Directory: Introduction-to-Computational-Finance-and-Financial-Econometrics
Introduction, Computational, Finance, Financial, Econometrics
Files:
Introduction to Computational Finance and Financial Econometrics /0 - Resources/3firmExample.xls.xls 107.5 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/_index.webarchive 63.15 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/An Introduction to R.pdf 607.64 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/bootStrap.r 7.63 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/cerExample.csv.csv 2.2 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/cerModelExamples.r 18.5 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Descriptive Statistics Examples for Daily Data.pdf 572.06 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/descriptiveStatistics.r 15.34 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/econ424lab1.r 5.31 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/hypothesisTestingCER.r 9.27 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/IntroPortfolioTheory.xls.xls 191.5 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/lab3.r 1.11 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/lab4.r 2.26 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/lab5.r 7.56 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/lab7.r 13.05 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/lab8.r 5.41 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/lab8returns.csv.csv 3.17 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/lab9.r 3.17 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/lab9returns.csv.csv 3.32 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/matrixReview.r 3.8 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/matrixReview.xlsx.xlsx 9.97 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/PerformanceAnalytics Charts and Tables Reference.pdf 298.95 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Portfolio Theory Examples.pdf 210.3 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Portfolio Theory with Matrices Examples.pdf 325.16 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/portfolio.r 13.01 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/portfolio_noshorts.r 14.94 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/portfolioTheoryNoShortSales.r 2.95 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/probReview.r 13.59 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/probReview.xls.xls 238 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/R Bootstrap Examples.pdf 98.49 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/R CER Model Examples.pdf 250.62 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/R Descriptive Statistics Examples.pdf 575.33 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/R Examples for Portfolio Functions with no short sales.pdf 78.06 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/R for Beginners.pdf 529.69 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/R Hypothesis Testing Examples.pdf 130.26 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/R Introduction.pdf 4.02 MB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/R Matrix Examples.pdf 36.99 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/R Portfolio Functions.pdf 52.31 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/R Probability Examples.pdf 125 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/R Time Series Examples.pdf 90.26 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Return Calculations Examples.xls 165.5 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Return Calulations in R.pdf 59.19 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/returnCalculations.r 5.94 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/RIntro.r 16.74 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/rollingPortfolios.r 4.11 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Single Index Model Examples.pdf 415.21 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/singleIndex.r 9.44 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/singleIndexPrices.xls.xls 22 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Statistical Analysis of Efficient Portfolios.pdf 115.99 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/testport.r 4.52 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/timeSeriesConcepts.r 5.45 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Using mvtnorm.pdf 267.91 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 10_ Estimating the Single Index Model.pdf 110.9 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 10_ Portfolio Risk Budgeting.pdf 125.99 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 10_ Single Index Model.pdf 76.44 