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Programming Reference in Eviews
Table of Contents Commands Functions Object Views and Procs Object Data Members Commands Functions Object Views and Procs Object Data Members
technology & finance
technology & finance
Category FE
A Quick Review on Different Asset Pricing Models
Table of Contents Intro CAPM (Capital Asset Pricing Model) Fama-French 3-Factor Model Momentum and Contrarian Effects 4. Fama-French-Carhart 4-Factor Model Intro Talking about any history is like talking about investment ( or trading, whatever), people used to prove that they…
FE 522 Part 4 Monte Carlo Simulation: Basics
Table of Contents Intro Motivation Intro Monte Carlo Simulation is a mathematical technique that allows you to account for risk in quantitative analysis and decision making. It provides a range of possible outcomes and the probabilities they will occur for…
FE514 Week1: The Financial System and Firm Value
Table of Contents Quick Intro 1. The Financial System Key Terminologies: 2. Goals of the Corporation Key Terminologies: 3. Determinants of Value Key Terminologies: 4. Modifying Accounting Data for Managerial Decisions: EVA, MVA, FCFs Key Terminologies: 5. Components of Risk…
FE 514 Introduction to Corporate Finance
Table of Contents Introduction By Topics I. FINANCIAL ANALYSIS AND PLANNING II. FINANCING DECISIONS III. LONG-TERM FINANCING IV. VALUATION V. INVESTMENT ANALYSIS Introduction 1. Corporate Finance Basics a. Definition: Corporate finance deals with how businesses manage their financial resources and…
FE 522 Part 3 Statistical Analysis of Financial Data
Table of Contents Time Series Modeling Auto-correlation Function Sample Auto-correlation Function Example for Generated Data Another Example of Generated Data: ARIMA Using ARIMA modeling on an example Definition of the Process Definition of the Process Forecasts The forecast() Function: How…
FE523 Lecture 1 – Introduction
Table of Contents Development in Finance Theory Development in Finance Theory
FE523 Lecture 2 – Modern Portfolio Theory
Part 2 Basic Descriptive Statistics of Financial Data
Table of Contents Objectives: Getting the Data Descriptive Statistics Plotting the data Some Commonly Used Indicators Get longer time series Get only closing price of data Display a few rows and the last row Moving average over 50 and 200…
FE522 Part 1 Introduction
Table of Contents Introduction Introduction In this course our aim is an introduction to implementation of various methods and techniques involving pricing and hedging derivative securities. The course will be conducted in three parts: As the computational tool of the…
