2025/2026

R Programming and Applications to Finance

Type: Mago-Lego

Delivered by: International College of Economics and Finance

When: 3 module

Open to: students of one campus

Language: English

Contact hours: 32

Course Syllabus

Abstract

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.