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 1_ Return Calculations (Updated 9 11 2012).pdf 123.44 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 2_ Probability Review.pdf 154.02 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 3_ Matrix Review.pdf 119.49 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 3_ Probability Review Continued.pdf 99.2 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 4_ Time Series Concepts.pdf 73.65 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 5_ Descriptive Statistics.pdf 91.79 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 6_ Constant Expected Return Model.pdf 138.78 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 7_ Bootstrapping.pdf 64.44 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 7_ Hypothesis Testing.pdf 112.98 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 8_ Introduction to Portfolio Theory.pdf 118.66 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 8_ Portfolio Theory with Matrices.pdf 140.57 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 9_ Portfolio Theory with No Short Sales.pdf 69.62 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/Week 9_ Statistical Analysis of Efficient Portfolios.pdf 58.58 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/xts_ Extensible Time Series.pdf 200.88 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/zoo Quick Reference.pdf 71.08 KB
Introduction to Computational Finance and Financial Econometrics /0 - Resources/zoo_ An S3 Class and Methods for Indexed Totally Ordered Observations..pdf 225.66 KB
Introduction to Computational Finance and Financial Econometrics /1 - 1 - Welcome to Introduction to Computational Finance and Financial Econometrics (1314).mp4 24.44 MB
Introduction to Computational Finance and Financial Econometrics /10 - 1 - 4.0 Week 4 Introduction (211).mp4 7.48 MB
Introduction to Computational Finance and Financial Econometrics /10 - 1 - 4.0 Week 4 Introduction (211).srt 3.22 KB
Introduction to Computational Finance and Financial Econometrics /10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).mp4 52.61 MB
Introduction to Computational Finance and Financial Econometrics /10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).srt 22.47 KB
Introduction to Computational Finance and Financial Econometrics /10 - 3 - 4.2 Matrix Algebra Bivariate Normal (726).mp4 21.61 MB
Introduction to Computational Finance and Financial Econometrics /10 - 3 - 4.2 Matrix Algebra Bivariate Normal (726).srt 8.22 KB
Introduction to Computational Finance and Financial Econometrics /11 - 1 - 4.3 Time Series Concepts (1648).mp4 45.52 MB
Introduction to Computational Finance and Financial Econometrics /11 - 1 - 4.3 Time Series Concepts (1648).srt 20.16 KB
Introduction to Computational Finance and Financial Econometrics /11 - 2 - 4.4 Autocorrelation (914).mp4 24.18 MB
Introduction to Computational Finance and Financial Econometrics /11 - 2 - 4.4 Autocorrelation (914).srt 10.52 KB
Introduction to Computational Finance and Financial Econometrics /11 - 3 - 4.5 White Noise Processes (1231).mp4 38.73 MB
Introduction to Computational Finance and Financial Econometrics /11 - 3 - 4.5 White Noise Processes (1231).srt 15.59 KB
Introduction to Computational Finance and Financial Econometrics /11 - 4 - 4.6 Nonstationary Processes (1729).mp4 47.63 MB
Introduction to Computational Finance and Financial Econometrics /11 - 4 - 4.6 Nonstationary Processes (1729).srt 20.74 KB
Introduction to Computational Finance and Financial Econometrics /11 - 5 - 4.7 Moving Average Processes (2545).mp4 65.44 MB
Introduction to Computational Finance and Financial Econometrics /11 - 5 - 4.7 Moving Average Processes (2545).srt 27.8 KB
Introduction to Computational Finance and Financial Econometrics /11 - 6 - 4.8 Autoregressive Processes Part 1 (319).mp4 9.25 MB
Introduction to Computational Finance and Financial Econometrics /11 - 6 - 4.8 Autoregressive Processes Part 1 (319).srt 3.97 KB
Introduction to Computational Finance and Financial Econometrics /11 - 7 - 4.9 Autoregressive Processes Part 2 (2819).mp4 77.56 MB
Introduction to Computational Finance and Financial Econometrics /11 - 7 - 4.9 Autoregressive Processes Part 2 (2819).srt 31.9 KB
Introduction to Computational Finance and Financial Econometrics /12 - 1 - 5.0 Week 5 Introduction.mp4 11.79 MB
Introduction to Computational Finance and Financial Econometrics /12 - 2 - 5.1 Covariance Stationarity (1128).mp4 37.82 MB
Introduction to Computational Finance and Financial Econometrics /12 - 2 - 5.1 Covariance Stationarity (1128).srt 15.89 KB
Introduction to Computational Finance and Financial Econometrics /12 - 3 - 5.2 Histograms (1133).mp4 35.24 MB
Introduction to Computational Finance and Financial Econometrics /12 - 3 - 5.2 Histograms (1133).srt 15.1 KB
