. Efficient Frontier. Two Portfolios

Vid3-1. Efficient Frontier. Two Portfolios

Vid2-1. Covariance and Portfolio Variance using Matrix

Vid2-1. Covariance and Portfolio Variance using Matrix

V12-4. EMR Leveraged Buyout and 2016-20

V12-4. EMR Leveraged Buyout and 2016-20

V12-3. EMR Leverage Buyout and 2016-20

V12-3. EMR Leverage Buyout and 2016-20

V12-2. EMR 2015 C_F and Proforma Balancing Item

V12-2. EMR 2015 C_F and Proforma Balancing Item

V12-1. EMR 2015 I_S and B_S

V12-1. EMR 2015 I_S and B_S

V7-4. Asset Liability

V7-4. Asset Liability

V7-3. Municipal Bonds

V7-3. Municipal Bonds

V7-2. Corporate bonds

V7-2. Corporate bonds

V7-1. Corporate Bonds

V7-1. Corporate Bonds

V6-4. Uni- and Multivariate Factor Loading Big Regressions

V6-4. Uni- and Multivariate Factor Loading Big Regressions

V6-3. Multivariate Factor Loading Regression 1

V6-3. Multivariate Factor Loading Regression 1

V6-2. Univariate Beta Regression 2

V6-2. Univariate Beta Regression 2

V6-1. Univariate Beta Regression 1

V6-1. Univariate Beta Regression 1

V3-2. Sharpe, Tangent, CML

V3-2. Sharpe, Tangent, CML

V3-1. Efficient Portfolios and Frontier

V3-1. Efficient Portfolios and Frontier

V2-2.FourStocksMatrixStats

V2-2.FourStocksMatrixStats

V2-1.FourStocksStatistics

V2-1.FourStocksStatistics

V13-4. Binomial 150 Implemented

V13-4. Binomial 150 Implemented

V13-1. Binomial 150 Setup Variables

V13-1. Binomial 150 Setup Variables

V13-2. Corporate Hedge with FX Options

V13-2. Corporate Hedge with FX Options

V13-1. Option Diagrams

V13-1. Option Diagrams

V12-4. Black-Scholes 2. Implementation

V12-4. Black-Scholes 2. Implementation

V12-3. Black Scholes 1. Interp

V12-3. Black Scholes 1. Interp