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London School of Economics FM 321 Classwork Lecture 1 1 Getting started with R For your first seminar you should follow the instruction provided in the document “GettingStarted”. This will guide through resources that will help you to: Copyright By PowCoder代写 加微信 powcoder • install R and RStudio, • get familiar with basic R syntax […]
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Lecture 7: Risk Measures FM321: Risk Management and Zhu 8 November 2022 LSE Finance Copyright By PowCoder代写 加微信 powcoder Lecture 7: Risk Measures 1 / 42 What is risk? There is no universal definition of what constitutes risk. There are many identifiable types of risk (market, credit, legal, operational, reputational, and so on), and each
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19/01/2023, 16:25 03 October, 2022 Load libraries Volatility Clusters Copyright By PowCoder代写 加微信 powcoder Conditional volatility model: MA library(quantmod) library(tidyverse) library(PerformanceAnalytics) library(timeSeries) library(tseries) library(roll) library(car) library(MASS) library(extraDistr) library(rugarch) library(rmgarch) library(BEKKs) library(QRM) library(dplyr) library(rmarkdown) https://moodle.lse.ac.uk/pluginfile.php/2171618/mod_resource/content/1/CW2.html 19/01/2023, 16:25 Get stock data Volatility Clusters Conditional volatility model: MA rm(list=ls()) ENV.CW2
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Leture 4: Multivariate Volatility Modelling – Part I FM321: Risk Management and Zhu 18 October 2022 LSE Finance Copyright By PowCoder代写 加微信 powcoder LSE FM321 Leture 4: Multivariate Volatility Modelling – Part I 1 / 15 Motivation: a hedge fund’s problem Imagine you run a quantitative equity fund. 6,000+ US stocks to choose from (around
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London School of Economics FM 321 Classwork Lecture 2 2.1 Data Analysis 1. Load the prices for two stocks of your choice. Convert prices into returns. 2. Plot the distribution of the returns with the normal density superimposed. 3. Plot the QQ plot of the returns. Copyright By PowCoder代写 加微信 powcoder 4. Conduct an appropriate
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Leture 1: Introduction FM321: Risk Management and Zhu 27 September 2022 LSE Finance Copyright By PowCoder代写 加微信 powcoder Lecturer: Dr Linyan Professor of Finance; PhD Economics, UCSD Office hour: Thu 14:00 – 15:00 in MAR 7.22 Lecturer: Dr Linyan Professor of Finance; PhD Economics, UCSD Office hour: Thu 14:00 – 15:00 in MAR 7.22 Class
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17/01/2023, 19:13 Statistical properties of financial returns and conditional volatility models https://moodle.lse.ac.uk/pluginfile.php/2189837/mod_resource/content/2/HW1.html 09 November, 2022 Copyright By PowCoder代写 加微信 powcoder Statistical properties of nancial returns and conditional volatility models Download prices for Tesla stock and convert into returns Check for Fat Tails 1. QQ Plot 17/01/2023, 19:13 Statistical properties of financial returns and conditional volatility
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London School of Economics FM 321 Classwork Lecture 1 1 Getting started with R For your first seminar you should follow the instruction provided in the document “GettingStarted”. This will guide through resources that will help you to: Copyright By PowCoder代写 加微信 powcoder • install R and RStudio, • get familiar with basic R syntax
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Multivariate Volatility Models and PCA 1. PCA and Orthogonal GARCH (a) Get historical prices for: Google, Facebook, Mastercard and Visa, from 04-04-2014 to 28-10-2022, convert into log returns. (b) Estimate the 4 Principal Components (PCs) and decide how many to use. Copyright By PowCoder代写 加微信 powcoder (c) Build your in-sample variance covariance matrix with your
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VaR estimation, forecasting and backtesting 1. Download prices for S&P500. 2. Estimate VAR and ES – historical simulation 3. Employ the coverage test of the significance of the violation ratio. 4. Employ the test of independence of violations. Copyright By PowCoder代写 加微信 powcoder 5. Backtest Expected Shortfall London School of Economics FM 321 Classwork Lecture
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