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다음 전문 분야의 3개 강좌 중 1번째 강좌:

100% 온라인

지금 바로 시작해 나만의 일정에 따라 학습을 진행하세요.

유동적 마감일

일정에 따라 마감일을 재설정합니다.

완료하는 데 약 11시간 필요

권장: 4 weeks - 4 hours per week...

영어

자막: 영어
User
Course을(를) 수강하는 학습자
  • Data Scientists

배울 내용

  • Check

    Gain an intuitive understanding for the underlying theory behind Modern Portfolio Construction Techniques

  • Check

    Write custom Python code to estimate risk and return parameters

  • Check

    Utilize powerful Python optimization libraries to build scientifically and systematically diversified portfolios

  • Check

    Build custom utilities in Python to test and compare portfolio strategies

User
Course을(를) 수강하는 학습자
  • Data Scientists

다음 전문 분야의 3개 강좌 중 1번째 강좌:

100% 온라인

지금 바로 시작해 나만의 일정에 따라 학습을 진행하세요.

유동적 마감일

일정에 따라 마감일을 재설정합니다.

완료하는 데 약 11시간 필요

권장: 4 weeks - 4 hours per week...

영어

자막: 영어

강의 계획 - 이 강좌에서 배울 내용

1
완료하는 데 5시간 필요

Analysing returns

14개 동영상 (총 225분), 2 readings, 1 quiz
14개의 동영상
Installing Anaconda3m
Fundamentals of Returns10m
Lab Session-Basics of returns29m
Measures of Risk and Reward9m
Lab Session-Risk Adjusted returns28m
Measuring Max Drawdown10m
Lab Session-Drawdown30m
Deviations from Normality9m
Lab Session-Building your own modules12m
Downside risk measures8m
Lab Session-Deviations from Normality30m
Estimating VaR10m
Lab Session-Semi Deviation, VAR andCVAR27m
2개의 읽기 자료
Material at your disposal5m
Module 1- Key points2m
1개 연습문제
Module 1 Graded Quiz1h
2
완료하는 데 4시간 필요

An Introduction to Portfolio Optimization

10개 동영상 (총 172분), 1 reading, 1 quiz
10개의 동영상
Lab Session-Efficient frontier-Part 123m
Markowitz Optimization and the Efficient Frontier9m
Applying quadprog to draw the efficient Frontier11m
Lab Session-Asset Efficient Frontier-Part 220m
Lab Session-Applying Quadprog to Draw the Efficient Frontier38m
Fund Separation Theorem and the Capital Market Line7m
Lab Session-Locating the Max Sharpe Ratio Portfolio25m
Lack of robustness of Markowitz analysis5m
Lab Session-Plotting EW and GMV on the Efficient Frontier20m
1개의 읽기 자료
Module 2 - Key points2m
1개 연습문제
Module 2 Graded Quiz1h
3
완료하는 데 5시간 필요

Beyond Diversification

15개 동영상 (총 236분), 2 readings, 1 quiz
15개의 동영상
Lab session- Limits of Diversification-Part119m
Lab session-Limits of diversification-Part 222m
An introduction to CPPI - Part 17m
An introduction to CPPI - Part 210m
Lab session-CPPI and Drawdown Constraints-Part129m
Lab session-CPPI and Drawdown Constraints-Part228m
Simulating asset returns with random walks10m
Monte Carlo Simulation6m
Lab Session-Random Walks and Monte Carlo22m
Analyzing CPPI strategies11m
Lab Session-Installing IPYWIDGETS5m
Designing and calibrating CPPI strategies12m
Lab session - interactive plots of monte Carlo Simulations of CPPI and GBM-Part119m
Lab session - interactive plots of monte Carlo Simulations of CPPI and GBM-Part221m
2개의 읽기 자료
Module 3 - Key points2m
Instruction prior to begin the module 3 graded quizz10m
1개 연습문제
Module 3 Graded Quiz45m
4
완료하는 데 7시간 필요

Introduction to Asset-Liability Management

12개 동영상 (총 327분), 2 readings, 1 quiz
12개의 동영상
Lab Session-Present Values,liabilities and funding ratio22m
Liability hedging portfolios12m
Lab Session-CIR Model and cash vs ZC bonds1시 8분
Liability-driven investing (LDI)10m
Lab Session-Liability driven investing51m
Choosing the policy portfolio14m
Lab Session-Monte Carlo simulation of coupon-bearing bonds using CIR33m
Beyond LDI11m
Lab Session-Naive risk budgeting between the PSP & GHP44m
Liability-friendly equity portfolios10m
Lab Session-Dynamic risk budgeting between PSP & LHP40m
2개의 읽기 자료
Module 4 - Key points2m
Instruction prior to begin module 4 graded quizz2m
1개 연습문제
Module 4 Graded Quiz1h

강사

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Vijay Vaidyanathan, PhD

Optimal Asset Management Inc.
CEO
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Lionel Martellini, PhD

EDHEC-Risk Institute, Director
Finance

EDHEC Business School 정보

Founded in 1906, EDHEC is now one of Europe’s top 15 business schools . Based in Lille, Nice, Paris, London and Singapore, and counting over 90 nationalities on its campuses, EDHEC is a fully international school directly connected to the business world. With over 40,000 graduates in 120 countries, it trains committed managers capable of dealing with the challenges of a fast-evolving world. Harnessing its core values of excellence, innovation and entrepreneurial spirit, EDHEC has developed a strategic model founded on research of true practical use to society, businesses and students, and which is particularly evident in the work of EDHEC-Risk Institute and Scientific Beta. The School functions as a genuine laboratory of ideas and plays a pioneering role in the field of digital education via EDHEC Online, the first fully online degree-level training platform. These various components make EDHEC a centre of knowledge, experience and diversity, geared to preparing new generations of managers to excel in a world subject to transformational change. EDHEC in figures: 8,600 students in academic education, 19 degree programmes ranging from bachelor to PhD level, 184 professors and researchers, 11 specialist research centres. ...

Investment Management with Python and Machine Learning 전문 분야 정보

The Data Science and Machine Learning for Asset Management Specialization has been designed to deliver a broad and comprehensive introduction to modern methods in Investment Management, with a particular emphasis on the use of data science and machine learning techniques to improve investment decisions.By the end of this specialization, you will have acquired the tools required for making sound investment decisions, with an emphasis not only on the foundational theory and underlying concepts, but also on practical applications and implementation. Instead of merely explaining the science, we help you build on that foundation in a practical manner, with an emphasis on the hands-on implementation of those ideas in the Python programming language through a series of dedicated lab sessions....
Investment Management with Python and Machine Learning

자주 묻는 질문

  • 강좌에 등록하면 바로 모든 비디오, 테스트 및 프로그래밍 과제(해당하는 경우)에 접근할 수 있습니다. 상호 첨삭 과제는 이 세션이 시작된 경우에만 제출하고 검토할 수 있습니다. 강좌를 구매하지 않고 살펴보기만 하면 특정 과제에 접근하지 못할 수 있습니다.

  • 강좌를 등록하면 전문 분야의 모든 강좌에 접근할 수 있고 강좌를 완료하면 수료증을 취득할 수 있습니다. 전자 수료증이 성취도 페이지에 추가되며 해당 페이지에서 수료증을 인쇄하거나 LinkedIn 프로필에 수료증을 추가할 수 있습니다. 강좌 내용만 읽고 살펴보려면 해당 강좌를 무료로 청강할 수 있습니다.

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