Introduction Coursework Prerequisites About the Instructor Contact details

Quantitative Finance with R

Analyse real world data to solve real world problems

March 22, 2013

Analyse real world data to solve real world problems

Quantitative Finance with R

Introduction Coursework Prerequisites About the Instructor Contact details

This an era of Big Data. There is a critical shortage of people with skills to manage and analyse big data in the workforce, which is why Hal Varian (Chief Economist at Google) says that experts in this domain will be the sexy job for the next 10 years.

Analyse real world data to solve real world problems

Quantitative Finance with R

Introduction Coursework Prerequisites About the Instructor Contact details

Table of contents
1

Introduction Quantitative nance R statistical software Resources and users of R Coursework The four fold objective Coverage of the course work Study materials Prerequisites Subject knowledge and computer skills About the Instructor Qualication and experience Contact details analytics2002@gmail.com , Mob: 91 8595422942
Quantitative Finance with R

Analyse real world data to solve real world problems

Introduction Coursework Prerequisites About the Instructor Contact details

Quantitative nance R statistical software Resources and users of R

Why to learn Quantitative Finance?

The most important reason: Increasing demand for quantitative and computational skill in nance job market. Translate theories into dynamics of real world and understand the limitation of theory in practice. Analyse big data which are getting generated every fraction of a second. Develop models used in quantitative and computational nance

Analyse real world data to solve real world problems

Quantitative Finance with R

Introduction Coursework Prerequisites About the Instructor Contact details

Quantitative nance R statistical software Resources and users of R

Why to use R in Quantitative Finance

The most powerful open source statistical programming for empirical work in nance. Unlike SPSS, SAS and other statistical software, R is a free software. R runs on Linux, Windows and Mac operating system. The R packages are developed, tested, implemented and distributed for free, by the professors from the best universities and institutes in nance on earth. Instant free help from large active R for Finance users.

Analyse real world data to solve real world problems

Quantitative Finance with R

Introduction Coursework Prerequisites About the Instructor Contact details

Quantitative nance R statistical software Resources and users of R

Resources High quality resources are available free in internet. Large user community provides instant and spontaneous response to queries. The R users Universities and MBA institutes1
University of Chicago Booth School of Business University of Washington Johns Hopkins University IGIDR

Number of user communities

Europe 40, USA 39, Asia 13, India 2
some personally known,to know more,type [R] in universities in www. google.com
Analyse real world data to solve real world problems Quantitative Finance with R 1

Introduction Coursework Prerequisites About the Instructor Contact details

The four fold objective Coverage of the course work Study materials

Objective of the coursework

Basics of R programming Use R to analyse nancial data, estimate statistical models and construct optimised portfolios Learn tools and techniques which are in demand Analyse real nancial data to solve real world problems

Analyse real world data to solve real world problems

Quantitative Finance with R

Introduction Coursework Prerequisites About the Instructor Contact details

The four fold objective Coverage of the course work Study materials

Key Features

Installation of R Data import, data types and variables Financial data handling Analyse BIG data Graphics in R Modelling nancial data Report preparing

Analyse real world data to solve real world problems

Quantitative Finance with R

Introduction Coursework Prerequisites About the Instructor Contact details

The four fold objective Coverage of the course work Study materials

Application in Finance

Return and its adjustment for ination Probability Review Risk measures: Value at Risk Monte carlo Simulation Bootstrapping Risk Budgeting Portfolio analysis and modelling

Analyse real world data to solve real world problems

Quantitative Finance with R

Introduction Coursework Prerequisites About the Instructor Contact details

The four fold objective Coverage of the course work Study materials

The deliverables

Books (soft copies) Reference materials as when referred during the coursework Homework assignments R codes used during the lecture Class notes and slides Interim exam assignments

Analyse real world data to solve real world problems

Quantitative Finance with R

Introduction Coursework Prerequisites About the Instructor Contact details

Subject knowledge and computer skills

Prerequisites
Economics Economic foundations of business environment Finance Introduction to nancial management
Financial markets

Statistics Introduction to descriptive statistics and probability Computer and Computer skills Personal computer with Linux, Windows or Mac OS Internet connection
At times we need to download real data through R from various vendors and institutions like World Bank,FRED and others (no extra cost on data).

No programming skills
Analyse real world data to solve real world problems Quantitative Finance with R

Introduction Coursework Prerequisites About the Instructor Contact details

Qualication and experience

The Instructor
Qualication MS (Economics) & MBF (Finance) Research, Consulting and Academic engagements Presently working with one of best globally recognised research institution. Seven years of consulting experience with large institutions in Govt and corporate. A member in academic council of a MBA institute specialised in nance.

Analyse real world data to solve real world problems

Quantitative Finance with R

Introduction Coursework Prerequisites About the Instructor Contact details

analytics2002@gmail.com , Mob: 91 8595422942

Thank You.

Please contact for meeting, presentation and discussion regarding implementation of the coursework at your institution:Email: analytics2002@gmail.com Mob: 91 8595422942

Analyse real world data to solve real world problems

Quantitative Finance with R