As announced on the R-Sig-Finance mailing list, the University of Washington is now offering a three-course online certificate in computational finance, using the R programming language as the software base. The three courses are:
- Investment Science
- R Computing for Computational Finance
- Portfolio Construction and Risk Management
The course is presented by Doug Martin (founder of S-PLUS and longtime computational finance expert), Eric Zivot (creator of the S-PLUS module S+FinMetrics and co-author of one of the best computational finance books), and Guy Yollin (one of the lead developers for S+FinMetrics and crack hedge-fund analyst). I worked with all three of these fine fellows for many years, and they really know their stuff. At $3300 per course this on-line certificate might seem pricey, but the calibre of the instructors can't be beat.
University of Washington: Certificate in Computational Finance
Nice Blog.I found all the relevant information.Good Luck.
Posted by: Mable | August 26, 2010 at 04:20
Personally, I'm a little worried that the University of Washington thinks they can teach computational finance in 3 courses. Where is the stochastic calculus? and I don’t just mean the BS equation!
Posted by: lee | August 26, 2010 at 08:28
Interesting read. I have your blog in my bookmarks.
Posted by: Larry | September 16, 2010 at 18:26
I have your blog in my bookmarks.
Posted by: SHITAL PATIL | October 29, 2010 at 09:35