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

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Last updated: June 24, 2013

Introduction | Short Courses | Ruppert Examples | Class Examples | Packages

Introduction

R Short Courses

Ruppert Examples

Web page containing data and examples for Statistics and Data Analysis for Financial Engineeering

Class Examples

The following script files are used to create the examples used in class and presented in the class slides.

Return Calculations

Probability Review

Matrix Algebra

Time Series Concepts

Descriptive Statistics

CER Model

Portfolio Theory

Single Index Model

CAPM

Packages

The following R packages will be used in class: