RMSC4003 (2021 Fall)

Statistical Modelling in Financial Markets

Tutorial Time: (Sep - Dec 2021)

  • Tue: 5:30pm - 6:15pm (LHC103)

  • Wed: 1:30pm - 2:15pm (SC



Tutorial Notes

Tutorial 0 : (Notes) r4003_t0_2021F.pdf; (CSV) 3333.HK.csv

Tutorial 1 (21/9): (Notes) r4003_t1_2021F.pdf; (Notes with answers) r4003_t1_2021Fsol.pdf; (CSV) 3333.HK.csv, 3333.2.HK.csv

Tutorial 2 (28/9, 29/9): (Notes) r4003_t2_2021F.pdf; (Notes with answers) r4003_t2_2021Fsol.pdf; (Example material) ef_example.zip

Tutorial 3 (5/10,6/10): (Notes) r4003_t3_2021F.pdf; (Notes with answers) r4003_t3_2021Fsol.pdf

Tutorial 4 (12/10, 13/10): (Notes) r4003_t4_2021F.pdf; (Notes with answers) r4003_t4_2021Fsol.pdf

Tutorial 5 (19/10, 20/10): (Notes) r4003_t5_2021F.pdf


Optional materials that might be helpful to you:

  1. Financial Markets by Robert Shiller: https://www.coursera.org/learn/financial-markets-global

*Robert Shiller is a favourite finance professor of mine.

  1. VBA course on udemy: https://www.udemy.com/course/ultimate-excel-programmer/