ECON 424/AMATH 540: Introduction to Computational Finance and Financial Econometrics
Last updated: June 12, 2012
This is a short course on using R put together by Chris Green (PhD student in UW stat dept).
Lei Jin has created R script files to replicate all of the examples in Statistics and Finance: An Introduction by David Ruppert.
The following script files are used to create the examples used in class and presented in the class slides.
Time Series Concepts
Single Index Model
The following R packages will be used in class: