Seminar assignments for Financial Risk Forecasting

Seminars

The material from the book can be practically implemented in ten seminars.

Seminar Latest update
Seminar 1 Version 4.0, August 2024
Seminar 2 Version 4.0, August 2024
Seminar 3 Version 4.0, August 2024
Seminar 4 Version 4.0, August 2024
Seminar 5 Version 4.0, August 2024
Seminar 6 Version 4.0, August 2024
Seminar 7 Version 4.0, August 2024
Seminar 8 Version 4.0, August 2024
Seminar 9 Version 4.0, August 2024
Seminar 10 Version 4.0, August 2024

Thanks to Alvaro Aguirre and Yuyang Lin for developing early versions of the seminars.


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