Outline: View as .pdf

Teaching Notes

1. Introduction to R: Hosted at https://github.com/abhinavananddwivedi/Intro_to_R

1.1 Basics: Introduction to basics

1.2 Graphics: Introduction to ggplot

1.3 Data Wrangling: Introduction to dplyr

1.4 Data Tidying: Introduction to readr and tidyr

1.5 Research Reproducibility: Introduction to rmarkdown and knitr

1.6 More Advanced R: Introduction to tips and tricks

2. Singular Value Decomposition: Main idea and applications

3. Optimization: Hosted at: https://github.com/abhinavananddwivedi/FMC_T4_PhD_Optim

3.1 Linear Programming: Introduction to Linear Programming

3.2 Optimization Part 1: Quadratic Programming and Unconstrained Optimization

3.3 Optimization Part 2: Constrained Optimization

4. Time Series: Hosted at: https://github.com/abhinavananddwivedi/FMC_T4_PhD_TS

4.1 Financial Time Series: Introductory ideas

4.2 ARMA GARCH Processes: Introduction

5. Continuous Time Finance: Hosted at: https://github.com/abhinavananddwivedi/FMC_T4_PhD_CTF

5.1 Futures and options: Very brief overview

5.2 Brownian motion: Brief introduction

5.3 The Binomial option pricing model: Main idea

5.4 Continuous time finance: Mathematical overview