Windows 7 » Разное » Coursera - Introduction to Computational Finance and Financial Econometrics

Coursera - Introduction to Computational Finance and Financial Econometrics

Автор: Bo0mB0om » 27 июня 2016
Coursera - Introduction to Computational Finance and Financial Econometrics
Coursera - Introduction to Computational Finance and Financial Econometrics
WEBRip | English | MP4 + Project files | 960 x 540 | AVC ~154 kbps | 30.919 fps
AAC | 128 Kbps | 44.1 KHz | 2 channels | Subs: English (.srt) | 25:23:27 | 3.9 GB
Genre: eLearning Video / Finance, Analysis, Mathematics, Statistics


Learn mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. Apply these tools to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. Learn how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios.

You'll do the R assignments for this course on DataCamp.com, an online interactive learning platform that offers free R tutorials through learning-by-doing. The platform provides you with hints and instant feedback on how to perform even better. Every week, new labs will be posted.
Course Syllabus
Topics covered include:
Computing asset returns
Univariate random variables and distributions
Characteristics of distributions, the normal distribution, linear function of random variables, quantiles of a distribution, Value-at-Risk
Bivariate distributions
Covariance, correlation, autocorrelation, linear combinations of random variables
Time Series concepts
Covariance stationarity, autocorrelations, MA(1) and AR(1) models
Matrix algebra
Descriptive statistics
histograms, sample means, variances, covariances and autocorrelations
The constant expected return model
Monte Carlo simulation, standard errors of estimates, confidence intervals, bootstrapping standard errors and confidence intervals, hypothesis testing , Maximum likelihood estimation, review of unconstrained optimization methods
Introduction to portfolio theory
Portfolio theory with matrix algebra
Review of constrained optimization methods, Markowitz algorithm, Markowitz Algorithm using the solver and matrix algebra
Statistical Analysis of Efficient Portfolios
Risk budgeting
Euler's theorem, asset contributions to volatility, beta as a measure of portfolio risk
The Single Index Model
Estimation using simple linear regression

Coursera - Introduction to Computational Finance and Financial Econometrics


Coursera - Introduction to Computational Finance and Financial Econometrics


Coursera - Introduction to Computational Finance and Financial Econometrics


DOWNLOAD
(Buy premium account for maximum speed and resumming ability)





Перед тем как скачать Coursera - Introduction to Computational Finance and Financial Econometrics бесплатно, без смс, регистрации, на халяву, через торрент, рекомендуем прочитать отзывыо Coursera - Introduction to Computational Finance and Financial Econometrics.

Другие новости по теме:
  • Corel VideoStudio Ultimate X7 17.1.0.22 SP1 Multilingual + Premium 64-bit video FX apps 160627
    Corel VideoStudio Ultimate X7 17.1.0.22 SP1 Multilingual + Premium 64-bit video FX apps 160627[center]Corel VideoStudio Ultimate X7 17.1.0.22 SP1 Multilingual + Premium 64-bit video FX apps | 3.72
  • BMW ETK 06.2016 Multilingual
    BMW ETK 06.2016 Multilingual | 5.2 GBDescription: Catalogue of spare parts from the manufacturer. The search is performed both in the spare part number, and on the vehicle model and the vehicle VIN.
  • Altium Designer 16.1.10
    Altium Designer 16.1.10 | 3.3 GbAltium Limited, a global leader in Electronic Design Automation, native 3D PCB design systems (Altium Designer) and embedded software development toolkits (TASKING),
  • CD-Adapco Star CCM+ 10.04.011 160627
    CD-Adapco Star CCM+ 10.04.011 160627[center]CD-Adapco Star CCM+ 10.04.011 | 3.5 GbCD-adapco, the largest privately held CFD-focused provider of Computer Aided Engineering software, has released the
  • Coursera - A Brief History of Humankind
    Coursera - A Brief History of HumankindWEBRip | English | MP4 | 960 x 540 | AVC ~148 kbps | 25 fpsAAC | 101 Kbps | 48.0 KHz | 2 channels | Subs: English (.srt) | 39:13:06 | 5.36 GBGenre: eLearning