As announced on the R-Sig-Finance mailing list, the University of Washington is now offering a three-course online certificate in computational finance, using the R programming language as the software base. The three courses are:
- Investment Science
- R Computing for Computational Finance
- Portfolio Construction and Risk Management
The course is presented by Doug Martin (founder of S-PLUS and longtime computational finance expert), Eric Zivot (creator of the S-PLUS module S+FinMetrics and co-author of one of the best computational finance books), and Guy Yollin (one of the lead developers for S+FinMetrics and crack hedge-fund analyst). I worked with all three of these fine fellows for many years, and they really know their stuff. At $3300 per course this on-line certificate might seem pricey, but the calibre of the instructors can’t be beat.
University of Washington: Certificate in Computational Finance