finance

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

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

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

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

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

19/01/2023, 16:25 29 September, 2022 Load libraries Load libraries Copyright By PowCoder代写 加微信 powcoder Get stock data Convert into log returns Display daily summary statistics Graphical analysis of returns Compare index performances 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/2168294/mod_resource/content/1/CW1.html Get stock data Getting stock price data

17/01/2023, 19:14 https://moodle.lse.ac.uk/pluginfile.php/2189838/mod_resource/content/1/HW1.R library(quantmod) library(tidyverse) Copyright By PowCoder代写 加微信 powcoder library(PerformanceAnalytics) library(timeSeries) library(tseries) library(roll) library(car) library(MASS) library(extraDistr) library(rugarch) library(rmgarch) library(BEKKs) library(QRM) library(dplyr) ########################################################################### # Q1 ———————————————————————- ########################################################################### # Get stock prices ENV.CW4