The new Online Computational Finance Certificate Program at the University
of Washington (UW CompFin) will be offering the following two courses next

year: 

 

 

Winter Quarter - R Programming for Computational Finance (begins Jan. 3,
2011).  Instructor is Guy Yollen (with guest lectures by Eric Zivot)
http://www.pce.uw.edu/course.aspx?id=5779

 

 

Spring Quarter - Portfolio Construction and Risk Management (begins Mar. 28,
2011).  Instructor is Doug Martin http://www.pce.uw.edu/course.aspx?id=5778

 

I want to emphasize that R Programming for Computational Finance may be
taken as a stand-alone course apart from the certificate program by
individuals having an adequate quantitative investment background. Course
requirement and application information is available at the link:
http://www.pce.uw.edu/course.aspx?id=5779 . Furthermore, students who
successfully complete the R Programming course will be well prepared for the
Portfolio Construction and Risk Management course offered during the spring
quarter (which can also be taken as a stand-alone course apart from the
certificate program).

 

These two courses cover many of the real world portfolio construction and
risk management methods used by quantitative asset and risk managers . These
include use of Expected Tail Loss (a.k.a. CVaR), fat-tailed skewed returns
distributions, skewed copula models of non-linear correlations, mean versus
ETL optimization and tail risk budgeting. 

 

The "online" offering of these courses provides flexibility to not only
participate in the live online sessions, but also to download and playback
video recorded sessions.

PS

Sorry for the double post, the previous post did not have the web links
inserted correctly.

 

 

Eric Zivot                                               

Robert Richards Chaired Professor of Economics

Adjunct Professor of Finance                            

Adjunct Professor of Statistics

Department of Economics

Box 353330                  email:  ezivot@u.washington.edu 

University of Washington    phone:  206-543-6715            

Seattle, WA 98195-3330

www:  http://faculty.washington.edu/ezivot                  

 

 

Eric Zivot                                               

Robert Richards Chaired Professor of Economics

Adjunct Professor of Finance                            

Adjunct Professor of Statistics

Department of Economics

Box 353330                  email:  ezivot@u.washington.edu 

University of Washington    phone:  206-543-6715            

Seattle, WA 98195-3330
www:  http://faculty.washington.edu/ezivot                  

 


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