This project will consist of a presentation and a supplementary paper that briefly describes your methods and results. The written report is limited to 5 pages (excluding any tables and figures, which can be placed in the back of your report). This project is intended to place concepts learned in Financial Analytics with R into practice through the use of empirical analysis using data and simulation techniques. Each project will utilize, in some way, real data or a simulation component. Once you declare your interest, I will assist your group to identify the appropriate data and methods. Below are some examples of projects.
Financial Analytics with R Topics:
Markets, prices, and Arbitrage Financial Statistics and Securities
Basic Time Series Concepts
Forward Contracts, Futures and Options
Pricing Models
Binomial Asset Pricing Model, Weiner Process and Ito’s Lemma , Black-Scholes-Merton Model
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