Financial Econometrics Using
Matlab
Main contents are:
Financial Econometrics Using
Matlab: Two Weeks Course
Matlab has been one of the important Modeling, Simulations and
Data Analysis software widely used by Financial Econometricians. Two Weeks long
course has been developed to introduce basic training in Financial Econometrics
using Matlab and making the registered students enabled to independently apply
their skills to Data Analysis and Modeling in the Areas of Econometrics and
Finance. The course is equally important to the beginners and advanced learners
in Finance, Economics and Financial Econometrics who want to develop a sense of
modeling and analysis. The main objective of the course is to introduce the theory
and application of Financial Econometrics and how to use the powerful Mathematical
Modeling Software Tool, Matlab for analysis and simulation.
The course is planned in three sections:
Exempted Topics for Advanced Learners in Statistics and
Econometrics
Matlab has been one of the important Modeling, Simulations and
Data Analysis software widely used by Financial Econometricians. The one week
short course has been developed to introduce basic training in using Matlab for
Finance enabling the registered students to independently apply their skills to
Data Analysis and Modeling in the area of Finance. The course is equally
important to the beginners and advanced learners in Finance, Economics and
Financial Econometrics who want to develop a sense of modeling and analysis.
The main objective of the course is to introduce the theory and application of Financial
Econometrics and how to use the powerful Mathematical Modeling Software Tool,
Matlab for analysis and simulation.
The course is planned in three sections:
All these topics will be discussed in context of Matlab
The course fee structure:
MatLab M-files, EBooks, Manuals, Example datasets and Lecture
Recordings into DVD format will be provided upon enrolment for the course. EBooks
and weekly lecture slides will be provided before commencement of each lecture.
DVD recordings will be posted on the portal after the course completes and
editing has been completed for improving quality
The course materials will be provided to those who register on http://elearning.aneconomist.com. Registration should be confirmed
within 24 Hours by paying the course fee. Only 10 Places are Available for live, online
and person-to-personal online lecturing to maintain proper balance in
discussion and participation.
Special Four Weeks long course has been developed and launched on Financial
Econometrics using Matlab. The course is equally important to the beginners and
advanced learners in Finance, Economics and Financial Econometrics who want to a
sense of modeling and analysis. The main objective of the course is to
introduce the theory and application of Financial Econometrics and how to use
the powerful math tool, the Matlab for analysis and simulation. Objective of
the course is specifically to develop strong academic knowledge in Financial Econometrics,
its practical use and hands on use of Matlab.
The course is planned in three sections:
·
Registration starts today: April 07, 2012
·
Registration ends: May 15, 2012
·
Course Begins: May 21, 2012
Exempted Topics for Advanced Learners in Statistics and
Econometrics
·
Introduction
to Probability
·
Introduction
to Random Variables
·
Random
Sequences
Basic Course Topics for All
·
Introduction
to Computer Simulation of Random Variables
·
Foundations
of Monte Carlo Simulations
·
Fundamentals
of Quasi Monte Carlo (QMC) Simulations
·
Introduction
to Random Processes
·
Solution of
Stochastic Differential Equations
·
General
Approach to the Valuation of Contingent Claims
·
Pricing
Options using Monte Carlo Simulations
·
Term
Structure of Interest Rates and Interest Rate Derivatives
·
Credit Risk
and the Valuation of Corporate Securities
·
Valuation of
Portfolios of Financial Guarantees
·
Risk
Management and Value at Risk (VaR)
·
Value at Risk
(VaR) and Principal Components Analysis (PCA)
All these topics will be discussed in context of Matlab
The course fee structure
For Individuals:
·
Default: 500GBP for three months,
For Groups/Institutions:
·
Default: 1000GBP for Three Months,
MatLab M-files, EBooks, Manuals, Example datasets, EBooks and weekly
lecture slides will be provided before commencement of each lecture.
The
course will be offered to those who register on http://elearning.aneconomist.com. Registration should be confirmed
within a week, or the system will delete all those accounts not with a status
of confirmed payment and enrolment for a course.
Financial Econometrics Using
Matlab: Two Weeks Course
·
Registration starts today: Today
·
Registration ends: May 10, 2012
·
Course Begins: May 10, 2012
Main contents are:
·
Solution of
Stochastic Differential Equations
·
General
Approach to the Valuation of Contingent Claims
·
Pricing
Options using Monte Carlo Simulations
·
Term
Structure of Interest Rates and Interest Rate Derivatives
·
Credit Risk
and the Valuation of Corporate Securities
·
Valuation of
Portfolios of Financial Guarantees
·
Risk
Management and Value at Risk (VaR)
·
Value at Risk
(VaR) and Principal Components Analysis (PCA)
All these topics will be discussed in context of Matlab
The course fee structure:
Individuals: 150GBP
Groups: 500GBP
MatLab M-files, EBooks, Manuals, Example datasets will be provided upon
enrolment for the course. EBooks and weekly lecture slides will be provided
before commencement of each lecture.
The course materials will be provided to those who register on http://elearning.aneconomist.com. Registration should be confirmed
within 24 Hours by paying the course fee. Limited Places are Available.
·
Registration starts today: Today
·
Registration ends: May 14, 2012
·
Course Begins: May 15, 2012
Contents of the Course:
Selected Topics from the following will be discussed. Student has
the choice to select one or many topics.
·
Solution of
Stochastic Differential Equations
·
General
Approach to the Valuation of Contingent Claims
·
Pricing
Options using Monte Carlo Simulations
·
Term
Structure of Interest Rates and Interest Rate Derivatives
·
Credit Risk
and the Valuation of Corporate Securities
·
Valuation of
Portfolios of Financial Guarantees
·
Risk
Management and Value at Risk (VaR)
·
Value at Risk
(VaR) and Principal Components Analysis (PCA)
Individuals: 100GBP payable on registration for the course
Groups: 250GBP, payable after the invoice has been sent to the group
leader