Seminars
Seminars and support
Support
We have also made a Support Notebook for the course, which includes more advanced R material and discussion on some topics of Financial Risk Forecasting.
Seminars
The material from the book can be practically implemented in an eight-seminar. The course structure, along with weekly homework exercises, can be found in pdf and html.
| Seminar | Latest update |
|---|---|
| Seminar1 | Version 2.0, September 2022 |
| Seminar2 | Version 2.1, October 2022 |
| Seminar3 | Version 2.0, September 2022 |
| Seminar4 | Version 2.0, September 2022 |
| Seminar5 | Version 2.0, September 2022 |
| Seminar6 | Version 2.0, September 2022 |
| Seminar7 | Version 2.0, September 2022 |
| Seminar8 | Version 2.1, November 2022 |
Thanks to Alvaro Aguirre and Yuyang Lin for developing the seminar and support notebooks.
Financial Risk Forecasting
Market risk forecasting with R, Julia, Python and Matlab. Code, lecture slides, implementation notes, seminar assignments and questions.© All rights reserved, Jon Danielsson,
Financial Risk Forecasting
Market risk forecasting with R, Julia, Python and Matlab. Code, lecture slides, implementation notes, seminar assignments and questions.© All rights reserved, Jon Danielsson,