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

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Book Chapters and Class SlidesSummer 2015 Note: These notes and accompanying spreadsheets are preliminary and incomplete and they are not guaranteed to be free of errors. Check the revision dates for updates. Please let me know if you find typos or other errors. Comments and suggestions are welcome. Return Calculations
Probability Review
Matrix Algebra
Time Series Concepts
Descriptive Statistics
Constant Expected Return Model
Bootstrapping in CER Model
Hypothesis Testing in CER Model
Maximum Likelihood Estimation
Introduction to Portfolio Theory
Portfolio Theory with Matrix Algebra
Risk BudgetingStatistical Analysis of Optimized PortfoliosSingle Index Model and Linear Regression
Rolling Analysis of Single Index Model
Capital Asset Pricing Model
Measuring Portfolio Performance
