Introduction
This repository contains my solution to Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot
I upload the code for my future reference only. Please do not plagiarize my work.
File structure
This repository contains codes in 2 languages, one in R and one in Python.
The original implementation is done in R, and I translated R code files to Python notebooks for my future reference. Python notebooks also present the content in a meaningful way compare to R code.
Python notebook
- Lab 2 Random variables and probability distributions.ipynb
- Lab 3 Bivariate distributions.ipynb
- Lab 4 Simulating time series data.ipynb
- Lab 5 Analyzing stock returns.ipynb
- Lab 6 Constant expected return model.ipynb
- Lab 7 Introduction to portfolio theory.ipynb
- Lab 8 Computing efficient portfolios using matrix algebra.ipynb