Instructor and Schedule#
👨🏫 Instructor: Guilherme Salome
👨🏫 Teaching Associate: Alfred Fan
📅 Schedule:
- Tuesdays & Thursdays: 11:45 AM - 1:00 PM
- Office Hours: Wednesdays 11:30 AM - 1:00 PM at Social Sciences 228A (DFE Conference Room)
📍 Location: Social Sciences 124
📚 Course Materials#
August 2019#
September 2019#
- 📄 Estimating IV
- 📄 Project 2
- 📄 Jump Returns
- 📄 Inference for IV
- 📄 Project 3
- 📄 Realized Beta
- 📄 Project 4
- 📄 Local Variance
- 📄 Jump Regression
- 📄 Midterm Exam
October 2019#
- 📄 Midterm Exam Solution
- 📄 Project 5
- 📄 Forecasting Variance
- 📄 Project 6
- 📄 Microstructure Noise
- 📄 Two Scale Realized Variance
- 📄 Project 7
- 📄 Installing Python
- 📄 Python Core Data Types
- 📦 Python Core Data Types (Notebook)
November 2019#
- 📄 Python Control Flow and IO
- 📦 Python Control Flow and IO (Notebook)
- 📄 Project 8
- 📄 Python Numpy
- 📦 Python Numpy (Notebook)
- 📄 Black Scholes Valuation
- 📄 Project 9
- 📄 Pandas