Back to search results

Introduction to Computational Finance and Financial Econometrics


Provider
coursera

Price
Free

School
University of Washington

Type
University

Instructor
Eric Zivot

Category
Economics & Finance

Duration
10 weeks

Format
Video

Language
English

Description
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.