Introduction to Computational Finance and Financial Econometrics /12 - 4 - 5.3 Sample Statistics (1524).mp4 46.76 MB
Introduction to Computational Finance and Financial Econometrics /12 - 4 - 5.3 Sample Statistics (1524).srt 21.13 KB
Introduction to Computational Finance and Financial Econometrics /12 - 5 - 5.4 Empirical CDF and QQ plots (1200).mp4 38.07 MB
Introduction to Computational Finance and Financial Econometrics /12 - 5 - 5.4 Empirical CDF and QQ plots (1200).srt 14.86 KB
Introduction to Computational Finance and Financial Econometrics /12 - 6 - 5.5 Outliers Part 1 (715).mp4 74.73 MB
Introduction to Computational Finance and Financial Econometrics /12 - 6 - 5.5 Outliers Part 1 (715).srt 9.65 KB
Introduction to Computational Finance and Financial Econometrics /12 - 7 - 5.6 Outliers Part 2 (739).mp4 22.47 MB
Introduction to Computational Finance and Financial Econometrics /12 - 7 - 5.6 Outliers Part 2 (739).srt 10.41 KB
Introduction to Computational Finance and Financial Econometrics /12 - 8 - 5.7 Graphical Measures (2317).mp4 70.26 MB
Introduction to Computational Finance and Financial Econometrics /12 - 8 - 5.7 Graphical Measures (2317).srt 30.73 KB
Introduction to Computational Finance and Financial Econometrics /12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).mp4 76.14 MB
Introduction to Computational Finance and Financial Econometrics /12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).srt 32.19 KB
Introduction to Computational Finance and Financial Econometrics /13 - 1 - 6.0 Week 6 Introduction.mp4 12.81 MB
Introduction to Computational Finance and Financial Econometrics /13 - 10 - 6.9 Confidence Intervals (1247).mp4 40.19 MB
Introduction to Computational Finance and Financial Econometrics /13 - 10 - 6.9 Confidence Intervals (1247).srt 16.76 KB
Introduction to Computational Finance and Financial Econometrics /13 - 11 - 6.10 Monte Carlo Simulation (1527).mp4 43.86 MB
Introduction to Computational Finance and Financial Econometrics /13 - 11 - 6.10 Monte Carlo Simulation (1527).srt 21.53 KB
Introduction to Computational Finance and Financial Econometrics /13 - 12 - 6.11 Value at Risk in CER model (736).mp4 22.13 MB
Introduction to Computational Finance and Financial Econometrics /13 - 12 - 6.11 Value at Risk in CER model (736).srt 9.47 KB
Introduction to Computational Finance and Financial Econometrics /13 - 2 - 6.1 Constant Expected Return Model (1407).mp4 39.95 MB
Introduction to Computational Finance and Financial Econometrics /13 - 2 - 6.1 Constant Expected Return Model (1407).srt 16.24 KB
Introduction to Computational Finance and Financial Econometrics /13 - 3 - 6.2 Simulating Data (1214).mp4 32.95 MB
Introduction to Computational Finance and Financial Econometrics /13 - 3 - 6.2 Simulating Data (1214).srt 15.45 KB
Introduction to Computational Finance and Financial Econometrics /13 - 4 - 6.3 Random Walk Model (538).mp4 16.54 MB
Introduction to Computational Finance and Financial Econometrics /13 - 4 - 6.3 Random Walk Model (538).srt 7.03 KB
Introduction to Computational Finance and Financial Econometrics /13 - 5 - 6.4 Estimating Parameters of CER (1859).mp4 56.99 MB
Introduction to Computational Finance and Financial Econometrics /13 - 5 - 6.4 Estimating Parameters of CER (1859).srt 25.08 KB
Introduction to Computational Finance and Financial Econometrics /13 - 6 - 6.5 Bias and Precision (1302).mp4 33.55 MB
Introduction to Computational Finance and Financial Econometrics /13 - 6 - 6.5 Bias and Precision (1302).srt 14.39 KB
Introduction to Computational Finance and Financial Econometrics /13 - 7 - 6.6 Mean Squared Error (122).mp4 3.26 MB
Introduction to Computational Finance and Financial Econometrics /13 - 7 - 6.6 Mean Squared Error (122).srt 1.58 KB
Introduction to Computational Finance and Financial Econometrics /13 - 8 - 6.7 Standard Errors (2212).mp4 69.2 MB
Introduction to Computational Finance and Financial Econometrics /13 - 8 - 6.7 Standard Errors (2212).srt 27.9 KB
Introduction to Computational Finance and Financial Econometrics /13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .mp4 41.68 MB
Introduction to Computational Finance and Financial Econometrics /13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .srt 17.84 KB
Introduction to Computational Finance and Financial Econometrics /14 - 1 - 7.0 Week 7 Introduction (243).mp4 8.31 MB
Introduction to Computational Finance and Financial Econometrics /14 - 1 - 7.0 Week 7 Introduction (243).srt 4.02 KB
Introduction to Computational Finance and Financial Econometrics /14 - 2 - 7.1 Bootstrap (2606).mp4 81.19 MB
Introduction to Computational Finance and Financial Econometrics /14 - 2 - 7.1 Bootstrap (2606).srt 34.72 KB
