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

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R HintsLast updated: June 23, 2014 Introduction  Short Courses  Ruppert Examples  Class Examples  Packages Introduction
R Short Courses
Ruppert ExamplesWeb page containing data and examples for Statistics and Data Analysis for Financial Engineeering Class ExamplesThe 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 ModelCAPMPackagesThe following R packages will be used in class:
