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Introduction to Computational Finance and Financial Econometrics

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0 - Resources/3firmExample.xls.xls
108 kB
0 - Resources/_index.webarchive
63 kB
0 - Resources/An Introduction to R.pdf
608 kB
0 - Resources/bootStrap.r
7.6 kB
0 - Resources/cerExample.csv.csv
2.2 kB
0 - Resources/cerModelExamples.r
18 kB
0 - Resources/Descriptive Statistics Examples for Daily Data.pdf
572 kB
0 - Resources/descriptiveStatistics.r
15 kB
0 - Resources/econ424lab1.r
5.3 kB
0 - Resources/hypothesisTestingCER.r
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0 - Resources/IntroPortfolioTheory.xls.xls
192 kB
0 - Resources/lab3.r
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0 - Resources/lab4.r
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0 - Resources/lab5.r
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0 - Resources/lab7.r
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0 - Resources/lab8.r
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0 - Resources/lab8returns.csv.csv
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0 - Resources/lab9.r
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0 - Resources/lab9returns.csv.csv
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0 - Resources/matrixReview.r
3.8 kB
0 - Resources/matrixReview.xlsx.xlsx
10 kB
0 - Resources/PerformanceAnalytics Charts and Tables Reference.pdf
299 kB
0 - Resources/Portfolio Theory Examples.pdf
210 kB
0 - Resources/Portfolio Theory with Matrices Examples.pdf
325 kB
0 - Resources/portfolio.r
13 kB
0 - Resources/portfolio_noshorts.r
15 kB
0 - Resources/portfolioTheoryNoShortSales.r
2.9 kB
0 - Resources/probReview.r
14 kB
0 - Resources/probReview.xls.xls
238 kB
0 - Resources/R Bootstrap Examples.pdf
98 kB
0 - Resources/R CER Model Examples.pdf
251 kB
0 - Resources/R Descriptive Statistics Examples.pdf
575 kB
0 - Resources/R Examples for Portfolio Functions with no short sales.pdf
78 kB
0 - Resources/R for Beginners.pdf
530 kB
0 - Resources/R Hypothesis Testing Examples.pdf
130 kB
0 - Resources/R Introduction.pdf
4.0 MB
0 - Resources/R Matrix Examples.pdf
37 kB
0 - Resources/R Portfolio Functions.pdf
52 kB
0 - Resources/R Probability Examples.pdf
125 kB
0 - Resources/R Time Series Examples.pdf
90 kB
0 - Resources/Return Calculations Examples.xls
166 kB
0 - Resources/Return Calulations in R.pdf
59 kB
0 - Resources/returnCalculations.r
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0 - Resources/RIntro.r
17 kB
0 - Resources/rollingPortfolios.r
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0 - Resources/Single Index Model Examples.pdf
415 kB
0 - Resources/singleIndex.r
9.4 kB
0 - Resources/singleIndexPrices.xls.xls
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0 - Resources/Statistical Analysis of Efficient Portfolios.pdf
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0 - Resources/testport.r
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0 - Resources/timeSeriesConcepts.r
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0 - Resources/Using mvtnorm.pdf
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0 - Resources/Week 10_ Estimating the Single Index Model.pdf
111 kB
0 - Resources/Week 10_ Portfolio Risk Budgeting.pdf
126 kB
0 - Resources/Week 10_ Single Index Model.pdf
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0 - Resources/Week 1_ Return Calculations (Updated 9 11 2012).pdf
123 kB
0 - Resources/Week 2_ Probability Review.pdf
154 kB
0 - Resources/Week 3_ Matrix Review.pdf
120 kB
0 - Resources/Week 3_ Probability Review Continued.pdf
99 kB
0 - Resources/Week 4_ Time Series Concepts.pdf
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0 - Resources/Week 5_ Descriptive Statistics.pdf
92 kB
0 - Resources/Week 6_ Constant Expected Return Model.pdf
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0 - Resources/Week 7_ Bootstrapping.pdf
64 kB
0 - Resources/Week 7_ Hypothesis Testing.pdf
113 kB
0 - Resources/Week 8_ Introduction to Portfolio Theory.pdf
119 kB
0 - Resources/Week 8_ Portfolio Theory with Matrices.pdf
141 kB
0 - Resources/Week 9_ Portfolio Theory with No Short Sales.pdf
70 kB
0 - Resources/Week 9_ Statistical Analysis of Efficient Portfolios.pdf
59 kB
0 - Resources/xts_ Extensible Time Series.pdf
201 kB
0 - Resources/zoo Quick Reference.pdf
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0 - Resources/zoo_ An S3 Class and Methods for Indexed Totally Ordered Observations..pdf
226 kB
1 - 1 - Welcome to Introduction to Computational Finance and Financial Econometrics (1314).mp4
24 MB
10 - 1 - 4.0 Week 4 Introduction (211).mp4
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10 - 1 - 4.0 Week 4 Introduction (211).srt
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10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).mp4
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10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).srt
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10 - 3 - 4.2 Matrix Algebra Bivariate Normal (726).mp4
22 MB
10 - 3 - 4.2 Matrix Algebra Bivariate Normal (726).srt
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11 - 1 - 4.3 Time Series Concepts (1648).mp4
46 MB
11 - 1 - 4.3 Time Series Concepts (1648).srt
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11 - 2 - 4.4 Autocorrelation (914).mp4
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11 - 2 - 4.4 Autocorrelation (914).srt
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11 - 3 - 4.5 White Noise Processes (1231).mp4
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11 - 3 - 4.5 White Noise Processes (1231).srt
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11 - 4 - 4.6 Nonstationary Processes (1729).mp4
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11 - 4 - 4.6 Nonstationary Processes (1729).srt
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11 - 5 - 4.7 Moving Average Processes (2545).mp4
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11 - 5 - 4.7 Moving Average Processes (2545).srt
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11 - 6 - 4.8 Autoregressive Processes Part 1 (319).mp4
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11 - 6 - 4.8 Autoregressive Processes Part 1 (319).srt
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11 - 7 - 4.9 Autoregressive Processes Part 2 (2819).mp4
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11 - 7 - 4.9 Autoregressive Processes Part 2 (2819).srt
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12 - 1 - 5.0 Week 5 Introduction.mp4
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12 - 2 - 5.1 Covariance Stationarity (1128).mp4
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12 - 2 - 5.1 Covariance Stationarity (1128).srt
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12 - 3 - 5.2 Histograms (1133).mp4
35 MB
12 - 3 - 5.2 Histograms (1133).srt
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12 - 4 - 5.3 Sample Statistics (1524).mp4
47 MB
12 - 4 - 5.3 Sample Statistics (1524).srt
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12 - 5 - 5.4 Empirical CDF and QQ plots (1200).mp4
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12 - 5 - 5.4 Empirical CDF and QQ plots (1200).srt
15 kB
12 - 6 - 5.5 Outliers Part 1 (715).mp4
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12 - 6 - 5.5 Outliers Part 1 (715).srt
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12 - 7 - 5.6 Outliers Part 2 (739).mp4
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12 - 7 - 5.6 Outliers Part 2 (739).srt
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12 - 8 - 5.7 Graphical Measures (2317).mp4
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12 - 8 - 5.7 Graphical Measures (2317).srt
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12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).mp4
76 MB
12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).srt
32 kB
13 - 1 - 6.0 Week 6 Introduction.mp4
13 MB
13 - 10 - 6.9 Confidence Intervals (1247).mp4
40 MB
13 - 10 - 6.9 Confidence Intervals (1247).srt
17 kB
13 - 11 - 6.10 Monte Carlo Simulation (1527).mp4
44 MB
13 - 11 - 6.10 Monte Carlo Simulation (1527).srt
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13 - 12 - 6.11 Value at Risk in CER model (736).mp4
22 MB
13 - 12 - 6.11 Value at Risk in CER model (736).srt
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13 - 2 - 6.1 Constant Expected Return Model (1407).mp4
40 MB
13 - 2 - 6.1 Constant Expected Return Model (1407).srt
16 kB
13 - 3 - 6.2 Simulating Data (1214).mp4
33 MB
13 - 3 - 6.2 Simulating Data (1214).srt
16 kB
13 - 4 - 6.3 Random Walk Model (538).mp4
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13 - 4 - 6.3 Random Walk Model (538).srt
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13 - 5 - 6.4 Estimating Parameters of CER (1859).mp4
57 MB
13 - 5 - 6.4 Estimating Parameters of CER (1859).srt
25 kB
13 - 6 - 6.5 Bias and Precision (1302).mp4
34 MB
13 - 6 - 6.5 Bias and Precision (1302).srt
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13 - 7 - 6.6 Mean Squared Error (122).mp4
3.3 MB
13 - 7 - 6.6 Mean Squared Error (122).srt
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13 - 8 - 6.7 Standard Errors (2212).mp4
69 MB
13 - 8 - 6.7 Standard Errors (2212).srt
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13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .mp4
42 MB
13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .srt
18 kB
14 - 1 - 7.0 Week 7 Introduction (243).mp4
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14 - 1 - 7.0 Week 7 Introduction (243).srt
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14 - 2 - 7.1 Bootstrap (2606).mp4
81 MB
14 - 2 - 7.1 Bootstrap (2606).srt
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14 - 3 - 7.2 Performing the Bootstrap in R (1810).mp4
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14 - 3 - 7.2 Performing the Bootstrap in R (1810).srt
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14 - 4 - 7.3 Boostrapping VaR (844).mp4
27 MB
14 - 4 - 7.3 Boostrapping VaR (844).srt
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15 - 1 - 7.4 Hypothesis Testing Introduction (829).mp4
26 MB
15 - 1 - 7.4 Hypothesis Testing Introduction (829).srt
12 kB
15 - 2 - 7.5 Hypothesis Testing Overview (906).mp4
27 MB
15 - 2 - 7.5 Hypothesis Testing Overview (906).srt
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15 - 3 - 7.6 Hypothesis Testing CER Model (1047).mp4
32 MB
15 - 3 - 7.6 Hypothesis Testing CER Model (1047).srt
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15 - 4 - 7.7 Chi-square and Students t distributions (516).mp4
14 MB
15 - 4 - 7.7 Chi-square and Students t distributions (516).srt
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15 - 5 - 7.8 Test of Specific Coefficient Value (2607).mp4
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15 - 5 - 7.8 Test of Specific Coefficient Value (2607).srt
33 kB
15 - 6 - 7.9 Test for Normal Distribution (836).mp4
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15 - 6 - 7.9 Test for Normal Distribution (836).srt
11 kB
15 - 7 - 7.10 Test for No Autocorrelation (536).mp4
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15 - 7 - 7.10 Test for No Autocorrelation (536).srt
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15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).mp4
74 MB
15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).srt
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16 - 1 - 8.0 Week 8 Introduction (257).mp4
8.4 MB
16 - 1 - 8.0 Week 8 Introduction (257).srt
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16 - 10 - 8.9 Tangency Portfolio (1733).mp4
36 MB
16 - 10 - 8.9 Tangency Portfolio (1733).srt
22 kB
16 - 11 - 8.10 Examples (1011).mp4
19 MB
16 - 11 - 8.10 Examples (1011).srt
13 kB
16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).mp4
30 MB
16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).srt
21 kB
16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).mp4
32 MB
16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).srt
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16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).mp4
34 MB
16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).srt
21 kB
16 - 15 - Brief Comment about Excel Solver Add-in (212).mp4
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16 - 15 - Brief Comment about Excel Solver Add-in (212).srt
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16 - 2 - 8.1 Introduction to Portfolio Theory (1435).mp4
27 MB
16 - 2 - 8.1 Introduction to Portfolio Theory (1435).srt
21 kB
16 - 3 - 8.2 Portfolio Examples (608).mp4
13 MB
16 - 3 - 8.2 Portfolio Examples (608).srt
8.4 kB
16 - 4 - 8.3 Portfolio Value-at-Risk (611).mp4
13 MB
16 - 4 - 8.3 Portfolio Value-at-Risk (611).srt
7.8 kB
16 - 5 - 8.4 Portfolio Frontier (1028).mp4
20 MB
16 - 5 - 8.4 Portfolio Frontier (1028).srt
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16 - 6 - 8.5 Efficient Portfolios (1000).mp4
19 MB
16 - 6 - 8.5 Efficient Portfolios (1000).srt
12 kB
16 - 7 - 8.6 Minimum Variance Portfolio (1243).mp4
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16 - 7 - 8.6 Minimum Variance Portfolio (1243).srt
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16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).mp4
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16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).srt
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16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).mp4
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16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).srt
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17 - 1 - 9.0 Week 9 Introduction (359).mp4
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17 - 2 - 9.1 Computing the Portfolio Frontier (2653).mp4
52 MB
17 - 2 - 9.1 Computing the Portfolio Frontier (2653).srt
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17 - 3 - 9.2 Computing the Tangency Portfolio (2211).mp4
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17 - 3 - 9.2 Computing the Tangency Portfolio (2211).srt
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17 - 4 - 9.3 Mutual Fund Separation Theorem and Examples (1104).mp4
22 MB
17 - 4 - 9.3 Mutual Fund Separation Theorem and Examples (1104).srt
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17 - 5 - 9.4 Portfolio Analysis in R (843).mp4
21 MB
17 - 5 - 9.4 Portfolio Analysis in R (843).srt
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17 - 6 - 9.5 Portfolio Analysis in Excel Part 1 (1314).mp4
40 MB
17 - 6 - 9.5 Portfolio Analysis in Excel Part 1 (1314).srt
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17 - 7 - 9.6 Portfolio Analysis in Excel Part 2 (854).mp4
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17 - 7 - 9.6 Portfolio Analysis in Excel Part 2 (854).srt
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18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).mp4
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18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).srt
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18 - 2 - 9.8 R packages for Portfolio Theory (643).mp4
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18 - 2 - 9.8 R packages for Portfolio Theory (643).srt
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18 - 3 - 9.9 Using Solve.QP() in R (1019).mp4
24 MB
18 - 3 - 9.9 Using Solve.QP() in R (1019).srt
12 kB
18 - 4 - 9.10 Global minimum variance (816).mp4
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18 - 4 - 9.10 Global minimum variance (816).srt
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18 - 5 - 9.11 Efficient Frontier (856).mp4
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18 - 5 - 9.11 Efficient Frontier (856).srt
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19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).mp4
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19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).srt
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19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).mp4
52 MB
19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).srt
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19 - 3 - 9.14 Efficient Portfolios Over Time (1801).mp4
43 MB
19 - 3 - 9.14 Efficient Portfolios Over Time (1801).srt
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2 - 1 - 1.0 Week 1 Introduction (058).mp4
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20 - 1 - 10.0 Week 10 Introduction (150).mp4
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20 - 1 - 10.0 Week 10 Introduction (150).srt
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20 - 2 - 10.1 Portfolio Risk Budgeting (1059).mp4
24 MB
20 - 2 - 10.1 Portfolio Risk Budgeting (1059).srt
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20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).mp4
33 MB
20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).srt
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20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).mp4
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20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).srt
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20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).mp4
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20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).srt
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20 - 6 - 10.5 Beta (1914).mp4
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20 - 6 - 10.5 Beta (1914).srt
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21 - 1 - 10.6 Sharpes Single Index Model (1048).mp4
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21 - 1 - 10.6 Sharpes Single Index Model (1048).srt
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21 - 10 - 10.15 A Single Index Model Portfolio Example (554).mp4
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21 - 10 - 10.15 A Single Index Model Portfolio Example (554).srt
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21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).mp4
12 MB
21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).srt
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21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).mp4
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21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).srt
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21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).mp4
24 MB
21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).srt
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21 - 3 - 10.8 Decomposition of Total Variance (942).mp4
18 MB
21 - 3 - 10.8 Decomposition of Total Variance (942).srt
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21 - 4 - 10.9 The Single Index Model and Portfolios (751).mp4
14 MB
21 - 4 - 10.9 The Single Index Model and Portfolios (751).srt
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21 - 5 - 10.10 Estimating the Single Index Model (1233).mp4
25 MB
21 - 5 - 10.10 Estimating the Single Index Model (1233).srt
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21 - 6 - 10.11 Examples with the Single Index Model (1803).mp4
38 MB
21 - 6 - 10.11 Examples with the Single Index Model (1803).srt
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21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).mp4
44 MB
21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).srt
29 kB
21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).mp4
18 MB
21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).srt
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21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).mp4
7.4 MB
21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).srt
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3 - 1 - 1.1 Future Value Present Value and Compounding (1702).mp4
54 MB
3 - 1 - 1.1 Future Value Present Value and Compounding (1702).srt
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3 - 2 - 1.2 Asset Returns (1653).mp4