Introduction to Computational Finance and Financial Econometrics /14 - 3 - 7.2 Performing the Bootstrap in R (1810).mp4 54.95 MB
Introduction to Computational Finance and Financial Econometrics /14 - 3 - 7.2 Performing the Bootstrap in R (1810).srt 21.42 KB
Introduction to Computational Finance and Financial Econometrics /14 - 4 - 7.3 Boostrapping VaR (844).mp4 27.43 MB
Introduction to Computational Finance and Financial Econometrics /14 - 4 - 7.3 Boostrapping VaR (844).srt 10.35 KB
Introduction to Computational Finance and Financial Econometrics /15 - 1 - 7.4 Hypothesis Testing Introduction (829).mp4 25.92 MB
Introduction to Computational Finance and Financial Econometrics /15 - 1 - 7.4 Hypothesis Testing Introduction (829).srt 12.23 KB
Introduction to Computational Finance and Financial Econometrics /15 - 2 - 7.5 Hypothesis Testing Overview (906).mp4 26.65 MB
Introduction to Computational Finance and Financial Econometrics /15 - 2 - 7.5 Hypothesis Testing Overview (906).srt 12.43 KB
Introduction to Computational Finance and Financial Econometrics /15 - 3 - 7.6 Hypothesis Testing CER Model (1047).mp4 31.63 MB
Introduction to Computational Finance and Financial Econometrics /15 - 3 - 7.6 Hypothesis Testing CER Model (1047).srt 15.35 KB
Introduction to Computational Finance and Financial Econometrics /15 - 4 - 7.7 Chi-square and Students t distributions (516).mp4 14.11 MB
Introduction to Computational Finance and Financial Econometrics /15 - 4 - 7.7 Chi-square and Students t distributions (516).srt 6.8 KB
Introduction to Computational Finance and Financial Econometrics /15 - 5 - 7.8 Test of Specific Coefficient Value (2607).mp4 77.22 MB
Introduction to Computational Finance and Financial Econometrics /15 - 5 - 7.8 Test of Specific Coefficient Value (2607).srt 32.71 KB
Introduction to Computational Finance and Financial Econometrics /15 - 6 - 7.9 Test for Normal Distribution (836).mp4 24.55 MB
Introduction to Computational Finance and Financial Econometrics /15 - 6 - 7.9 Test for Normal Distribution (836).srt 11.09 KB
Introduction to Computational Finance and Financial Econometrics /15 - 7 - 7.10 Test for No Autocorrelation (536).mp4 16.51 MB
Introduction to Computational Finance and Financial Econometrics /15 - 7 - 7.10 Test for No Autocorrelation (536).srt 6.81 KB
Introduction to Computational Finance and Financial Econometrics /15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).mp4 73.51 MB
Introduction to Computational Finance and Financial Econometrics /15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).srt 27.51 KB
Introduction to Computational Finance and Financial Econometrics /16 - 1 - 8.0 Week 8 Introduction (257).mp4 8.4 MB
Introduction to Computational Finance and Financial Econometrics /16 - 1 - 8.0 Week 8 Introduction (257).srt 4.02 KB
Introduction to Computational Finance and Financial Econometrics /16 - 10 - 8.9 Tangency Portfolio (1733).mp4 35.78 MB
Introduction to Computational Finance and Financial Econometrics /16 - 10 - 8.9 Tangency Portfolio (1733).srt 21.53 KB
Introduction to Computational Finance and Financial Econometrics /16 - 11 - 8.10 Examples (1011).mp4 19.22 MB
Introduction to Computational Finance and Financial Econometrics /16 - 11 - 8.10 Examples (1011).srt 12.86 KB
Introduction to Computational Finance and Financial Econometrics /16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).mp4 29.95 MB
Introduction to Computational Finance and Financial Econometrics /16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).srt 21.37 KB
Introduction to Computational Finance and Financial Econometrics /16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).mp4 31.64 MB
Introduction to Computational Finance and Financial Econometrics /16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).srt 20.59 KB
Introduction to Computational Finance and Financial Econometrics /16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).mp4 33.93 MB
Introduction to Computational Finance and Financial Econometrics /16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).srt 21.23 KB
Introduction to Computational Finance and Financial Econometrics /16 - 15 - Brief Comment about Excel Solver Add-in (212).mp4 5.44 MB
Introduction to Computational Finance and Financial Econometrics /16 - 15 - Brief Comment about Excel Solver Add-in (212).srt 2.96 KB
Introduction to Computational Finance and Financial Econometrics /16 - 2 - 8.1 Introduction to Portfolio Theory (1435).mp4 26.56 MB
Introduction to Computational Finance and Financial Econometrics /16 - 2 - 8.1 Introduction to Portfolio Theory (1435).srt 20.95 KB
Introduction to Computational Finance and Financial Econometrics /16 - 3 - 8.2 Portfolio Examples (608).mp4 12.89 MB
Introduction to Computational Finance and Financial Econometrics /16 - 3 - 8.2 Portfolio Examples (608).srt 8.38 KB
