4008086: Programming in Finance

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Semester:WS 15/16
Art:Übung
Plansemester:1
Lektionen / Semester:28.0 L / 21.0 h
Selbststudium:39.0 h

Studiengang

Masterstudium Finance (01.09.2015)

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

DatumZeitRaum
10.09.201509:00 - 16:00H4
11.09.201509:00 - 16:00H4
06.10.201516:45 - 18:00H4
13.10.201516:30 - 18:15H4
20.10.201516:30 - 18:15H4
03.11.201509:00 - 14:00H4
07.11.201509:00 - 14:00H3

Prüfungen

  • PWW-MA_Programming in Finance (WS 15/16, in Bewertung)