Seminars
Ten comprehensive seminar assignments with hands-on exercises
The material from the book can be practically implemented in ten seminars.
Thanks to Alvaro Aguirre and Yuyang Lin for developing early versions of the seminars.
Complete Seminar Materials (Version 4.0, August 2025)
- All Questions (PDF) - Complete collection of seminar questions without solutions
- All Solutions (PDF) - Complete collection with solutions for self-study
Weekly Seminars
Each seminar is available in both HTML (for online viewing) and PDF (for download/printing) formats. Work through them sequentially after reviewing the relevant [slides](/slides/).
| Seminar | Topic | View Online | Download PDF | Latest update |
|---|---|---|---|---|
| 1 | Introduction to R and Financial Data Analysis | HTML | Version 4.0, August 2025 | |
| 2 | Data Download and Visualisation | HTML | Version 4.0, August 2025 | |
| 3 | Distributions and Statistical Analysis | HTML | Version 4.0, August 2025 | |
| 4 | Creating Reports with Quarto | HTML | Version 4.0, August 2025 | |
| 5 | Simulations and Functions | HTML | Version 4.0, August 2025 | |
| 6 | Univariate Volatility Models | HTML | Version 4.0, August 2025 | |
| 7 | Multivariate Volatility Models | HTML | Version 4.0, August 2025 | |
| 8 | Implementing Risk Forecasting | HTML | Version 4.0, August 2025 | |
| 9 | Simulation-based Risk Measurement | HTML | Version 4.0, August 2025 | |
| 10 | Backtesting Risk Models | HTML | Version 4.0, August 2025 |