Semester:WS 15/16
Art:Übung
Plansemester:1
Lektionen / Semester:28.0 L / 21.0 h
Selbststudium:39.0 h
Art:Übung
Plansemester:1
Lektionen / Semester:28.0 L / 21.0 h
Selbststudium:39.0 h
Modulleitung/Dozierende
- Dr. rer. oec. Jurij-Andrei Reichenecker, MSc UZH ETH LL.M.
(Modulleitung)
- Mag. Ulrike Ebli-McKenna
(Modulleitungsassistenz)
- Dr. rer. oec. Jurij-Andrei Reichenecker, MSc UZH ETH LL.M.
(Interner Dozent)
Studiengang
Masterstudium Finance (01.09.2015)Module
Beschreibung
This course will cover the practical implementation of the following concepts:
- Introduction to R (Syntax, program structure, programming concepts)
- Regressions
- (own) Portfolio optimization methods
- Time Series Analysis
Lernergebnisse
Students
- understand the basic concepts and tools of the statistical software R
- are able to do their own programming.
Kompetenzen
Lehrmethoden
Interactive lecture with exercises
Literatur
- Venables, W. N., & Smith, D. M. (2009). An introduction to R (2nd ed.). Surrey: Network Theory Limited.
Arbeitsmaterial
Helpful sources for input:
- CRAN, CRAN Packages, http://cran.r-project.org
- Rmetrics, Rmetrics, http://www.rmetrics.org
Prüfungsmodalitäten
Exposé (30%)
Assignment (70%)
Obligatory class participation
Termine
Datum | Zeit | Raum |
10.09.2015 | 09:00 - 16:00 | H4 |
11.09.2015 | 09:00 - 16:00 | H4 |
06.10.2015 | 16:45 - 18:00 | H4 |
13.10.2015 | 16:30 - 18:15 | H4 |
20.10.2015 | 16:30 - 18:15 | H4 |
03.11.2015 | 09:00 - 14:00 | H4 |
07.11.2015 | 09:00 - 14:00 | H3 |
Prüfungen
- PWW-MA_Programming in Finance (WS 15/16, in Bewertung)