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22. Financial Econometrics Using Matlab
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elearning aneconomist
Apr 20, 2012, 8:43:20 AM4/20/12
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22. Financial Econometrics Using Matlab
Special Four Weeks long course has been developed and launched on
Financial Econometrics using Matlab. The course is equally important
to the beginners and advanced learners in Finance, Economics and
Financial Econometrics who want to a sense of modeling and analysis.
The main objective of the course is to introduce the theory and
application of Financial Econometrics and how to use the powerful math
tool, the Matlab for analysis and simulation. Objective of the course
is specifically to develop strong academic knowledge in Financial
Econometrics, its practical use and hands on use of Matlab.
The course is planned in three sections:
• Registration starts today: April 07, 2012
• Registration ends: May 15, 2012
• Course Begins: May 21, 2012
Main contents are:
Exempted Topics for Advanced Learners in Statistics and Econometrics
• Introduction to Probability
• Introduction to Random Variables
• Random Sequences
Basic Course Topics for All
• Introduction to Computer Simulation of Random Variables
• Foundations of Monte Carlo Simulations
• Fundamentals of Quasi Monte Carlo (QMC) Simulations
• Introduction to Random Processes
• Solution of Stochastic Differential Equations
• General Approach to the Valuation of Contingent Claims
• Pricing Options using Monte Carlo Simulations
• Term Structure of Interest Rates and Interest Rate Derivatives
• Credit Risk and the Valuation of Corporate Securities
• Valuation of Portfolios of Financial Guarantees
• Risk Management and Value at Risk (VaR)
• Value at Risk (VaR) and Principal Components Analysis (PCA)
All these topics will be discussed in context of Matlab
The course fee structure
For Individuals:
• Default: 500GBP for three months,
For Groups/Institutions:
• Default: 1000GBP for Three Months,
MatLab M-files, EBooks, Manuals, Example datasets, EBooks and weekly
lecture slides will be provided before commencement of each lecture.
The course will be offered to those who register on http://elearning.aneconomist.com.
Registration should be confirmed within a week, or the system will
delete all those accounts not with a status of confirmed payment and
enrolment for a course.
Special Four Weeks long course has been developed and launched on
Financial Econometrics using Matlab. The course is equally important
to the beginners and advanced learners in Finance, Economics and
Financial Econometrics who want to a sense of modeling and analysis.
The main objective of the course is to introduce the theory and
application of Financial Econometrics and how to use the powerful math
tool, the Matlab for analysis and simulation. Objective of the course
is specifically to develop strong academic knowledge in Financial
Econometrics, its practical use and hands on use of Matlab.
The course is planned in three sections:
• Registration starts today: April 07, 2012
• Registration ends: May 15, 2012
• Course Begins: May 21, 2012
Main contents are:
Exempted Topics for Advanced Learners in Statistics and Econometrics
• Introduction to Probability
• Introduction to Random Variables
• Random Sequences
Basic Course Topics for All
• Introduction to Computer Simulation of Random Variables
• Foundations of Monte Carlo Simulations
• Fundamentals of Quasi Monte Carlo (QMC) Simulations
• Introduction to Random Processes
• Solution of Stochastic Differential Equations
• General Approach to the Valuation of Contingent Claims
• Pricing Options using Monte Carlo Simulations
• Term Structure of Interest Rates and Interest Rate Derivatives
• Credit Risk and the Valuation of Corporate Securities
• Valuation of Portfolios of Financial Guarantees
• Risk Management and Value at Risk (VaR)
• Value at Risk (VaR) and Principal Components Analysis (PCA)
All these topics will be discussed in context of Matlab
The course fee structure
For Individuals:
• Default: 500GBP for three months,
For Groups/Institutions:
• Default: 1000GBP for Three Months,
MatLab M-files, EBooks, Manuals, Example datasets, EBooks and weekly
lecture slides will be provided before commencement of each lecture.
The course will be offered to those who register on http://elearning.aneconomist.com.
Registration should be confirmed within a week, or the system will
delete all those accounts not with a status of confirmed payment and
enrolment for a course.
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