R Programming for Finance

New York Institute of Finance

What are the topics?

New York Institute of Finance

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Who should attend

  • Developers
  • quants
  • analysts
    • financial engineers and anyone seeking to become a better financial modeler. While not essential a modest amount of prior programming experience will be beneficial. Some familiarity with financial instruments will be advantageous.

About the course

This course will teach you the essential elements of R to build practically useful applications and conduct data analysis for finance.

This course is a component of the Data Analysis and Programming for Finance Professional Certificate.

Prerequisite knowledge:

  • Basic probability and statistics
  • Some familiarity with financial securities and derivatives
  • Elementary differential and integral calculus

CURRICULUM

Day 1

MODULE 1: R BASICS

  • The IDE: RStudio
  • R syntax
  • R objects: vectors, matrices, arrays, data frames and lists
  • Flow control: branching, looping and truth testing
  • Importing and manipulating data
  • Plotting with R

Day 2

MODULE 1: DATA ANALYSIS WITH R

  • Manipulating data frames
  • Descriptive statistics
  • Inference and time series analysis

MODULE 2: R APPLICATIONS

  • Regression analysis
  • Volatility modeling
  • Risk management: VaR and ES

WHAT YOU'LL LEARN

  • Learn the basic elements of programming in R
  • Learn essential data analysis concepts and techniques for finance
  • Build realistic applications for finance using Monte Carlo and finite difference techniques, including an American option pricer

R Programming for Finance at New York Institute of Finance

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Disclaimer

Coursalytics is an independent platform to find, compare, and book executive courses. Coursalytics is not endorsed by, sponsored by, or otherwise affiliated with any business school or university.

Full disclaimer.

Because of COVID-19, many providers are cancelling or postponing in-person programs or providing online participation options.

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