49 MB
3 - 2 - 1.2 Asset Returns (1653).srt
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3 - 3 - 1.3 Portfolio Returns (912).mp4
27 MB
3 - 3 - 1.3 Portfolio Returns (912).srt
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3 - 4 - 1.4 Dividends (400).mp4
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3 - 4 - 1.4 Dividends (400).srt
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3 - 5 - 1.5 Inflation (457).mp4
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3 - 5 - 1.5 Inflation (457).srt
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3 - 6 - 1.6 Annualizing Returns (532).mp4
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3 - 6 - 1.6 Annualizing Returns (532).srt
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4 - 1 - 1.7 Continuously Compounded Returns (1555).mp4
42 MB
4 - 1 - 1.7 Continuously Compounded Returns (1555).srt
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4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).mp4
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4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).srt
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5 - 1 - 1.9 Simple Returns (401).mp4
12 MB
5 - 1 - 1.9 Simple Returns (401).srt
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5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).mp4
27 MB
5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).srt
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5 - 3 - 1.11 Return Calculations (621).mp4
18 MB
5 - 3 - 1.11 Return Calculations (621).srt
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5 - 4 - 1.12 Growth of 1 (658).mp4
17 MB
5 - 4 - 1.12 Growth of 1 (658).srt
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6 - 1 - 2.0 Week 2 Introduction (106).mp4
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6 - 1 - 2.0 Week 2 Introduction (106).srt
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6 - 10 - 2.9 Skewness and Kurtosis (1539).mp4
41 MB
6 - 10 - 2.9 Skewness and Kurtosis (1539).srt
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6 - 11 - 2.10 Students-t Distribution (552).mp4
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6 - 11 - 2.10 Students-t Distribution (552).srt
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6 - 12 - 2.11 Linear Functions of Random Variables (1113).mp4
28 MB
6 - 12 - 2.11 Linear Functions of Random Variables (1113).srt
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6 - 2 - 2.1 Univariate Random Variables (2011).mp4
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6 - 2 - 2.1 Univariate Random Variables (2011).srt
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6 - 3 - 2.2 Cumulative Distribution Function (842).mp4
23 MB
6 - 3 - 2.2 Cumulative Distribution Function (842).srt
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6 - 4 - 2.3 Quantiles (750).mp4
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6 - 4 - 2.3 Quantiles (750).srt
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6 - 5 - 2.4 Standard Normal Distribution (1602).mp4
44 MB
6 - 5 - 2.4 Standard Normal Distribution (1602).srt
20 kB
6 - 6 - 2.5 Expected Value and Standard Deviation (1958).mp4
54 MB
6 - 6 - 2.5 Expected Value and Standard Deviation (1958).srt
28 kB
6 - 7 - 2.6 General Normal Distribution (623).mp4
16 MB
6 - 7 - 2.6 General Normal Distribution (623).srt
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6 - 8 - 2.7 Standard Deviation as a Measure of Risk (434).mp4
12 MB
6 - 8 - 2.7 Standard Deviation as a Measure of Risk (434).srt
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6 - 9 - 2.8 Normal Distribution Appropriate for simple returns (1422).mp4
37 MB
6 - 9 - 2.8 Normal Distribution Appropriate for simple returns (1422).srt
19 kB
7 - 1 - 2.12 Value at Risk (1948).mp4
54 MB
7 - 1 - 2.12 Value at Risk (1948).srt
25 kB
8 - 1 - 3.0 Week 3 Introduction (104).mp4
3.6 MB
8 - 1 - 3.0 Week 3 Introduction (104).srt
1.7 kB
8 - 2 - 3.1 Location-scale Model (1215).mp4
29 MB
8 - 2 - 3.1 Location-scale Model (1215).srt
12 kB
8 - 3 - 3.2 Bivariate Discrete Distributions (1418).mp4
46 MB
8 - 3 - 3.2 Bivariate Discrete Distributions (1418).srt
18 kB
8 - 4 - 3.3 Bivariate Continuous Distributions (1415).mp4
42 MB
8 - 4 - 3.3 Bivariate Continuous Distributions (1415).srt
17 kB
8 - 5 - 3.4 Covariance (1916).mp4
54 MB
8 - 5 - 3.4 Covariance (1916).srt
23 kB
8 - 6 - 3.5 Correlation and the Bivariate Normal Distribution (1159).mp4
38 MB
8 - 6 - 3.5 Correlation and the Bivariate Normal Distribution (1159).srt
14 kB
8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).mp4
29 MB
8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).srt
11 kB
8 - 8 - 3.7 Portfolio Example (1920).mp4
56 MB
8 - 8 - 3.7 Portfolio Example (1920).srt
25 kB
9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).mp4
45 MB
9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).srt
22 kB
9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).mp4
56 MB
9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).srt
24 kB
_index.webarchive
137 kB