Economics 424: Introduction to Computational Finance and Financial Econometrics

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Fall 2009

  1. 9/24/09. Download and install R for your personal computer (PC or Mac). The program and installation instructions are available at www.r-project.org.

  2. 9/24/09. The first homework assignment will be put on the Homework page Wednesday 10/2/2009 and is due the following Wednesday at the beginning of class. Please do not email me your homework assignments. Turn in a printed hardcopy.

  3. 9/24/09. I have created a discussion board for the class located at https://catalysttools.washington.edu/gopost/board/ezivot/2532/ . Use the board to interact with me and others in the class.

  4. 9/24/09. 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.

  5. 9/24/09.  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. 9/24/09.  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. 

  7. 9/24/09. 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.