ASE-Quantitative-Finance

Google Drive - Recorded Lectures

Zoom Link  

Syllabus 

Lecture 1: Introduction to R

Lecture 2: Introduction to the Binomial Pricing Model

Lecture 3: European Option Pricing Using Binomial Method

Lecture 4: Pricing American Option Using Binomial Method

Lecture 5: Pricing European Options with Trinomial Model

Lecture 6: Pricing American Options with Trinomial Model

Lecture 7: Option Pricing Using Monte Carlo Method

Lecture 8: Option Pricing Using Black-Scholes Model

Lecture 9: Univariate Time Series - Introduction

Lecture 10: Univariate Time Series - Model Identification

Lecture 11: Univariate Time Series - Parameter Estimation

Lecture 12: Univariate Time Series - Building ARMA Models

Lecture 13: Univariate Volatility Modeling - ARCH Models

Lecture 14: Univariate Volatility Modeling - GARCH Models

Lecture 15: Building ARMA GARCH Models