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种子名称： Introduction to Computational Finance and Financial Econometrics
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文件数目： 128个文件
文件大小： 3.91 GB
收录时间： 2015-3-20 19:07
已经下载： 3次
资源热度： 247
最近下载： 2024-11-26 07:57

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Introduction to Computational Finance and Financial Econometrics.torrent

1 - 1 - Welcome to Introduction to Computational Finance and Financial Econometrics (1314).mp424.44MB

10 - 1 - 4.0 Week 4 Introduction (211).mp47.48MB

10 - 2 - 4.1 Matrix Algebra Portfolio Math (2114).mp452.61MB

10 - 3 - 4.2 Matrix Algebra Bivariate Normal (726).mp421.61MB

11 - 1 - 4.3 Time Series Concepts (1648).mp445.52MB

11 - 2 - 4.4 Autocorrelation (914).mp424.18MB

11 - 3 - 4.5 White Noise Processes (1231).mp438.73MB

11 - 4 - 4.6 Nonstationary Processes (1729).mp447.63MB

11 - 5 - 4.7 Moving Average Processes (2545).mp465.44MB

11 - 6 - 4.8 Autoregressive Processes Part 1 (319).mp49.25MB

11 - 7 - 4.9 Autoregressive Processes Part 2 (2819).mp477.56MB

12 - 1 - 5.0 Week 5 Introduction.mp411.79MB

12 - 2 - 5.1 Covariance Stationarity (1128).mp437.82MB

12 - 3 - 5.2 Histograms (1133).mp435.24MB

12 - 4 - 5.3 Sample Statistics (1524).mp446.76MB

12 - 5 - 5.4 Empirical CDF and QQ plots (1200).mp438.07MB

12 - 6 - 5.5 Outliers Part 1 (715).mp474.73MB

12 - 7 - 5.6 Outliers Part 2 (739).mp422.47MB

12 - 8 - 5.7 Graphical Measures (2317).mp470.26MB

12 - 9 - 5.8 Descriptive Statistics for Daily Data (2417).mp476.14MB

13 - 1 - 6.0 Week 6 Introduction.mp412.81MB

13 - 10 - 6.9 Confidence Intervals (1247).mp440.19MB

13 - 11 - 6.10 Monte Carlo Simulation (1527).mp443.86MB

13 - 12 - 6.11 Value at Risk in CER model (736).mp422.13MB

13 - 2 - 6.1 Constant Expected Return Model (1407).mp439.95MB

13 - 3 - 6.2 Simulating Data (1214).mp432.95MB

13 - 4 - 6.3 Random Walk Model (538).mp416.54MB

13 - 5 - 6.4 Estimating Parameters of CER (1859).mp456.99MB

13 - 6 - 6.5 Bias and Precision (1302).mp433.55MB

13 - 7 - 6.6 Mean Squared Error (122).mp43.26MB

13 - 8 - 6.7 Standard Errors (2212).mp469.2MB

13 - 9 - 6.8 Asymptotic Properties of Estimators (1411) .mp441.68MB

14 - 1 - 7.0 Week 7 Introduction (243).mp48.31MB

14 - 2 - 7.1 Bootstrap (2606).mp481.19MB

14 - 3 - 7.2 Performing the Bootstrap in R (1810).mp454.95MB

14 - 4 - 7.3 Boostrapping VaR (844).mp427.43MB

15 - 1 - 7.4 Hypothesis Testing Introduction (829).mp425.92MB

15 - 2 - 7.5 Hypothesis Testing Overview (906).mp426.65MB

15 - 3 - 7.6 Hypothesis Testing CER Model (1047).mp431.63MB

15 - 4 - 7.7 Chi-square and Students t distributions (516).mp414.11MB

15 - 5 - 7.8 Test of Specific Coefficient Value (2607).mp477.22MB

15 - 6 - 7.9 Test for Normal Distribution (836).mp424.55MB

15 - 7 - 7.10 Test for No Autocorrelation (536).mp416.51MB

15 - 8 - 7.11 Diagnostics for Constant Parameters (2221).mp473.51MB

16 - 1 - 8.0 Week 8 Introduction (257).mp48.4MB

16 - 10 - 8.9 Tangency Portfolio (1733).mp435.78MB

16 - 11 - 8.10 Examples (1011).mp419.22MB

16 - 12 - 8.11 Portfolio Theory with Matrix Algebra Part 1 (1526).mp429.95MB

16 - 13 - 8.12 Portfolio Theory with Matrix Algebra Part 2 (1554).mp431.64MB

16 - 14 - 8.13 Portfolio Theory with Matrix Algebra Part 3 (1634).mp433.93MB

16 - 15 - Brief Comment about Excel Solver Add-in (212).mp45.44MB

16 - 2 - 8.1 Introduction to Portfolio Theory (1435).mp426.56MB

16 - 3 - 8.2 Portfolio Examples (608).mp412.89MB

16 - 4 - 8.3 Portfolio Value-at-Risk (611).mp412.73MB

16 - 5 - 8.4 Portfolio Frontier (1028).mp420.35MB

16 - 6 - 8.5 Efficient Portfolios (1000).mp418.84MB

16 - 7 - 8.6 Minimum Variance Portfolio (1243).mp423.95MB

16 - 8 - 8.7 Portfolios with a Risk Free Asset Part 1 (724).mp411.94MB

16 - 9 - 8.8 Portfolios with a Risk Free Asset Part 2 (1832).mp436.47MB

17 - 1 - 9.0 Week 9 Introduction (359).mp410.97MB

17 - 2 - 9.1 Computing the Portfolio Frontier (2653).mp451.61MB

17 - 3 - 9.2 Computing the Tangency Portfolio (2211).mp446.19MB