Introduction to Computational Finance and Financial Econometrics /16 - 4 - 8.3 Portfolio Value-at-Risk (611).mp4 12.73 MB
Introduction to Computational Finance and Financial Econometrics /16 - 4 - 8.3 Portfolio Value-at-Risk (611).srt 7.82 KB
Introduction to Computational Finance and Financial Econometrics /16 - 5 - 8.4 Portfolio Frontier (1028).mp4 20.35 MB
Introduction to Computational Finance and Financial Econometrics /16 - 5 - 8.4 Portfolio Frontier (1028).srt 13.99 KB
Introduction to Computational Finance and Financial Econometrics /16 - 6 - 8.5 Efficient Portfolios (1000).mp4 18.84 MB
Introduction to Computational Finance and Financial Econometrics /16 - 6 - 8.5 Efficient Portfolios (1000).srt 11.83 KB
Introduction to Computational Finance and Financial Econometrics /16 - 7 - 8.6 Minimum Variance Portfolio (1243).mp4 23.95 MB
Introduction to Computational Finance and Financial Econometrics /16 - 7 - 8.6 Minimum Variance Portfolio (1243).srt 17.47 KB
Introduction to Computational Finance and Financial Econometrics /16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).mp4 11.94 MB
Introduction to Computational Finance and Financial Econometrics /16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).srt 9.56 KB
Introduction to Computational Finance and Financial Econometrics /16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).mp4 36.47 MB
Introduction to Computational Finance and Financial Econometrics /16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).srt 24.56 KB
Introduction to Computational Finance and Financial Econometrics /17 - 1 - 9.0 Week 9 Introduction (359).mp4 10.97 MB
Introduction to Computational Finance and Financial Econometrics /17 - 2 - 9.1 Computing the Portfolio Frontier (2653).mp4 51.61 MB
Introduction to Computational Finance and Financial Econometrics /17 - 2 - 9.1 Computing the Portfolio Frontier (2653).srt 36.19 KB
Introduction to Computational Finance and Financial Econometrics /17 - 3 - 9.2 Computing the Tangency Portfolio (2211).mp4 46.19 MB
Introduction to Computational Finance and Financial Econometrics /17 - 3 - 9.2 Computing the Tangency Portfolio (2211).srt 25.27 KB
Introduction to Computational Finance and Financial Econometrics /17 - 4 - 9.3 Mutual Fund Separation Theorem and Examples (1104).mp4 21.64 MB
Introduction to Computational Finance and Financial Econometrics /17 - 4 - 9.3 Mutual Fund Separation Theorem and Examples (1104).srt 13.86 KB
Introduction to Computational Finance and Financial Econometrics /17 - 5 - 9.4 Portfolio Analysis in R (843).mp4 21.37 MB
Introduction to Computational Finance and Financial Econometrics /17 - 5 - 9.4 Portfolio Analysis in R (843).srt 12.69 KB
Introduction to Computational Finance and Financial Econometrics /17 - 6 - 9.5 Portfolio Analysis in Excel Part 1 (1314).mp4 39.93 MB
Introduction to Computational Finance and Financial Econometrics /17 - 6 - 9.5 Portfolio Analysis in Excel Part 1 (1314).srt 17.82 KB
Introduction to Computational Finance and Financial Econometrics /17 - 7 - 9.6 Portfolio Analysis in Excel Part 2 (854).mp4 28.05 MB
Introduction to Computational Finance and Financial Econometrics /17 - 7 - 9.6 Portfolio Analysis in Excel Part 2 (854).srt 10.27 KB
Introduction to Computational Finance and Financial Econometrics /18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).mp4 32.82 MB
Introduction to Computational Finance and Financial Econometrics /18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).srt 17.36 KB
Introduction to Computational Finance and Financial Econometrics /18 - 2 - 9.8 R packages for Portfolio Theory (643).mp4 18.13 MB
Introduction to Computational Finance and Financial Econometrics /18 - 2 - 9.8 R packages for Portfolio Theory (643).srt 8.93 KB
Introduction to Computational Finance and Financial Econometrics /18 - 3 - 9.9 Using Solve.QP() in R (1019).mp4 23.52 MB
Introduction to Computational Finance and Financial Econometrics /18 - 3 - 9.9 Using Solve.QP() in R (1019).srt 12.52 KB
Introduction to Computational Finance and Financial Econometrics /18 - 4 - 9.10 Global minimum variance (816).mp4 21.69 MB
Introduction to Computational Finance and Financial Econometrics /18 - 4 - 9.10 Global minimum variance (816).srt 11.02 KB
Introduction to Computational Finance and Financial Econometrics /18 - 5 - 9.11 Efficient Frontier (856).mp4 23.1 MB
Introduction to Computational Finance and Financial Econometrics /18 - 5 - 9.11 Efficient Frontier (856).srt 11.53 KB
Introduction to Computational Finance and Financial Econometrics /19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).mp4 20.68 MB
Introduction to Computational Finance and Financial Econometrics /19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).srt 12.67 KB
