ARCH and GARCH Models

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Introduces the FIN-403 Econometrics course, emphasizing practical application of standard econometric models like Ordinary Least Squares (OLS) in economic and financial contexts.

Stylized Facts: Reproducible Research

Covers stylized facts in finance and reproducible research in scientific computing.

Long Memory and ARCH: Time Series

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

Quantitative Risk Management: Volatility Modeling

Covers volatility modeling in quantitative risk management, including ARMA, ARCH, GARCH models, and forecasting.

Black-Scholes Formula: Risk-neutral Pricing and Option Pricing

Explores the Black-Scholes formula for option pricing and risk-neutral pricing in financial economics.

Principles of Finance: Efficient Portfolios and Risk Management

Explores efficient portfolios, risk management, and the CAPM model in finance.

Financial Applications of Blockchains

Explores the financial applications of blockchains, including DeFi, lending protocols, DAOs, flash loans, and token-based insurance solutions.

Principles of Finance: Risk and Return

Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.

Time Series: Structural Modelling and Kalman Filter

Covers structural modelling, Kalman Filter, stationarity, estimation methods, forecasting, and ARCH models in time series.

Kalman Filter: State Space Models

Introduces the Kalman Filter for estimating the state of a dynamic system from noisy measurements, covering prediction, updating, and filtering steps.