Financial Risk Forecasting

Seminars

Updated for 2026

Eleven comprehensive seminar assignments with hands-on exercises.

The material from the book can be practically implemented in eleven seminars, with over 100 questions and complete solutions for self-study.

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

Questions and solutions

These are the questions and solutions used in the course.

Seminar Questions (PDF) Complete collection without solutions v5.0 Autumn 2026 Seminar Questions and Solutions (PDF) Complete collection with solutions v5.0 Autumn 2026
Weekly seminars

Each seminar is available in both HTML (for online viewing) and PDF (for download). Work through them sequentially after reviewing the relevant slides.

0Getting Started with Python, Anaconda and Positronv5.0 August 2026 HTML PDF
1Week 1: Introduction to Python and Financial Data Analysisv5.0 August 2026 HTML PDF
2Week 2: Data Download and Visualisationv5.0 August 2026 HTML PDF
3Week 3: Distributions and Statistical Analysisv5.0 August 2026 HTML PDF
4Week 4: Reporting with Quarto and Pythonv5.0 August 2026 HTML PDF
5Week 5: Simulation Methodsv5.0 August 2026 HTML PDF
6Week 6: Univariate Volatility Modelsv5.0 August 2026 HTML PDF
7Week 7: Multivariate Volatilityv5.0 August 2026 HTML PDF
8Week 8: Implementing Risk Forecastingv5.0 August 2026 HTML PDF
9Week 9: Simulation-Based Risk Measurementv5.0 August 2026 HTML PDF
10Week 10: Backtesting Risk Modelsv5.0 August 2026 HTML PDF
License (CC BY-NC-ND 4.0)

Copyright 2011 – 2026 Jon Danielsson. These seminar materials are licensed under Creative Commons BY-NC-ND 4.0. Non-commercial use is permitted, but not distribution of modified versions. Material credited to a source on the page itself is excepted and remains with its original owner. For permission to adapt the seminar materials for your own course, please get in touch.