【Coursera公开课】（R语言）计算金融和金融计量学导论
https://archive.org/details/academictorrents_f07203f2eedb4792c351ba0e28406dab9ab54d7d
本课程将学习如何将数学和统计工具和技巧应用到定量和计算金融上。我们使用开源语言R分析金融数据、估计金融模型参数、计算最佳投资组合。本课程的亮点在于我们将分析真实的金融数据，了解并解决现实中的金融问题。
详细简介见https://www.guokr.com/blog/475959/
课件及其他资料请到来源链接页下载。
Personal Blog: https://miraclexyz.github.io/
视频选集
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自动连播
01_Welcome_to_Introduction_to_Computational_Finance_and_Financial_Econometrics_1
13:15
01_1.0_Week_1_Introduction_0-58
00:59
01_1.1_Future_Value_Present_Value_and_Compounding_17-02
17:03
02_1.2_Asset_Returns_16-53
16:54
03_1.3_Portfolio_Returns_9-12
09:13
04_1.4_Dividends_4-00
04:01
05_1.5_Inflation_4-57
04:58
06_1.6_Annualizing_Returns_5-32
05:33
01_1.7_Continuously_Compounded_Returns_15-55
15:56
02_1.8_CC_Portfolio_Returns_and_Inflation_5-50
05:51
01_1.9_Simple_Returns_4-01
04:02
02_1.10_Getting_Financial_Data_from_Yahoo_10-26
10:27
03_1.11_Return_Calculations_6-21
06:22
04_1.12_Growth_of_1_6-58
06:59
01_2.0_Week_2_Introduction_1-06
01:07
02_2.1_Univariate_Random_Variables_20-11
20:12
03_2.2_Cumulative_Distribution_Function_8-42
08:43
04_2.3_Quantiles_7-50
07:51
05_2.4_Standard_Normal_Distribution_16-02
16:03
06_2.5_Expected_Value_and_Standard_Deviation_19-58
19:59
07_2.6_General_Normal_Distribution_6-23
06:24
08_2.7_Standard_Deviation_as_a_Measure_of_Risk_4-34
04:35
09_2.8_Normal_Distribution-_Appropriate_for_simple_returns_14-22
14:23
10_2.9_Skewness_and_Kurtosis_15-39
15:40
11_2.10_Students-t_Distribution_5-52
05:53
12_2.11_Linear_Functions_of_Random_Variables_11-13
11:14
01_2.12_Value_at_Risk_19-48
19:49
01_3.0_Week_3_Introduction_1-04
01:05
02_3.1_Location-scale_Model_12-15
12:16
03_3.2_Bivariate_Discrete_Distributions_14-18
14:19
04_3.3_Bivariate_Continuous_Distributions_14-15
14:16
05_3.4_Covariance_19-16
19:17
06_3.5_Correlation_and_the_Bivariate_Normal_Distribution_11-59
12:00
07_3.6_Linear_Combination_of_2_Random_Variables_11-09
11:10
08_3.7_Portfolio_Example_19-20
19:21
01_3.8_Matrix_Algebra-_Review_Part_1_17-02
17:03
02_3.9_Matrix_Algebra-_Review_Part_2_20-10
20:11
01_4.0_Week_4_Introduction_2-11
02:13
02_4.1_Matrix_Algebra-_Portfolio_Math_21-14
21:16
03_4.2_Matrix_Algebra-_Bivariate_Normal_7-26
07:27
01_4.3_Time_Series_Concepts_16-48
16:49
02_4.4_Autocorrelation_9-14
09:15
03_4.5_White_Noise_Processes_12-31
12:32
04_4.6_Nonstationary_Processes_17-29
17:30
05_4.7_Moving_Average_Processes_25-45
25:46
06_4.8_Autoregressive_Processes_Part_1_3-19
03:20
07_4.9_Autoregressive_Processes_Part_2_28-19
28:20
01_5.0_Week_5_Introduction
01:52
02_5.1_Covariance_Stationarity_11-28
11:29
03_5.2_Histograms_11-33
11:34
04_5.3_Sample_Statistics_15-24
15:25
05_5.4_Empirical_CDF_and_QQ_plots_12-00
12:01
06_5.5_Outliers_Part_1_7-15
07:16
07_5.6_Outliers_Part_2_7-39
07:41
08_5.7_Graphical_Measures_23-17
23:18
09_5.8_Descriptive_Statistics_for_Daily_Data_24-17
24:18
01_6.0_Week_6_Introduction
02:08
02_6.1_Constant_Expected_Return_Model_14-07
14:08
03_6.2_Simulating_Data_12-14
12:15
04_6.3_Random_Walk_Model_5-38
05:39
05_6.4_Estimating_Parameters_of_CER_18-59
19:00
06_6.5_Bias_and_Precision_13-02
13:03
07_6.6_Mean_Squared_Error_1-22
01:23
08_6.7_Standard_Errors_22-12
22:13
09_6.8_Asymptotic_Properties_of_Estimators_14-11
14:12
