Introduction to R for Quantitative Finance

Linear time series modeling and forecasting

Tangency portfolio and Capital Market Line

Noise in the covariance matrix

Measuring market risk of fixed income securities

Immunization of fixed income portfolios

Estimating the Term Structure of Interest Rates

The term structure of interest rates and related functions

Estimation of the term structure by linear regression

Connection between the two models

Correlated defaults – the portfolio approach

Getting started with credit scoring in R

Application – modeling insurance claims

Representation, simulation, and visualization of financial networks

Analysis of networks’ structure and detection of topology changes