Coursera – Introduction to Computational Finance and Financial Econometrics

Coursera – Introduction to Computational Finance and Financial Econometrics

English | Size: 3.91 GB (4,194,566,058 Bytes)
Category: Tutorial

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
Buy Long-term Premium Accounts To Support Me & Max Speed

DOWNLOAD:

http://rapidgator.net/file/cc4bc42b52eb44fd89a9f95b5b421605/%5BCoursera%5D_Introduction_to_Computational_Finance_and_Financial_Econometrics.part1.rar.html
http://rapidgator.net/file/c40374117dbd0827a7c506920dc1a3a2/%5BCoursera%5D_Introduction_to_Computational_Finance_and_Financial_Econometrics.part2.rar.html
http://rapidgator.net/file/3b0f3853013f6b07c4ffa1dad0f70108/%5BCoursera%5D_Introduction_to_Computational_Finance_and_Financial_Econometrics.part3.rar.html
http://rapidgator.net/file/5b83e09df448baf190d99aeb596ad516/%5BCoursera%5D_Introduction_to_Computational_Finance_and_Financial_Econometrics.part4.rar.html
http://rapidgator.net/file/b1c1c7db2b071919b0bd42adbb0d3533/%5BCoursera%5D_Introduction_to_Computational_Finance_and_Financial_Econometrics.part5.rar.html
http://rapidgator.net/file/7441afadc1205493d30cd700d4f1497a/%5BCoursera%5D_Introduction_to_Computational_Finance_and_Financial_Econometrics.part6.rar.html

http://nitroflare.com/view/B4ADC1A19F40963/_Coursera__Introduction_to_Computational_Finance_and_Financial_Econometrics.part1.rar
http://nitroflare.com/view/35201A786BC8AEC/_Coursera__Introduction_to_Computational_Finance_and_Financial_Econometrics.part2.rar
http://nitroflare.com/view/5D04C2A519807C4/_Coursera__Introduction_to_Computational_Finance_and_Financial_Econometrics.part3.rar
http://nitroflare.com/view/F2CA6E861E9895D/_Coursera__Introduction_to_Computational_Finance_and_Financial_Econometrics.part4.rar
http://nitroflare.com/view/C2EFA802597A319/_Coursera__Introduction_to_Computational_Finance_and_Financial_Econometrics.part5.rar
http://nitroflare.com/view/632B9B5CD5A2B2C/_Coursera__Introduction_to_Computational_Finance_and_Financial_Econometrics.part6.rar

If any links die or problem unrar, send request to http://goo.gl/aUHSZc