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2018-2학기 정재식교수님 파이썬 금융 대학원 청강 자료 정리

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eco3_py_graduate's Introduction

eco3_py_graduate

2018-2학기 정재식교수님 파이썬 금융 대학원 청강 최종정리본

1.1 Normality check
1.2 OLS
1.3 시계열 ARCH GARCH Rolling statistics
2.1 Mean Variance Portfolio
2.2 CAPM
2.3 3-Factor/5-Factor/드봉탈러/small-firm
3.1 Behavior Finance / Basic , C-CAPM
3.2 Behavior Finance / 기술적 분석
3.3 Behavior Finance / Empirical
4.1 VaR
5.1 Macro Data
6.1 Stochastic process - Geometric Brownian Motion , CIR
6.2 Stochastic process - Weiner Process , Black-Scholes

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