M5MF38 Statistical Methods in Finance

Introductory Statistics 2015

Introductory Statistics

Problems

Problems 1
Problems 2
Problems 3
Problems 4
Problems 5
Problems 6
Problems 7
Problems 8
Problems 9
Problems 10

Data

This section lists the data file you may need to attempt some of the exercises. Use right-click and "save link as" to download.

SMF Prob 3: Bond data for PCA analysis
SMF Prob 6 ex 1: Dow Jones Data for ARMA fitting
SMF Prob 6 ex 2: CBOEVIX Data for GARCH fitting
SMF Prob bonus 6: SP&500 Data for ARMA+GARCH fitting
SMF 10: Stock and Dow Jones returns for Kalman filtering

Solutions

Solutions 1
Solutions 2
Solutions 3
Solutions 4
Solutions 5
Solutions 6
Solutions 7
Solutions 8
Solutions 9
Solutions 10
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Exams

Mock Exam 2011
Mock Exam Solutions 2011
Exam 2011
Exam Solutions 2011
Mock Exam 2012
Mock Exam Solutions 2012
Exam 2012
Exam Solutions 2012
Exam 2013
Exam Solutions 2013
Exam 2013a
Exam Solutions 2013a
Exam 2014
Exan Solutions 2014

Lectures

Introductory Statistics
Day 0
Day 1
Day 2
Day 3
Day 4
Day 5
Day 6
Day 7
Day 8
Day 9
Day 10
Day 11
Day 12
Day 13
Day 14
Day 15
Day 16
Day 17
Day 18
Day 19
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Previous Year's Course

Click here for materials relating to the 2013-2014 course. Click here for materials relating to the 2012-2013 course. Click here for materials relating to the 2012 course. Click here for materials relating to the 2011 half-course.