The new Online Computational Finance Certificate Program at the University of Washington (UW CompFin) will be offering the following two courses next
year: Winter Quarter - R Programming for Computational Finance (begins Jan. 3, 2011). Instructor is Guy Yollen (with guest lectures by Eric Zivot) http://www.pce.uw.edu/course.aspx?id=5779 Spring Quarter - Portfolio Construction and Risk Management (begins Mar. 28, 2011). Instructor is Doug Martin http://www.pce.uw.edu/course.aspx?id=5778 I want to emphasize that R Programming for Computational Finance may be taken as a stand-alone course apart from the certificate program by individuals having an adequate quantitative investment background. Course requirement and application information is available at the link: http://www.pce.uw.edu/course.aspx?id=5779 . Furthermore, students who successfully complete the R Programming course will be well prepared for the Portfolio Construction and Risk Management course offered during the spring quarter (which can also be taken as a stand-alone course apart from the certificate program). These two courses cover many of the real world portfolio construction and risk management methods used by quantitative asset and risk managers . These include use of Expected Tail Loss (a.k.a. CVaR), fat-tailed skewed returns distributions, skewed copula models of non-linear correlations, mean versus ETL optimization and tail risk budgeting. The "online" offering of these courses provides flexibility to not only participate in the live online sessions, but also to download and playback video recorded sessions. PS Sorry for the double post, the previous post did not have the web links inserted correctly. Eric Zivot Robert Richards Chaired Professor of Economics Adjunct Professor of Finance Adjunct Professor of Statistics Department of Economics Box 353330 email: [email protected] University of Washington phone: 206-543-6715 Seattle, WA 98195-3330 www: http://faculty.washington.edu/ezivot Eric Zivot Robert Richards Chaired Professor of Economics Adjunct Professor of Finance Adjunct Professor of Statistics Department of Economics Box 353330 email: [email protected] University of Washington phone: 206-543-6715 Seattle, WA 98195-3330 www: http://faculty.washington.edu/ezivot [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
