Financial Risk Forecasting
Market risk forecasting with R, Julia, Python and Matlab. Code, lecture slides, implementation notes, seminar assignments and questions.
© All rights reserved, Jon Danielsson,
2024
End of chapter questions - July 2020 version 1
Empirical questions - July 2020 version 1
The material from the book can be practically implemented in an eight-seminar. The course structure, along with weekly homework exercises, can be found here.
Market risk forecasting with R, Julia, Python and Matlab. Code, lecture slides, implementation notes, seminar assignments and questions.
© All rights reserved, Jon Danielsson,
2024