Course: Financial Data Modeling and Analysis in R

November 28, 2011
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(This article was first published on Revolutions, and kindly contributed to R-bloggers)

The University of Washington is holding a web-based course which will be of interest to anyone who wants to learn about financial modeling with R:

Financial Data Modeling and Analysis in R (AMATH 542) is a comprehensive introduction to the R statistical programming language for computational finance offered by the University of Washington Computational Finance program and taught by Affiliate Instructor Guy Yollin. The focus of the course is on the development of R scripts and the use of R packages for applications in quantitative finance. Topics include factor models, time series analysis, risk analysis, and portfolio analytics. The primary course text is Statistics and Data Analysis for Financial Engineering (Ruppert, 2010). No previous experience with R is assumed but a working knowledge of computer programming, basic statistics, and finance is required.  

This on-line course starts January 3, 2012, and you may enroll in this course on a single course enrollment (SCE) basis.

You can find more information about this course at the link below.

University of Washington: Financial Data Analysis and Modeling with R (AMATH 542)

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