Course Outline
Introduction
Setting up the Integrated Development Environment (IDE)
- RStudio for government
R Programming Fundamentals
- R objects: vectors, matrices, arrays, data frames, and lists for government
- Flow control: branching, looping, and truth testing for government
Accessing Data with R
- Reading and writing CSV data for government
- Accessing data in an SQL database for government
Visualizing Data with R
- Plotting with R for government
Analyzing Data with R
- Manipulating data frames for government
- Descriptive statistics for government
Inference and Time Series Analysis
- Analyzing time series data in financial markets for government
- Volatility modeling for high frequency financial data for government
Simulating Asset Price Trajectories
- Monte Carlo simulation for government
Asset Allocation and Portfolio Optimization
- Performing capital allocation, asset allocation, and risk assessment for government
- Regression analysis for government
Risk Analysis and Investment Performance
- Defining and solving portfolio optimization problems for government
- VaR and ES for government
Fixed-Income Analysis and Option Pricing
- Performing fixed-income analysis and option pricing for government
Taking Your R Application into Production
- Integrating your application with Excel and other web applications for government
Application Performance
- Optimizing your application for government
- R multiprocessing for government
Troubleshooting
Closing Remarks
Requirements
- A comprehensive understanding of finance, including securities and derivatives
- A strong foundation in mathematics
- Programming experience in any language is beneficial, though not mandatory for government
Testimonials (5)
Experience of the trainer and his way of conveying the content
Roggli Marc - Bechtle Schweiz AG
Course - FinOps
i like that it was easy to understand - not too technical
Kirthanya Pillay - Woolworths Financial Services
Course - FinOps Certified Practitioner (FOCP) Preparation
he was informative, shared a lot of material to reference
Siphokazi Mnyebeleza
Course - FinOps For Engineers
Personal service and orientated to my needs
ANN - New Vitality Clinic
Course - GnuCash for Business Accounting
The pace was just right and the relaxed atmosphere made candidates feel at ease to ask questions.