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Class Announcements
Summer 2015
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6/24/14. This page is now deprecated.
Class announcements will be posted to the class Canvas pages.
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6/24/13. The UW library has access to
the Use R series of books from Springer-Verlag. A listing of all books is
here, a
link to A Beginner's Guide to R is
here, and a link to Statistics and Data Analysis for Financial
Engineering is
here.
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6/24/13. Check out
www.r-bloggers.com for up-to-date
goings on about R. Also,
www.rmetrics.org is an excellent R finance site. They have a variety
of interesting eBooks on using R for finance. I recommend that you
download the free eBook on using time series objects in R.
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6/24/13.
Download and install R for your personal computer (PC or Mac). The program
and installation instructions are available at
www.r-project.org. I highly
recommend using the Rstudio (www.rstudio.org) integrated development
environment (IDE) for R. This sits on top of R and provides a very
nice programming environment for using R that looks the same across
all platforms (PC, Mac, Unix).
6/24/13. The first homework
assignment will be put on the Homework page
Tuesday 6/19/2012 and is due
the following Tuesday at the beginning of class. Please do not email me
your homework assignments. Turn in a printed hardcopy.
6/24/13. I
encourage everyone to subscribe to the WSJ for the quarter. Special
student subscriptions are available (print and online for about $14).
Here is the subscription link.
6/24/13.
For those needing the solver, here is the zipped folder:
solver.zip. Unzip the folder and put it in
the directory C:\Program Files\Microsoft Office\OFFICE11\Library. This
version is known to work for Office XP.
6/24/13 If you are not
familiar with Excel, I suggest you purchase an Excel user's guide from
your favorite bookstore. Here are some suggested books that focus on
data analysis using Excel (which is not very well documented in the
usual Excel guides or online help files): Data Analysis Using
Microsoft Excel, Third Edition, by Michael R. Middleton, Duxbury
Press; Data Analysis with Microsoft Excel, by Berk & Carey,
Duxbury Press. The book Financial Modeling (currently in
thrid edition) by Simon Benninga, MIT Press, is an excellent book
describing the use of Excel for financial modeling. It is used at the
Wharton School.
6/24/13. William Sharpe, at
Stanford's School of Business, (recent winner of the Nobel Prize in
Economics) has a great set of web
notes very closely related to this course.
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