10_6.9_Confidence_Intervals_12-47
12:48
11_6.10_Monte_Carlo_Simulation_15-27
15:28
12_6.11_Value_at_Risk_in_CER_model_7-36
07:37
01_7.0_Week_7_Introduction_2-43
02:44
02_7.1_Bootstrap_26-06
26:07
03_7.2_Performing_the_Bootstrap_in_R_18-10
18:11
04_7.3_Boostrapping_VaR_8-44
08:45
01_7.4_Hypothesis_Testing-_Introduction_8-29
08:30
02_7.5_Hypothesis_Testing-_Overview_9-06
09:07
03_7.6_Hypothesis_Testing-_CER_Model_10-47
10:48
04_7.7_Chi-square_and_Students_t_distributions_5-16
05:17
05_7.8_Test_of_Specific_Coefficient_Value_26-07
26:08
06_7.9_Test_for_Normal_Distribution_8-36
08:37
07_7.10_Test_for_No_Autocorrelation_5-36
05:37
08_7.11_Diagnostics_for_Constant_Parameters_22-21
22:22
01_8.0_Week_8_Introduction_2-57
02:58
02_8.1_Introduction_to_Portfolio_Theory_14-35
14:36
03_8.2_Portfolio_Examples_6-08
06:09
04_8.3_Portfolio_Value-at-Risk_6-11
06:12
05_8.4_Portfolio_Frontier_10-28
10:29
06_8.5_Efficient_Portfolios_10-00
10:01
07_8.6_Minimum_Variance_Portfolio_12-43
12:44
08_8.7_Portfolios_with_a_Risk_Free_Asset_Part_1_7-24
07:25
09_8.8_Portfolios_with_a_Risk_Free_Asset_Part_2_18-32
18:33
10_8.9_Tangency_Portfolio_17-33
17:34
11_8.10_Examples_10-11
10:12
12_8.11_Portfolio_Theory_with_Matrix_Algebra_Part_1_15-26
15:27
13_8.12_Portfolio_Theory_with_Matrix_Algebra_Part_2_15-54
15:55
14_8.13_Portfolio_Theory_with_Matrix_Algebra_Part_3_16-34
16:35
15_Brief_Comment_about_Excel_Solver_Add-in_2-12
02:13
01_9.0_Week_9_Introduction_3-59
04:00
02_9.1_Computing_the_Portfolio_Frontier_26-53
26:54
03_9.2_Computing_the_Tangency_Portfolio_22-11
22:12
04_9.3_Mutual_Fund_Separation_Theorem_and_Examples_11-04
11:05
05_9.4_Portfolio_Analysis_in_R_8-43
08:44
06_9.5_Portfolio_Analysis_in_Excel_Part_1_13-14
13:15
07_9.6_Portfolio_Analysis_in_Excel_Part_2_8-54
08:55
01_9.7_Portfolio_Theory_with_No_Short_Sales_13-15
13:16
02_9.8_R_packages_for_Portfolio_Theory_6-43
06:44
03_9.9_Using_Solve.QP_in_R_10-19
10:21
04_9.10_Global_minimum_variance_8-16
08:17
05_9.11_Efficient_Frontier_8-56
08:57
01_9.12_Statistical_Analysis_of_Efficient_Portfolios_8-35
08:36
02_9.13_Bootstrapping_Efficient_Portfolios_22-01
03:41
03_9.14_Efficient_Portfolios_Over_Time_18-01
18:02
01_10.0_Week_10_Introduction_1-50
01:50
02_10.1_Portfolio_Risk_Budgeting_10-59
11:00
03_10.2_Eulers_Theorem_and_Risk_Decomposition_17-20
17:21
04_10.3_Risk_Decomposition_for_Portfolio_Volatility_9-12
09:14
05_10.4_Using_and_Interpreting_Marginal_Contribution_to_Risk_12-11
12:12
06_10.5_Beta_19-14
19:15
01_10.6_Sharpes_Single_Index_Model_10-48
10:49
02_10.7_Statistical_Properties_of_the_Single_Index_Model_12-20
12:21
03_10.8_Decomposition_of_Total_Variance_9-42
09:43
04_10.9_The_Single_Index_Model_and_Portfolios_7-51
07:52
05_10.10_Estimating_the_Single_Index_Model_12-33
12:34
06_10.11_Examples_with_the_Single_Index_Model_18-03
18:04
07_10.12_Least_Squares_Estimation_of_Single_Index_Model_Parameters_21-06
21:07
08_10.13_Statistical_Properties_of_Least_Square_Estimates_8-31
08:32
09_10.14_Using_Matrix_Algebra_with_the_Single_Index_Model_3-56
03:57
10_10.15_A_Single_Index_Model_Portfolio_Example_5-54
05:55
11_10.16_Estimating_the_Single_Index_Model_Covariance_Matrix_4-56
04:56
12_10.17_Hypothesis_Testing_in_the_Single_Index_Model_13-34
13:35
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