720 search results for "finance"

Computational Finance with R on Coursera

September 12, 2012
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If you haven't signed up for the Introduction to Computational Finance and Financial Econometrics course taught by Eric Zivot on Coursera, it's not too late.  The second week just started and the first assignments aren't due until September 18th.J...

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Review of “Numerical Methods and Optimization in Finance” by Gilli, Maringer and Schumann

September 12, 2012
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Review of “Numerical Methods and Optimization in Finance” by Gilli, Maringer and Schumann

Previously This book and the associated R package were introduced before. Executive Summary A very nice — and enlightening — discussion of a wide range of topics. Principles The Introduction to the book sets out 5 principles.  This is probably the most important part of the book.  The principles are: We don’t know much in … Continue reading...

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Highlights of R in Finance 2012

August 13, 2012
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Highlights of R in Finance 2012

I unfortunately was not there, but we can vicariously enjoy it via the presentations that are posted on the conference website. Below is my take on the highlights (in chronological order). Peter Carl and Brian Peterson “Constructing Strategic Hedge Fund Portfolios” is wonderful from my perspective.  Promoting random portfolios is sure to win my heart.  … Continue reading...

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Slides for R/Finance 2012

May 23, 2012
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Slides for R/Finance 2012

Another succeessful* year of R/Finance is behind us. It was certainly more: a larger crowd, a longer session, more seminars, more presentations, more sponsors – perhaps even to the point where we’ve reaching a certain capacity. What began as an interesting idea among a few friends has more than credible momentum – it’s now more

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Registration for R/Finance 2012 is Open

April 15, 2012
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Registration for R/Finance 2012 is Open

Registration has been open for a while, but I wanted to point out the pre-conference seminars. Registrations are strong this year, so if you’re interested you’ll need to sign up before they sell out. Register here… As you probably know by now, the fourth annual R/Finance conference for applied finance using R will be held

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Quantitative finance and computational systems

April 1, 2012
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Quantitative finance and computational systems

I’m writing a book proposal based on the lecture notes for my R for Quants workshop I conducted at the …Continue reading »

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R/Finance 2012 program announced, registration open

March 21, 2012
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Registration is now open for R/Finance 2012 in Chicago, the conference devoted to applications of R in the financial sector. The program has also been announced, with topics including: modelling insurance claim reserves; risk management in power markets; peer performance of hedge funds; hedging event risk; operational risk measurement with R and RevoScaleR; and many other applications of R....

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R/Finance 2012 Registration Open

March 20, 2012
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You can find more information on the R/Finance conference website.  Hope to see you in Chicago in May!The registration for R/Finance 2012 -- which will take place May 11 and 12 in Chicago -- is NOW OPEN!Building on the success of the three previou...

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R / Finance 2012 Open for Registration

March 19, 2012
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The annoucement below just went to the R-SIG-Finance list. More information is as usual the the R / Finance page: Now open for registrations: R / Finance 2012: Applied Finance with R May 11 and 12, 2012 Chicago, IL, USA The registration for R/Fi...

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Video: Using R in Academic Finance

March 13, 2012
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The slides and replay for Dr Sanjiv Das's webinar, Using R for Analyzing Loans, Portfolios and Risk: From Academic Theory to Financial Practice are now available. I've embedded the slides below: they tell a great story of how Das, after being mistaken for the then-CEO of Citibank (with whom he shares a name) was then led to research (using...

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