Volatility

Discussion of Pricing, hedging and Trading Financial Instruments
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Dan
Posts: 25
Joined: Mon Oct 24, 2011 4:00 pm

Volatility

Postby Dan » Tue Dec 18, 2012 2:20 am

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Last edited by Dan on Fri Dec 28, 2012 9:48 pm, edited 1 time in total.

coalexander
Posts: 815
Joined: Sun Sep 28, 2008 10:30 pm

Re: Volatility

Postby coalexander » Wed Dec 26, 2012 1:16 pm

Hi Dan

Here are a couple of workshop exercises from the Volatility Analysis course at ICMA Centre.

[attachment=2]Workshop_1.pdf[/attachment]
[attachment=1]Workshop_2.pdf[/attachment]

The exam changed every year, but here's a copy of one paper.

[attachment=0]ICM208VolatilityAnalysis_Resit_2012.pdf[/attachment]

Hope this helps.

Carol
Attachments
ICM208VolatilityAnalysis_Resit_2012.pdf
Exam
(156.54 KiB) Downloaded 502 times
Workshop_2.pdf
GARCH
(205.97 KiB) Downloaded 424 times
Workshop_1.pdf
PCA
(339.69 KiB) Downloaded 393 times

josephpang100
Posts: 32
Joined: Sun Apr 19, 2009 12:51 pm

Re: Volatility

Postby josephpang100 » Wed Mar 13, 2013 4:23 pm

Hi Carol,

Do you have any lecture note or course material for financial econometrics?

Thanks
Joseph

coalexander
Posts: 815
Joined: Sun Sep 28, 2008 10:30 pm

Re: Volatility

Postby coalexander » Sun Mar 17, 2013 12:46 pm

Sorry no lecture notes to accompany books...maybe one day I will do a second edition and make a lecturers pack to go with it, but right now I just don't have the time, sorry! Carol


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