การเงินประยุกต์ ใน R

Work with risk-factor return series, study their empirical properties, and make estimates of value-at-risk.

Learn the fundamentals of valuing stocks.

Learn to use R to develop models to evaluate and analyze bonds as well as protect them from interest rate changes.

This course covers the basics of financial trading and how to use quantstrat to build signal-based trading strategies.

Apply statistical modeling in a real-life setting using logistic regression and decision trees to model credit risk.

Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.