|
週次 |
日期 |
單元主題 |
|
Week 1 |
2/17 |
Introduction |
|
Week 2 |
2/24 |
Stylized Facts for Financial Returns |
|
Week 3 |
3/03 |
Volatility and ARCH Models |
|
Week 4 |
3/10 |
Stochastic Volatility Models |
|
Week 5 |
3/17 |
High-frequency Data & Volatility Models |
|
Week 6 |
3/24 |
Continuous-time Models |
|
Week 7 |
3/31 |
Option Pricing Formula |
|
Week 8 |
4/07 |
Volatility Forecasting |
|
Week 9 |
4/14 |
Density Prediction for Asset Prices |
|
Week 10 |
4/21 |
Multivariate Distributions by Copulas |
|
Week 11 |
4/28 |
Applications of Copulas in Finance |