Introduction to Computational Finance and Financial Econometrics with R

Bootstrapped efficient frontier
Zivot, E., Introduction to Computational Finance and Financial Econometrics with R, CRC Press, forthcoming. Draft available at https://bookdown.org/compfinezbook/introFinRbook/. 

Textbook based on my UW undergraduate course (and 2015 Coursera course) Introduction to Computational Finance and Financial Econometrics. 

Bookdown site
Status of Research
In progress
Related People
Eric Zivot
Research Type
Publications
Books
Related Fields
Applied Econometrics
Financial Economics
Software
Time Series
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