Seminars

Ten comprehensive seminar assignments with hands-on exercises

The material from the book can be practically implemented in ten seminars.

Thanks to Alvaro Aguirre and Yuyang Lin for developing early versions of the seminars.

Complete Seminar Materials (Version 4.0, August 2025)

All Questions (PDF) Complete collection without solutions All Solutions (PDF) Complete collection with solutions

Weekly Seminars

Each seminar is available in both HTML (for online viewing) and PDF (for download). Work through them sequentially after reviewing the relevant slides.

1Introduction to R and Financial Data Analysisv4.0 August 2025HTMLPDF
2Data Download and Visualisationv4.0 August 2025HTMLPDF
3Distributions and Statistical Analysisv4.0 August 2025HTMLPDF
4Creating Reports with Quartov4.0 August 2025HTMLPDF
5Simulations and Functionsv4.0 August 2025HTMLPDF
6Univariate Volatility Modelsv4.0 August 2025HTMLPDF
7Multivariate Volatility Modelsv4.0 August 2025HTMLPDF
8Implementing Risk Forecastingv4.0 August 2025HTMLPDF
9Simulation-based Risk Measurementv4.0 August 2025HTMLPDF
10Backtesting Risk Modelsv4.0 August 2025HTMLPDF