Introduction to Computational Finance and Financial Econometrics /19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).mp4 51.99 MB
Introduction to Computational Finance and Financial Econometrics /19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).srt 28.77 KB
Introduction to Computational Finance and Financial Econometrics /19 - 3 - 9.14 Efficient Portfolios Over Time (1801).mp4 42.91 MB
Introduction to Computational Finance and Financial Econometrics /19 - 3 - 9.14 Efficient Portfolios Over Time (1801).srt 25.2 KB
Introduction to Computational Finance and Financial Econometrics /2 - 1 - 1.0 Week 1 Introduction (058).mp4 2.22 MB
Introduction to Computational Finance and Financial Econometrics /20 - 1 - 10.0 Week 10 Introduction (150).mp4 4.97 MB
Introduction to Computational Finance and Financial Econometrics /20 - 1 - 10.0 Week 10 Introduction (150).srt 2.29 KB
Introduction to Computational Finance and Financial Econometrics /20 - 2 - 10.1 Portfolio Risk Budgeting (1059).mp4 23.85 MB
Introduction to Computational Finance and Financial Econometrics /20 - 2 - 10.1 Portfolio Risk Budgeting (1059).srt 14.47 KB
Introduction to Computational Finance and Financial Econometrics /20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).mp4 33.38 MB
Introduction to Computational Finance and Financial Econometrics /20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).srt 22.95 KB
Introduction to Computational Finance and Financial Econometrics /20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).mp4 18.77 MB
Introduction to Computational Finance and Financial Econometrics /20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).srt 12.46 KB
Introduction to Computational Finance and Financial Econometrics /20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).mp4 23.36 MB
Introduction to Computational Finance and Financial Econometrics /20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).srt 16.46 KB
Introduction to Computational Finance and Financial Econometrics /20 - 6 - 10.5 Beta (1914).mp4 34.29 MB
Introduction to Computational Finance and Financial Econometrics /20 - 6 - 10.5 Beta (1914).srt 23.55 KB
Introduction to Computational Finance and Financial Econometrics /21 - 1 - 10.6 Sharpes Single Index Model (1048).mp4 20.38 MB
Introduction to Computational Finance and Financial Econometrics /21 - 1 - 10.6 Sharpes Single Index Model (1048).srt 14.84 KB
Introduction to Computational Finance and Financial Econometrics /21 - 10 - 10.15 A Single Index Model Portfolio Example (554).mp4 12.55 MB
Introduction to Computational Finance and Financial Econometrics /21 - 10 - 10.15 A Single Index Model Portfolio Example (554).srt 7.56 KB
Introduction to Computational Finance and Financial Econometrics /21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).mp4 11.66 MB
Introduction to Computational Finance and Financial Econometrics /21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).srt 6.57 KB
Introduction to Computational Finance and Financial Econometrics /21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).mp4 27.2 MB
Introduction to Computational Finance and Financial Econometrics /21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).srt 17.26 KB
Introduction to Computational Finance and Financial Econometrics /21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).mp4 23.47 MB
Introduction to Computational Finance and Financial Econometrics /21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).srt 15.92 KB
Introduction to Computational Finance and Financial Econometrics /21 - 3 - 10.8 Decomposition of Total Variance (942).mp4 18.26 MB
Introduction to Computational Finance and Financial Econometrics /21 - 3 - 10.8 Decomposition of Total Variance (942).srt 12.45 KB
Introduction to Computational Finance and Financial Econometrics /21 - 4 - 10.9 The Single Index Model and Portfolios (751).mp4 14.42 MB
Introduction to Computational Finance and Financial Econometrics /21 - 4 - 10.9 The Single Index Model and Portfolios (751).srt 9.33 KB
Introduction to Computational Finance and Financial Econometrics /21 - 5 - 10.10 Estimating the Single Index Model (1233).mp4 25.05 MB
Introduction to Computational Finance and Financial Econometrics /21 - 5 - 10.10 Estimating the Single Index Model (1233).srt 17.37 KB
Introduction to Computational Finance and Financial Econometrics /21 - 6 - 10.11 Examples with the Single Index Model (1803).mp4 38.42 MB
Introduction to Computational Finance and Financial Econometrics /21 - 6 - 10.11 Examples with the Single Index Model (1803).srt 23.7 KB
Introduction to Computational Finance and Financial Econometrics /21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).mp4 43.86 MB
