R Programming for Finance
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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.
- Basic probability and statistics
- Some familiarity with financial securities and derivatives
- Elementary differential and integral calculus
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
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
Who should attend
- 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.