There will be a compulsory homework assignment resulting in a written report. The homework assignment should be solved in groups of 1-3 persons. It is recommended that you use a program language such as Matlab, R (see below for download), or S-plus to solve the homework assignment. The solution to the homework will be presented in groups and discussed during the presentation seminars.

Solving the homework sets requires programing in Matlab, R, S-plus, or something else that you may prefer. It is assumed that you are able to do this. You will not get specific help from me with the programing.

Here are the homework instructions.

Useful websites for financial data:
http://finance.yahoo.com stocks, indices, volatility indices, options, and bonds
http://www.ustreas.gov/offices/domestic-finance/debt-management/interest-rate/ US treasury bonds, yield curves
http://www.oanda.com foreign exchange rates
http://www.nasdaqomxnordic.com You can register (for free) and access all kinds of historical price data

Computer exercises references:

The computer exercises may be solved using any software package. It is recommended to use the program “R” which is a free statistical software package available for free download.