Financial Econometrics Using Matlab: Two Weeks Course

Matlab has been one of the important Modeling, Simulations and Data Analysis software widely used by Financial Econometricians. Two Weeks long course has been developed to introduce basic training in Financial Econometrics using Matlab and making the registered students enabled to independently apply their skills to Data Analysis and Modeling in the Areas of Econometrics and Finance. The course is equally important to the beginners and advanced learners in Finance, Economics and Financial Econometrics who want to develop a sense of modeling and analysis. The main objective of the course is to introduce the theory and application of Financial Econometrics and how to use the powerful Mathematical Modeling Software Tool, Matlab for analysis and simulation.
The course is planned in three sections:
·         Registration starts today: Today
·         Registration ends:November 10, 2016
·         Course Begins:November 10, 2016

Main contents are:
Exempted Topics for Advanced Learners in Statistics and Econometrics
·         Solution of Stochastic Differential Equations
·         General Approach to the Valuation of Contingent Claims
·         Pricing Options using Monte Carlo Simulations
·         Term Structure of Interest Rates and Interest Rate Derivatives
·         Credit Risk and the Valuation of Corporate Securities
·         Valuation of Portfolios of Financial Guarantees
·         Risk Management and Value at Risk (VaR)
·         Value at Risk (VaR) and Principal Components Analysis (PCA)

All these topics will be discussed in context of Matlab

The course fee structure:
Individuals: 350GBP
Groups: 500GBP

MatLab M-files, EBooks, Manuals, Example datasets will be provided upon enrolment for the course. EBooks and weekly lecture slides will be provided before commencement of each lecture.

The course materials will be provided to those who register on https://elearning.aneconomist.com. Registration should be confirmed within 24 Hours by paying the course fee. Limited Places are Available.

Introduction to Matlab for Finance

Matlab has been one of the important Modeling, Simulations and Data Analysis software widely used by Financial Econometricians. The one week short course has been developed to introduce basic training in using Matlab for Finance enabling the registered students to independently apply their skills to Data Analysis and Modeling in the area of Finance. The course is equally important to the beginners and advanced learners in Finance, Economics and Financial Econometrics who want to develop a sense of modeling and analysis. The main objective of the course is to introduce the theory and application of Financial Econometrics and how to use the powerful Mathematical Modeling Software Tool, Matlab for analysis and simulation.

The course is planned in three sections:
·         Registration starts today: Today
·         Registration ends:November 14, 2016
·         Course Begins:November 15, 2016

Contents of the Course:
Selected Topics from the following will be discussed. Student has the choice to select one or many topics.
·         Solution of Stochastic Differential Equations
·         General Approach to the Valuation of Contingent Claims
·         Pricing Options using Monte Carlo Simulations
·         Term Structure of Interest Rates and Interest Rate Derivatives
·         Credit Risk and the Valuation of Corporate Securities
·         Valuation of Portfolios of Financial Guarantees
·         Risk Management and Value at Risk (VaR)
·         Value at Risk (VaR) and Principal Components Analysis (PCA)

All these topics will be discussed in context of Matlab

The course fee structure:
Individuals: 300GBP payable on registration for the course
Groups: 750GBP, payable after the invoice has been sent to the group leader

MatLab M-files, EBooks, Manuals, Example datasets and Lecture Recordings into DVD format will be provided upon enrolment for the course. EBooks and weekly lecture slides will be provided before commencement of each lecture. DVD recordings will be posted on the portal after the course completes and editing has been completed for improving quality

The course materials will be provided to those who register on https://elearning.aneconomist.com. Registration should be confirmed within 24 Hours by paying the course fee.  Only 10 Places are Available for live, online and person-to-personal online lecturing to maintain proper balance in discussion and participation.