ECON 424/AMATH 462: Introduction to Computational Finance and Financial Econometrics

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Class Announcements

Summer 2014

  1. 6/24/14. This page is now deprecated. Class announcements will be posted to the class Canvas pages.

  2. 6/24/14. The TA for Econ 424 is  and the TA for Amath 462 is Felix Neequaye Kotey. The lab, office hour and contact information for  are

    1. * Lab: F, TBD
      * Office:
      * Office Hours: TBD
      * email:

  3. 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.

  4. 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.

  5. 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. 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.

  7. 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.

  8. 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.

  9. 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.

  10. 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.