Quantitative Methods
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Module 1.1 Basics of Multiple Regression and Underlying Assumptions (19:11)
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Module 1.2 Evaluating Regression Model Fit and Interpreting Model Results (27:00)
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Module 1.3 Model Specification (39:50)
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Module 1.4 Extensions of Multiple Regression (35:01)
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Module 2.1 Linear and Log-Linear Trend Models (17:01)
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Module 2.2 Autoregressive (AR) Models (29:56)
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Module 2.3 Random Walks and Unit Roots (14:14)
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Module 2.4 Seasonality (12:44)
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Module 2.5 ARCH and Multiple Time Series (11:19)
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Module 3.1 Types of Learning and Overfitting Problems (19:01)
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Module 3.2 Supervised Learning Algorithms (11:13)
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Module 3.3 Unsupervised Learning Algorithms and Other Models (13:21)
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Module 4.1 Data Analysis Steps (17:04)
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Module 4.2 Data Exploration (13:48)
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Module 4.3 Model Training and Evaluation (16:42)
Economics
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Module 5.1 Forex Quotes, Spreads, and Triangular Arbitrage (58:36)
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Module 5.2 Mark-to-Market Value, and Parity Conditions (43:21)
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Module 5.3 Exchange Rate Determinants, Carry Trade, and Central Bank Influence (44:37)
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Module 6.1 Growth Factors and Production Function (33:47)
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Module 6.2 Growth Accounting and Influencing Factors (15:40)
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Module 6.3 Growth and Convergence Theories (29:59)
Financial Statement Analysis
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Module 7.1 Classifications (3:54)
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Module 7.2 Investments in Financial Assets (IFRS 9) (43:51)
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Module 7.3 Investment in Associates, Part 1—Equity Method (18:13)
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Module 7.4 Investment in Associates, Part 2 (22:57)
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Module 7.5 Business Combinations - Balance Sheet (21:49)
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Module 7.6 Business Combinations - Income Statement (10:51)
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Module 7.7 Business Combinations - Goodwill (27:53)
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Module 7.8 Joint Ventures (13:08)
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Module 7.9 Special Purpose Entities (37:41)
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Module 8.1 Share-Based Compensation (24:52)
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Module 8.2 Post-Employment Benefits (56:22)
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Module 9.1 Transaction Exposure (15:24)
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Module 9.2 Translation (10:42)
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Module 9.3 Temporal Method (16:41)
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Module 9.4 Current Rate Method (18:09)
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Module 9.5 Example (24:03)
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Module 9.6 Ratios (12:54)
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Module 9.7 Hyperinflation (14:30)
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Module 9.8 Tax, Sales Growth, Financial Results (12:47)
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Module 10.1 Financial Institutions (18:01)
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Module 10.2 Capital Adequacy and Asset Quality (38:51)
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Module 10.3 Management Capabilities and Earnings Quality (9:54)
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Module 10.4 Liquidity Position and Sensitivity to Market Risk (18:22)
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Module 10.5 Other Factors (12:17)
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Module 10.6 Insurance Companies (55:26)
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Module 11.1 Quality of Financial Reports (21:05)
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Module 11.2 Evaluating Earnings Quality, Part 1 (37:49)
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Module 11.3 Evaluating Earnings Quality, Part 2 (55:51)
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Module 11.4 Evaluating Cash Flow Quality (6:34)
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Module 11.5 Evaluating Balance Sheet Quality (12:28)
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Module 12.1 Framework for Analysis (6:24)
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Module 12.2 Earnings Sources and Performance (19:28)
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Module 12.3 Asset Base and Capital Structure (31:31)
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Module 12.4 Capital Allocation (18:11)
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Module 12.5 Earnings Quality and Cash Flow Analysis (19:33)
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Module 12.6 Market Value Decomposition (9:09)
Corporate Issuers
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Module 13.1 Theories of Dividend Policy (36:52)
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Module 13.2 Stock Buybacks (32:17)
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Module 14.1 Global Variations in Ownership Structures (12:56)
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Module 14.2 Evaluating ESG Exposures (13:15)
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Module 15.1 Factors Affecting the Cost of Capital and the Cost of Debt (19:34)
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Module 15.2 ERP and the Cost of Equity (51:09)
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Module 16.1 Restructuring Types and Motivations (26:01)
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Module 16.2 Valuation (17:35)
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Module 16.3 Evaluation (18:31)
Equity Valuation
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Module 17.1 Equity Valuation - Applications and Processes (25:38)
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Module 18.1 DDM Basics (18:50)
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Module 18.2 Gordon Growth Model (42:56)
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Module 18.3 Multiperiod Models (22:55)
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Module 19.1 FCF Computation (26:25)
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Module 19.2 Fixed Capital and Working Capital (10:44)
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Module 19.3 Variations of Formulae (10:16)
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Module 19.4 Example (9:43)
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Module 19.5 FCF Other Aspects (20:31)
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Module 20.1 PE Multiple (43:19)
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Module 20.2 PB Multiple (11:48)
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Module 20.3 PS and PCF Multiple (20:14)
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Module 20.4 EV and Other Aspects (24:16)
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Module 21.1 Residual Income Defined (9:13)
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Module 21.2 Residual Income Computation (17:06)
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Module 21.3 Constant Growth Model for RI (5:46)
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Module 21.4 Continuing Residual Income (15:39)
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Module 21.5 Strengths-Weaknesses (15:58)
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Module 22.1 Private Company Basics (18:58)
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Module 22.2 Discount Rate (30:05)
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Module 22.3 Valuation (24:32)
