LSE: FM404

Computer Workshop 1: CW1.zip

Computer Workshop 2: CW2.zip CW2_Solution.zip

Computer Workshop 3: CW3.zip CW3_Solution.zip

Computer Workshop 4: CW4.zip CW4_Solution.zip

Computer Workshops 5 and 6: CW5_6.zip CW5_6_Solution_1.zip CW5_6_Solution_full.zip

Readings Week 7: Readmefirst_week7.txt + Answering the critics + A Simple Long Memory Model of Realized Volatility

Readings Week 8: Readmefirst_week8.html + Roughing it Up. The Advantage of Using Explicit Jump Measures when Forecasting Realized Volatility.pdf + Modelling daily Value-at-Risk using realized volatility and ARCH type models

Computer Workshops 8 and 9: CW8_9.zip CW8_9_Solution.zip

Readings Week 9: Readmefirst_week9.html + Intraday periodicity and volatility persistence in financial markets + The incremental volatility information in one million foreign exchange quotations

New version of the slides for Week 8: slides_week8.pdf

Slides the revision lecture: FM404_Revision.pdf

Past Exam (2008) with solution: Exam