R in Finance

Catalog description

This course introduces the free programming language R and its many applications to finance including risk management, portfolio construction, strategy development and testing, and trading and execution. Topics covered include financial time series analysis, advanced risk tools, applied econometrics, portfolio management, and derivatives valuation. Students will be required to write some code in R every week. | Prerequisites: FRE-GY 6123 , FRE-GY 6083 and Matriculation into a master or doctoral program