The University of Washington Computational Finance and Risk Management
Program is offering the following online R course (to be taught by R finance
guru Guy Yollin) for the winter quarter. It is available to qualified
non-degree students as a standalone course. 

 

Financial Data Modeling and Analysis in R: Online Course starts January 3,
2012

Financial Data Modeling and Analysis in R (AMATH 542) is a comprehensive
introduction to

the R statistical programming language (www.r-project.org) for computational
finance offered

by the University of Washington Computational Finance program and taught by
Affiliate

Instructor Guy Yollin. The focus of the course is on the development of R
scripts and the use of

R packages for applications in quantitative finance. Topics include factor
models, time series

analysis, risk analysis, and portfolio analytics. The primary course text is
Statistics and Data

Analysis for Financial Engineering (Ruppert, 2010). No previous experience
with R is assumed

but a working knowledge of computer programming, basic statistics, and
finance is required.

For further information on this course see
http://www.pce.uw.edu/courses/financial-dataanalysis/

web-winter-2012/. You may enroll in this course on a single course
enrollment (SCE)

basis at
https://www.outreach.washington.edu/registration/scestart.asp?CRN=117710 .

 

Eric Zivot                                               

Robert Richards Chaired Professor of Economics and Director of Outreach

Adjunct Professor of Finance                            

Adjunct Professor of Statistics

Adjunct Professor of Applied Mathematics 

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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