Financial Risk Forecasting

 

Exercises and questions

Exercises and questions

End of chapter questions - July 2020 version 1

Empirical questions - July 2020 version 1

Seminars

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.


Financial Risk Forecasting

Market risk forecasting with R, Julia, Python and Matlab. Code, lecture slides, implementation notes, seminar assignments and questions.
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