Fixed Income
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Module 23.1 Spot and Forward Rates, Part 1 (39:25)
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Module 23.2 Spot and Forward Rates, Part 2 (10:53)
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Module 23.3 The Swap Rate Curve (4:22)
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Module 23.4 Spread Measures (15:57)
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Module 23.5 Term Structure Theory (11:47)
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Module 23.6 Yield Curve Risks and Economic Factors (26:41)
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Module 24.1 Binomial Trees, Part 1 (17:05)
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Module 24.2 Binomial Trees, Part 2 (12:47)
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Module 24.3 Interest Rate Models (12:56)
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Module 25.1 Types of Embedded Options (15:06)
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Module 25.2 Valuing Bonds with Embedded Options, Part 1 (24:28)
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Module 25.3 Valuing Bonds with Embedded Options, Part 2 (13:07)
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Module 25.4 Option-Adjusted Spread (20:25)
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Module 25.5 Duration (10:53)
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Module 25.6 Key Rate Duration (31:14)
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Module 25.7 Capped and Floored Floaters (10:10)
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Module 25.8 Convertible Bonds (42:32)
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Module 26.1 Credit Risk Measures (24:10)
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Module 26.2 Analysis of Credit Risk (9:31)
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Module 26.3 Credit Scores and Credit Ratings (18:28)
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Module 26.4 Structural and Reduced Form Models (56:00)
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Module 26.5 Credit Spread Analysis (10:03)
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Module 26.6 Credit Spread (17:14)
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Module 26.7 Credit Analysis of Securitized Debt (8:56)
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Module 27.1 CDS Features and Terms (15:46)
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Module 27.2 Factors Affecting CDS Pricing (10:24)
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Module 27.3 CDS Usage (18:26)
Derivatives
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Module 28.1 Pricing and Valuation Concepts (13:03)
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Module 28.2 Pricing and Valuation of Equity Forwards (17:47)
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Module 28.3 Pricing and Valuation of Fixed Income Forwards (20:25)
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Module 28.4 Pricing Forward Rate Agreements (14:41)
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Module 28.5 Valuation of Forward Rate Agreements (22:56)
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Module 28.6 Pricing and Valuation of Interest Rate Swaps (19:20)
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Module 28.7 Currency Swaps (17:23)
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Module 28.8 Equity Swaps (11:27)
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Module 29.1 The Binomial Model (11:28)
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Module 29.2 Two Period Binomial Model and Put-Call Parity (14:52)
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Module 29.3 American Options (14:47)
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Module 29.4 Hedge Ratio (15:28)
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Module 29.5 Interest Rate Options (22:19)
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Module 29.6 Black-Scholes-Merton and Swaptions (29:06)
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Module 29.7 Option Greeks and Dynamic Hedging (28:15)
Alternative Investments
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Module 30.1 Introduction and Theories of Return (11:36)
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Module 30.2 Analyzing Returns and Index Construction (9:59)
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Module 31.1 Real Estate Features (20:23)
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Module 31.2 Value Drivers and Property Types (5:56)
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Module 31.3 Due Diligence, Valuation, and Indexes (20:36)
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Module 32.1 Investments in Real Estate Through Publicly Traded Securities (32:54)
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Module 33.1 Overview of Hedge Fund Strategies (4:06)
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Module 33.2 Equity, Event-Driven, and Relative Value Strategies (29:20)
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Module 33.3 Opportunistic, Specialist, and Multi-Manager Strategies (63:51)
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Module 33.4 Factor Models and Portfolio Impact of Hedge Funds (9:38)
Portfolio Management
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Module 34.1 Valuation and Interest Rates (36:40)
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Module 34.2 The Business Cycle (15:23)
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Module 35.1 Value Added by Active Management (27:21)
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Module 35.2 The Information Ratio vs. the Sharpe Ratio (46:11)
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Module 35.3 The Fundamental Law (39:58)
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Module 35.4 Active Management (26:01)
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Module 36.1 ETF Mechanics and Tracking Error (14:52)
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Module 36.2 Spreads, Pricing Relative to NAV, and Costs (11:25)
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Module 36.3 ETF Risks and Portfolio Applications (13:37)
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Module 37.1 Multifactor Models (17:41)
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Module 37.2 Macroeconomic Factor Models, Fundamental Factor Models, and Statistical Factor Models (15:54)
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Module 37.3 Multifactor Model Risk and Return (16:40)
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Module 38.1 Value at Risk (VaR) (26:34)
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Module 38.2 Using VaR (21:26)
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Module 38.3 Sensitivity and Scenario Risk Measures (13:28)
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Module 38.4 Applications of Risk Measures (22:54)
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Module 38.5 Constraints and Capital Allocation Decisions (11:26)
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Module 39.1 Introduction to Backtesting (5:05)
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Module 39.2 Backtesting an Investment Strategy (7:13)
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Module 39.3 Metrics, Visuals, and Problems in Backtesting (7:47)
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Module 39.4 Scenario Analysis and Sensitivity Analysis (10:02)
Ethical and Professional Standards
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Module 40.1 Introduction to the Code and Standards (23:14)
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Module 41.1 Standards I(A) and I(B) (14:34)
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Module 41.2 Standards I(C), I(D), and I(E) (9:58)
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Module 41.3 Standards II(A) and II(B) (9:35)
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Module 41.4 Standard III(A) (5:44)
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Module 41.5 Standards III(B) and III(C) (14:01)
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Module 41.6 Standards III(D) and III(E) (8:20)
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Module 41.7 Standards IV(A), IV(B), and IV(C) (13:11)
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Module 41.8 Standard V (13:06)
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Module 41.9 Standard VI (9:51)
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Module 41.10 Standard VII (8:45)
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Module 42.1 Ethics Case Studies (13:58)
