Financial Time Series: Stylized Facts and Models

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Time Series: Autoregressive Models

Explores autoregressive models for time series analysis, covering AR(1), AR(2), identification, and MA models.

Introduction to Finance: Risk and Return

Delves into finance, emphasizing risk and return in investments, covering free cash flow, dividends, NPV, EBIT, and portfolio analysis.

Financial Time Series: ARCH and GARCH Models

Covers regression analysis, multivariate linear regression, principal component analysis, and factor models.

Count Data Models & Univariate Time Series Analysis

Covers count data models and Poisson regression, then transitions to univariate time series analysis for forecasting economic variables.

Time Series: Representation and Modelling

Covers the stochastic properties of time series, stationarity, autocovariance, special stochastic processes, spectral density, digital filters, estimation techniques, model checking, forecasting, and advanced models.

Time Series: Fundamentals and Models

Covers the fundamentals of time series analysis, including models, stationarity, and practical aspects.

Long Memory and ARCH: Time Series

Explores long memory in time series and ARCH models for financial volatility.

Univariate time series: Analysis & Modeling

Covers the analysis and modeling of univariate time series, focusing on stationarity, ARMA processes, and forecasting.

Swaptions: Interest Rate Models

Covers swaptions, moneyness, callable bonds, pricing formulas, and implied volatilities.

Introduction to Finance: Risk and Return in Portfolios

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.