17 - 4 - 9.3 Mutual Fund Separation Theorem and Examples (1104).mp421.64MB

17 - 5 - 9.4 Portfolio Analysis in R (843).mp421.37MB

17 - 6 - 9.5 Portfolio Analysis in Excel Part 1 (1314).mp439.93MB

17 - 7 - 9.6 Portfolio Analysis in Excel Part 2 (854).mp428.05MB

18 - 1 - 9.7 Portfolio Theory with No Short Sales (1315).mp432.82MB

18 - 2 - 9.8 R packages for Portfolio Theory (643).mp418.13MB

18 - 3 - 9.9 Using Solve.QP() in R (1019).mp423.52MB

18 - 4 - 9.10 Global minimum variance (816).mp421.69MB

18 - 5 - 9.11 Efficient Frontier (856).mp423.1MB

19 - 1 - 9.12 Statistical Analysis of Efficient Portfolios (835).mp420.68MB

19 - 2 - 9.13 Bootstrapping Efficient Portfolios (2201).mp451.99MB

19 - 3 - 9.14 Efficient Portfolios Over Time (1801).mp442.91MB

2 - 1 - 1.0 Week 1 Introduction (058).mp42.22MB

20 - 1 - 10.0 Week 10 Introduction (150).mp44.97MB

20 - 2 - 10.1 Portfolio Risk Budgeting (1059).mp423.85MB

20 - 3 - 10.2 Eulers Theorem and Risk Decomposition (1720).mp433.38MB

20 - 4 - 10.3 Risk Decomposition for Portfolio Volatility (912).mp418.77MB

20 - 5 - 10.4 Using and Interpreting Marginal Contribution to Risk (1211).mp423.36MB

20 - 6 - 10.5 Beta (1914).mp434.29MB

21 - 1 - 10.6 Sharpes Single Index Model (1048).mp420.38MB

21 - 10 - 10.15 A Single Index Model Portfolio Example (554).mp412.55MB

21 - 11 - 10.16 Estimating the Single Index Model Covariance Matrix (456).mp411.66MB

21 - 12 - 10.17 Hypothesis Testing in the Single Index Model (1334).mp427.2MB

21 - 2 - 10.7 Statistical Properties of the Single Index Model (1220).mp423.47MB

21 - 3 - 10.8 Decomposition of Total Variance (942).mp418.26MB

21 - 4 - 10.9 The Single Index Model and Portfolios (751).mp414.42MB

21 - 5 - 10.10 Estimating the Single Index Model (1233).mp425.05MB

21 - 6 - 10.11 Examples with the Single Index Model (1803).mp438.42MB

21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).mp443.86MB

21 - 8 - 10.13 Statistical Properties of Least Square Estimates (831).mp417.96MB

21 - 9 - 10.14 Using Matrix Algebra with the Single Index Model (356).mp47.35MB

3 - 1 - 1.1 Future Value Present Value and Compounding (1702).mp453.51MB

3 - 2 - 1.2 Asset Returns (1653).mp448.67MB

3 - 3 - 1.3 Portfolio Returns (912).mp426.82MB

3 - 4 - 1.4 Dividends (400).mp412.1MB

3 - 5 - 1.5 Inflation (457).mp413.21MB

3 - 6 - 1.6 Annualizing Returns (532).mp414.42MB

4 - 1 - 1.7 Continuously Compounded Returns (1555).mp442.46MB

4 - 2 - 1.8 CC Portfolio Returns and Inflation (550).mp416.54MB

5 - 1 - 1.9 Simple Returns (401).mp411.6MB

5 - 2 - 1.10 Getting Financial Data from Yahoo (1026).mp427.2MB

5 - 3 - 1.11 Return Calculations (621).mp417.48MB

5 - 4 - 1.12 Growth of 1 (658).mp417.28MB

6 - 1 - 2.0 Week 2 Introduction (106).mp42.58MB

6 - 10 - 2.9 Skewness and Kurtosis (1539).mp441.43MB

6 - 11 - 2.10 Students-t Distribution (552).mp414.38MB

6 - 12 - 2.11 Linear Functions of Random Variables (1113).mp428.32MB

6 - 2 - 2.1 Univariate Random Variables (2011).mp454.41MB

6 - 3 - 2.2 Cumulative Distribution Function (842).mp423.33MB

6 - 4 - 2.3 Quantiles (750).mp420.15MB

6 - 5 - 2.4 Standard Normal Distribution (1602).mp443.61MB

6 - 6 - 2.5 Expected Value and Standard Deviation (1958).mp453.74MB

6 - 7 - 2.6 General Normal Distribution (623).mp415.92MB

6 - 8 - 2.7 Standard Deviation as a Measure of Risk (434).mp412.19MB

6 - 9 - 2.8 Normal Distribution Appropriate for simple returns (1422).mp436.55MB

7 - 1 - 2.12 Value at Risk (1948).mp453.74MB

8 - 1 - 3.0 Week 3 Introduction (104).mp43.56MB

8 - 2 - 3.1 Location-scale Model (1215).mp428.81MB

8 - 3 - 3.2 Bivariate Discrete Distributions (1418).mp445.6MB

8 - 4 - 3.3 Bivariate Continuous Distributions (1415).mp442.33MB

8 - 5 - 3.4 Covariance (1916).mp453.47MB

8 - 6 - 3.5 Correlation and the Bivariate Normal Distribution (1159).mp437.91MB

8 - 7 - 3.6 Linear Combination of 2 Random Variables (1109).mp428.74MB

8 - 8 - 3.7 Portfolio Example (1920).mp455.89MB

9 - 1 - 3.8 Matrix Algebra Review Part 1 (1702).mp444.99MB

9 - 2 - 3.9 Matrix Algebra Review Part 2 (2010).mp456.51MB