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Finance with R

Date TBA, London

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Scope and Purpose

The aim of this workshop is to provide an introduction to the statistical software R for professionals and academics in Finance. This course gives an insight into possibilities of data analysis and statistics with R, import of data sets, generation of graphics and the preparation of reports. The main focus is on applications in Finance. An example of portfolio optimization highlights the options of Rmetrics, which is a collection of several hundreds of functions in the area of Financial Engineering and Computational Finance.

Key features:
-Preparations and installation of R
-Data import, data types and variables
-Simulations in R
-Graphics in R
-Exploratory analysis in R with special focus to time series data
-Applications in Finance: Portfolio optimization and VaR
-R and Excel
-Preparing reports

Benefits of Attending

The workshop provides insight into the statistical models and concepts in R, which are useful for various problems arising in Finance. The attendees will be able to import datasets into R, analyse them statistically and apply concepts from time series modelling. An example on how to optimise a portfolio in R will show various concepts in financial mathematics and statistics, which are provided in R. In practical sessions, the attendees will learn and practice how to use R.

Target Audience
The target audience are professionals and academics, who wish to learn the basics of the statistical software R and its use in Finance.
 Programme
 Presenters
Fees

Industry Rate: 2 days £1025 + VAT

Thanks to our sponsors, there are a limited number of generous bursaries available for academics and research students so they can attend at reduced rates.



For more information regarding bursaries, please contact us on + 44 (0) 1895 819 488 or email info@optirisk-systems.com

Discounted rates for group bookings can be also arranged on request.



Brochure Download | Register Now