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technology & finance
technology & finance
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…
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…
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…
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…
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…
