This is the third part in a three part series on teaching R to MFE students at CUNY Baruch. The …
Posts Tagged ‘ quantitative finance ’
R for Quants, Part II (A)
This is the second part in a three part series on teaching R to MFE students at CUNY Baruch. The …
R for Quants, Part I (B)
This is a continuation of the R workshop I’m teaching at the Baruch MFE program. This section discusses the programming …
R for Quants, Part I.A
I’m teaching an R workshop for the Baruch MFE program. This is the first installment of the workshop and focuses on …
Zero rates with futile.paradigm
Here’s a short example of calculating zero rates and discount factors from cash rates using futile.paradigm. Of note is how …
Introduction to Cointegration and Pairs Trading
Introduction Suppose you see two drunks (i.e., two random walks) wandering around. The drunks don’t know each other (they’re independent), so there’s no meaningful relationship between their paths. But suppose instead you have a drunk walking with her dog. This … Continue reading →
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
