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[Coursera] Introduction to Computational Finance and Financial Econometrics (University of Washington) (compfinance)

by: University of Washington

Publisher: Academic Torrents

Contributor: Academic Torrents

Academictorrents_collection: video-lectures

Addeddate: 2018-08-12 17:57:18

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MVT_Rnews_djvu.txt

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03_6.2_Simulating_Data_12-14.txt

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04_6.3_Random_Walk_Model_5-38.txt

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05_6.4_Estimating_Parameters_of_CER_18-59.txt

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06_6.5_Bias_and_Precision_13-02.txt

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07_6.6_Mean_Squared_Error_1-22.txt

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08_6.7_Standard_Errors_22-12.txt

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09_6.8_Asymptotic_Properties_of_Estimators_14-11.txt

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10_6.9_Confidence_Intervals_12-47.txt

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11_6.10_Monte_Carlo_Simulation_15-27.txt

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12_6.11_Value_at_Risk_in_CER_model_7-36.txt

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01_7.0_Week_7_Introduction_2-43.txt

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02_7.1_Bootstrap_26-06.txt

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03_7.2_Performing_the_Bootstrap_in_R_18-10.txt

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04_7.3_Boostrapping_VaR_8-44.txt

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01_7.4_Hypothesis_Testing-_Introduction_8-29.txt

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02_7.5_Hypothesis_Testing-_Overview_9-06.txt

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03_7.6_Hypothesis_Testing-_CER_Model_10-47.txt

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04_7.7_Chi-square_and_Students_t_distributions_5-16.txt

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05_7.8_Test_of_Specific_Coefficient_Value_26-07.txt

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06_7.9_Test_for_Normal_Distribution_8-36.txt

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07_7.10_Test_for_No_Autocorrelation_5-36.txt

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08_7.11_Diagnostics_for_Constant_Parameters_22-21.txt

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01_8.0_Week_8_Introduction_2-57.txt

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02_8.1_Introduction_to_Portfolio_Theory_14-35.txt

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03_8.2_Portfolio_Examples_6-08.txt

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04_8.3_Portfolio_Value-at-Risk_6-11.txt

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05_8.4_Portfolio_Frontier_10-28.txt

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06_8.5_Efficient_Portfolios_10-00.txt

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07_8.6_Minimum_Variance_Portfolio_12-43.txt

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08_8.7_Portfolios_with_a_Risk_Free_Asset_Part_1_7-24.txt

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09_8.8_Portfolios_with_a_Risk_Free_Asset_Part_2_18-32.txt

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10_8.9_Tangency_Portfolio_17-33.txt

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11_8.10_Examples_10-11.txt

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12_8.11_Portfolio_Theory_with_Matrix_Algebra_Part_1_15-26.txt

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13_8.12_Portfolio_Theory_with_Matrix_Algebra_Part_2_15-54.txt

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14_8.13_Portfolio_Theory_with_Matrix_Algebra_Part_3_16-34.txt

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15_Brief_Comment_about_Excel_Solver_Add-in_2-12.txt

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02_9.1_Computing_the_Portfolio_Frontier_26-53.txt

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03_9.2_Computing_the_Tangency_Portfolio_22-11.txt

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04_9.3_Mutual_Fund_Separation_Theorem_and_Examples_11-04.txt

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05_9.4_Portfolio_Analysis_in_R_8-43.txt

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06_9.5_Portfolio_Analysis_in_Excel_Part_1_13-14.txt

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07_9.6_Portfolio_Analysis_in_Excel_Part_2_8-54.txt

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01_9.7_Portfolio_Theory_with_No_Short_Sales_13-15.txt

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02_9.8_R_packages_for_Portfolio_Theory_6-43.txt

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03_9.9_Using_Solve.QP_in_R_10-19.txt

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04_9.10_Global_minimum_variance_8-16.txt

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05_9.11_Efficient_Frontier_8-56.txt

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01_9.12_Statistical_Analysis_of_Efficient_Portfolios_8-35.txt

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02_9.13_Bootstrapping_Efficient_Portfolios_22-01.txt

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03_9.14_Efficient_Portfolios_Over_Time_18-01.txt

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01_10.0_Week_10_Introduction_1-50.txt

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02_10.1_Portfolio_Risk_Budgeting_10-59.txt

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03_10.2_Eulers_Theorem_and_Risk_Decomposition_17-20.txt

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04_10.3_Risk_Decomposition_for_Portfolio_Volatility_9-12.txt

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05_10.4_Using_and_Interpreting_Marginal_Contribution_to_Risk_12-11.txt

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06_10.5_Beta_19-14.txt

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01_10.6_Sharpes_Single_Index_Model_10-48.txt

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02_10.7_Statistical_Properties_of_the_Single_Index_Model_12-20.txt

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03_10.8_Decomposition_of_Total_Variance_9-42.txt

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04_10.9_The_Single_Index_Model_and_Portfolios_7-51.txt

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05_10.10_Estimating_the_Single_Index_Model_12-33.txt

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06_10.11_Examples_with_the_Single_Index_Model_18-03.txt

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07_10.12_Least_Squares_Estimation_of_Single_Index_Model_Parameters_21-06.txt

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08_10.13_Statistical_Properties_of_Least_Square_Estimates_8-31.txt

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09_10.14_Using_Matrix_Algebra_with_the_Single_Index_Model_3-56.txt

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10_10.15_A_Single_Index_Model_Portfolio_Example_5-54.txt

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11_10.16_Estimating_the_Single_Index_Model_Covariance_Matrix_4-56.txt

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12_10.17_Hypothesis_Testing_in_the_Single_Index_Model_13-34.txt

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[Coursera] Introduction to Computational Finance and Financial Econometrics (University of Washington) (compfinance)

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