4329 Advanced Methods in Finance, R session slides:
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4329_session2 (multivariate time series and volatility modeling).ipynb
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4329_session3 (principal components and statistical learning).ipynb
4302 Quantitative Methods in Corporate Finance, extra material for some homeworks:
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4302_EventStudy.ipynb: Example of how to do an event study in R using functional idioms with the
dplyrpackage -
4302_OptionPricing.ipynb: Example of the Longstaff-Schwartz option pricing model, as well as how to calculate the binomial option model price using recursion (and representing the tree with a built-in data structure)
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4302_SimulationNotes.ipynb: Example of how to speed up some of the simulations
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