2025/2026

Введение в язык R и его применение в финансовом моделировании

Статус: Маго-лего

Кто читает: Международный институт экономики и финансов

Когда читается: 3 модуль

Охват аудитории: для своего кампуса

Преподаватели: Масютин Алексей Александрович

Язык: русский

Программа дисциплины

Аннотация

The goal of this course is to introduce R programming for financial applications, focusing on Bayesian Methods, Big Data analysis, Volatility Modelling, Market Risk Management, Option Pricing and Portfolio Optimization. The course wants to bridge the gap between theory and practice and the applied aspects of financial models are emphasized throughout the course. The practical part contains many realworld cases for which R is an indispensable tool. Pre-requisites: We assume that the students have a background in statistics and econometrics. An introduction to the basic concepts of financial modelling will be provided.