Introduction to Computational Finance and Financial Econometrics /21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).srt 28.71 KB
Introduction to Computational Finance and Financial Econometrics /21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).mp4 17.96 MB
Introduction to Computational Finance and Financial Econometrics /21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).srt 11.23 KB
Introduction to Computational Finance and Financial Econometrics /21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).mp4 7.35 MB
Introduction to Computational Finance and Financial Econometrics /21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).srt 4.83 KB
Introduction to Computational Finance and Financial Econometrics /3 - 1 - 1.1 Future Value Present Value and Compounding (1702).mp4 53.51 MB
Introduction to Computational Finance and Financial Econometrics /3 - 1 - 1.1 Future Value Present Value and Compounding (1702).srt 21.46 KB
Introduction to Computational Finance and Financial Econometrics /3 - 2 - 1.2 Asset Returns (1653).mp4 48.67 MB
Introduction to Computational Finance and Financial Econometrics /3 - 2 - 1.2 Asset Returns (1653).srt 19.4 KB
Introduction to Computational Finance and Financial Econometrics /3 - 3 - 1.3 Portfolio Returns (912).mp4 26.82 MB
Introduction to Computational Finance and Financial Econometrics /3 - 3 - 1.3 Portfolio Returns (912).srt 11.34 KB
Introduction to Computational Finance and Financial Econometrics /3 - 4 - 1.4 Dividends (400).mp4 12.1 MB
Introduction to Computational Finance and Financial Econometrics /3 - 4 - 1.4 Dividends (400).srt 5.17 KB
Introduction to Computational Finance and Financial Econometrics /3 - 5 - 1.5 Inflation (457).mp4 13.21 MB
Introduction to Computational Finance and Financial Econometrics /3 - 5 - 1.5 Inflation (457).srt 5.77 KB
Introduction to Computational Finance and Financial Econometrics /3 - 6 - 1.6 Annualizing Returns (532).mp4 14.42 MB
Introduction to Computational Finance and Financial Econometrics /3 - 6 - 1.6 Annualizing Returns (532).srt 6 KB
Introduction to Computational Finance and Financial Econometrics /4 - 1 - 1.7 Continuously Compounded Returns (1555).mp4 42.46 MB
Introduction to Computational Finance and Financial Econometrics /4 - 1 - 1.7 Continuously Compounded Returns (1555).srt 19.97 KB
Introduction to Computational Finance and Financial Econometrics /4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).mp4 16.54 MB
Introduction to Computational Finance and Financial Econometrics /4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).srt 6.53 KB
Introduction to Computational Finance and Financial Econometrics /5 - 1 - 1.9 Simple Returns (401).mp4 11.6 MB
Introduction to Computational Finance and Financial Econometrics /5 - 1 - 1.9 Simple Returns (401).srt 4.73 KB
Introduction to Computational Finance and Financial Econometrics /5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).mp4 27.2 MB
Introduction to Computational Finance and Financial Econometrics /5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).srt 13.33 KB
Introduction to Computational Finance and Financial Econometrics /5 - 3 - 1.11 Return Calculations (621).mp4 17.48 MB
Introduction to Computational Finance and Financial Econometrics /5 - 3 - 1.11 Return Calculations (621).srt 7.87 KB
Introduction to Computational Finance and Financial Econometrics /5 - 4 - 1.12 Growth of 1 (658).mp4 17.28 MB
Introduction to Computational Finance and Financial Econometrics /5 - 4 - 1.12 Growth of 1 (658).srt 7.45 KB
Introduction to Computational Finance and Financial Econometrics /6 - 1 - 2.0 Week 2 Introduction (106).mp4 2.58 MB
Introduction to Computational Finance and Financial Econometrics /6 - 1 - 2.0 Week 2 Introduction (106).srt 1.59 KB
Introduction to Computational Finance and Financial Econometrics /6 - 10 - 2.9 Skewness and Kurtosis (1539).mp4 41.43 MB
Introduction to Computational Finance and Financial Econometrics /6 - 10 - 2.9 Skewness and Kurtosis (1539).srt 18.27 KB
Introduction to Computational Finance and Financial Econometrics /6 - 11 - 2.10 Students-t Distribution (552).mp4 14.38 MB
Introduction to Computational Finance and Financial Econometrics /6 - 11 - 2.10 Students-t Distribution (552).srt 7.54 KB
Introduction to Computational Finance and Financial Econometrics /6 - 12 - 2.11 Linear Functions of Random Variables (1113).mp4 28.32 MB
Introduction to Computational Finance and Financial Econometrics /6 - 12 - 2.11 Linear Functions of Random Variables (1113).srt 11.94 KB
Introduction to Computational Finance and Financial Econometrics /6 - 2 - 2.1 Univariate Random Variables (2011).mp4 54.41 MB
Introduction to Computational Finance and Financial Econometrics /6 - 2 - 2.1 Univariate Random Variables (2011).srt 25.72 KB
