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Eric Zivot
Economics 483
Introduction to Computational Finance and Financial Econometrics

Class Announcements

Fall 2004

  1. 12/1/04.  The final exam is on Tuesday 12/14 from 8:30 to 10:20 in Savery 216.  The exam will have a format like the midterm exam. It will be a closed book exam but I will allow one page (double sided) of notes. The exam is comprehensive but will focus on the material after the midterm.  See the review page for some previous final exams with solutions. The final project is due on Friday 12/17 at 5 pm (in my mailbox or in my office). I will put the last update for the project on the project page today.

  2. 11/16/04.  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.

  3. 10/27/04.  The midterm exam will be on Monday November 8.

  4. 10/14/04. Here is material for a short course covering Splus with applications in finance. This was put together for graduate students interested in the computational finance graduate certificate.

  5. 9/29/04.  The link for David Smith's S-PLUS notes was broken. I fixed the link on the class home page.

  6. 9/17/04.  I will be out of town for the first class. Bingchen Yan, a graduate student in economics, will introduce the course. The first full lecture will be on Monday 10/4/2004.

  7. 9/15/04.  The University of Washington has an S-PLUS site license package, which allows students to purchase the full version of S-PLUS along with all add-on modules for $115. There is also a discount for purchases of 5-pack bundles ($475 per 5-pack). 

  8. 9/15/04.  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. 

  9. 9/15/04. The first homework assignment is on the Homework page and is due next Monday at the beginning of class. Please do not email me your homework assignments. Turn in a printed hardcopy. See the Project page for instructions on downloading data from Yahoo!.

  10. 9/15/04. Edwin Elton has lecture notes from his book Modern Portfolio Theory available on his website at the NYU Stern School of Business. The Wiley website also has a student resource page for Modern Portfolio Theory.

  11. 9/15/04. 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.