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    Coursera - Introduction to Computational Finance and Financial Econometrics

    Posted By: ParRus
    Coursera - Introduction to Computational Finance and Financial Econometrics

    Coursera - Introduction to Computational Finance and Financial Econometrics
    WEBRip | English | MP4 + Project files | 960 x 540 | AVC ~154 kbps | 30.919 fps
    AAC | 128 Kbps | 44.1 KHz | 2 channels | Subs: English (.srt) | 25:23:27 | 3.86 GB
    Genre: eLearning Video / Finance, Analysis, Mathematics, Statistics

    Learn mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. Apply these tools to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. Learn how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios.
    You'll do the R assignments for this course on DataCamp.com, an online interactive learning platform that offers free R tutorials through learning-by-doing. The platform provides you with hints and instant feedback on how to perform even better. Every week, new labs will be posted.

    Course Syllabus
    Topics covered include:

    Computing asset returns
    Univariate random variables and distributions
    Characteristics of distributions, the normal distribution, linear function of random variables, quantiles of a distribution, Value-at-Risk
    Bivariate distributions
    Covariance, correlation, autocorrelation, linear combinations of random variables
    Time Series concepts
    Covariance stationarity, autocorrelations, MA(1) and AR(1) models
    Matrix algebra
    Descriptive statistics
    histograms, sample means, variances, covariances and autocorrelations
    The constant expected return model
    Monte Carlo simulation, standard errors of estimates, confidence intervals, bootstrapping standard errors and confidence intervals, hypothesis testing , Maximum likelihood estimation, review of unconstrained optimization methods
    Introduction to portfolio theory
    Portfolio theory with matrix algebra
    Review of constrained optimization methods, Markowitz algorithm, Markowitz Algorithm using the solver and matrix algebra
    Statistical Analysis of Efficient Portfolios
    Risk budgeting
    Euler’s theorem, asset contributions to volatility, beta as a measure of portfolio risk
    The Single Index Model
    Estimation using simple linear regression

    also You can watch my other helpful: Coursera-posts
    (if old file-links don't show activity, try copy-paste them to the address bar)

    General
    Complete name : 21 - 7 - 10.12 Least Squares Estimation of Single Index Model Parameters (2106).mp4
    Format : MPEG-4
    Format profile : Base Media
    Codec ID : isom
    File size : 43.9 MiB
    Duration : 21mn 6s
    Overall bit rate : 291 Kbps
    Writing application : Lavf53.29.100

    Video
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    Format : AVC
    Format/Info : Advanced Video Codec
    Format profile : High@L3.1
    Format settings, CABAC : Yes
    Format settings, ReFrames : 4 frames
    Codec ID : avc1
    Codec ID/Info : Advanced Video Coding
    Duration : 21mn 5s
    Bit rate : 154 Kbps
    Width : 960 pixels
    Height : 540 pixels
    Display aspect ratio : 16:9
    Frame rate mode : Variable
    Frame rate : 30.919 fps
    Minimum frame rate : 30.917 fps
    Maximum frame rate : 371.000 fps
    Color space : YUV
    Chroma subsampling : 4:2:0
    Bit depth : 8 bits
    Scan type : Progressive
    Bits/(Pixel*Frame) : 0.010
    Stream size : 23.3 MiB (53%)
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    Audio
    ID : 2
    Format : AAC
    Format/Info : Advanced Audio Codec
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    Codec ID : 40
    Duration : 21mn 6s
    Bit rate mode : Constant
    Bit rate : 128 Kbps
    Channel(s) : 2 channels
    Channel positions : Front: L R
    Sampling rate : 44.1 KHz
    Compression mode : Lossy
    Delay relative to video : -2ms
    Stream size : 19.3 MiB (44%)
    Screenshots

    Coursera - Introduction to Computational Finance and Financial Econometrics

    Coursera - Introduction to Computational Finance and Financial Econometrics

    Coursera - Introduction to Computational Finance and Financial Econometrics

    Coursera - Introduction to Computational Finance and Financial Econometrics

    Coursera - Introduction to Computational Finance and Financial Econometrics

    Coursera - Introduction to Computational Finance and Financial Econometrics

    Coursera - Introduction to Computational Finance and Financial Econometrics

    Coursera - Introduction to Computational Finance and Financial Econometrics

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    Coursera - Introduction to Computational Finance and Financial Econometrics