Introduction to Computational Finance and Financial Econometrics /6 - 3 - 2.2 Cumulative Distribution Function (842).mp4 23.33 MB
Introduction to Computational Finance and Financial Econometrics /6 - 3 - 2.2 Cumulative Distribution Function (842).srt 9.75 KB
Introduction to Computational Finance and Financial Econometrics /6 - 4 - 2.3 Quantiles (750).mp4 20.15 MB
Introduction to Computational Finance and Financial Econometrics /6 - 4 - 2.3 Quantiles (750).srt 8.72 KB
Introduction to Computational Finance and Financial Econometrics /6 - 5 - 2.4 Standard Normal Distribution (1602).mp4 43.61 MB
Introduction to Computational Finance and Financial Econometrics /6 - 5 - 2.4 Standard Normal Distribution (1602).srt 20.29 KB
Introduction to Computational Finance and Financial Econometrics /6 - 6 - 2.5 Expected Value and Standard Deviation (1958).mp4 53.74 MB
Introduction to Computational Finance and Financial Econometrics /6 - 6 - 2.5 Expected Value and Standard Deviation (1958).srt 27.69 KB
Introduction to Computational Finance and Financial Econometrics /6 - 7 - 2.6 General Normal Distribution (623).mp4 15.92 MB
Introduction to Computational Finance and Financial Econometrics /6 - 7 - 2.6 General Normal Distribution (623).srt 8.03 KB
Introduction to Computational Finance and Financial Econometrics /6 - 8 - 2.7 Standard Deviation as a Measure of Risk (434).mp4 12.19 MB
Introduction to Computational Finance and Financial Econometrics /6 - 8 - 2.7 Standard Deviation as a Measure of Risk (434).srt 5.68 KB
Introduction to Computational Finance and Financial Econometrics /6 - 9 - 2.8 Normal Distribution Appropriate for simple returns (1422).mp4 36.55 MB
Introduction to Computational Finance and Financial Econometrics /6 - 9 - 2.8 Normal Distribution Appropriate for simple returns (1422).srt 19.03 KB
Introduction to Computational Finance and Financial Econometrics /7 - 1 - 2.12 Value at Risk (1948).mp4 53.74 MB
Introduction to Computational Finance and Financial Econometrics /7 - 1 - 2.12 Value at Risk (1948).srt 25.03 KB
Introduction to Computational Finance and Financial Econometrics /8 - 1 - 3.0 Week 3 Introduction (104).mp4 3.56 MB
Introduction to Computational Finance and Financial Econometrics /8 - 1 - 3.0 Week 3 Introduction (104).srt 1.68 KB
Introduction to Computational Finance and Financial Econometrics /8 - 2 - 3.1 Location-scale Model (1215).mp4 28.81 MB
Introduction to Computational Finance and Financial Econometrics /8 - 2 - 3.1 Location-scale Model (1215).srt 12.25 KB
Introduction to Computational Finance and Financial Econometrics /8 - 3 - 3.2 Bivariate Discrete Distributions (1418).mp4 45.6 MB
Introduction to Computational Finance and Financial Econometrics /8 - 3 - 3.2 Bivariate Discrete Distributions (1418).srt 18.53 KB
Introduction to Computational Finance and Financial Econometrics /8 - 4 - 3.3 Bivariate Continuous Distributions (1415).mp4 42.33 MB
Introduction to Computational Finance and Financial Econometrics /8 - 4 - 3.3 Bivariate Continuous Distributions (1415).srt 16.69 KB
Introduction to Computational Finance and Financial Econometrics /8 - 5 - 3.4 Covariance (1916).mp4 53.47 MB
Introduction to Computational Finance and Financial Econometrics /8 - 5 - 3.4 Covariance (1916).srt 22.56 KB
Introduction to Computational Finance and Financial Econometrics /8 - 6 - 3.5 Correlation and the Bivariate Normal Distribution (1159).mp4 37.91 MB
Introduction to Computational Finance and Financial Econometrics /8 - 6 - 3.5 Correlation and the Bivariate Normal Distribution (1159).srt 14.13 KB
Introduction to Computational Finance and Financial Econometrics /8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).mp4 28.74 MB
Introduction to Computational Finance and Financial Econometrics /8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).srt 11.42 KB
Introduction to Computational Finance and Financial Econometrics /8 - 8 - 3.7 Portfolio Example (1920).mp4 55.89 MB
Introduction to Computational Finance and Financial Econometrics /8 - 8 - 3.7 Portfolio Example (1920).srt 24.96 KB
Introduction to Computational Finance and Financial Econometrics /9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).mp4 44.99 MB
Introduction to Computational Finance and Financial Econometrics /9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).srt 21.84 KB
Introduction to Computational Finance and Financial Econometrics /9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).mp4 56.51 MB
Introduction to Computational Finance and Financial Econometrics /9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).srt 24.46 KB
Introduction to Computational Finance and Financial Econometrics /_index.webarchive 137.44 KB
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