Vrije Universiteit Amsterdam (VU) • Msc Finance
Latest uploads for Msc Finance at Vrije Universiteit Amsterdam (VU). Looking for Msc Finance notes at Vrije Universiteit Amsterdam (VU)? We have lots of notes, study guides and study notes available for Msc Finance at Vrije Universiteit Amsterdam (VU).
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Courses Msc Finance at Vrije Universiteit Amsterdam (VU)
Notes available for the following courses of Msc Finance at Vrije Universiteit Amsterdam (VU)
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Advanced Corporate Finance E_FIN_ACF 10
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Advanced corporate finance / Corporate valuation 1
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Asset Pricing E_FIN_AP 24
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Bank Management E_BA_BANKM 3
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Behavioural Finance E_FIN_BF 1
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Corporate Valuation 3
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Credit, Complexity and Systemic Risk E_FIN_CCSR 1
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Data analyse 1 1
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Data analyse 2 1
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Derivatives E_FIN_DER 2
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Economics of Payment Systems E_FIN_EPS 3
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Empirical Finance 16
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Financial Decision Making 1
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Financial Markets & Institutions E_FIN_FMI 9
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Financial Markets and Institutions E_FIN_FMI 3
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Financial Sector Regulation E_BA_FSR 1
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International Financial Management 1
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Investments 4
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Python for Finance 3
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Real Estate Finance 1
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Real Estate Management 2
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Statistics 1
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Thesis 1
Popular books Vrije Universiteit Amsterdam (VU) • Msc Finance
McKinsey & Company, Inc., Tim Koller • ISBN 9781118873731
Peter S. Rose, Sylvia C. Hudgins • ISBN 9780071326421
Peter S. Rose, Sylvia C. Hudgins • ISBN 9780071259385
John C. Hull • ISBN 9780273759072
Latest notes & summaries Vrije Universiteit Amsterdam (VU) • Msc Finance
Here is the summary from the models AR(1), MA(1), ARMA(2,1) step by step, explained with colours. If something is not understandable, please write it in the comments below. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
- Book & Paket-Deal
- Summary
- • 13 pages's •
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Vrije Universiteit Amsterdam•Empirical Finance
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Introductory Econometrics for Finance • Chris Brooks• ISBN 9781107661455
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Empirical Finance - Weekly Summaries + Exercises and 1 Lab Session• By claudiughiuzan
Preview 2 out of 13 pages
Here is the summary from the models AR(1), MA(1), ARMA(2,1) step by step, explained with colours. If something is not understandable, please write it in the comments below. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
This is the summary of forecasting with GARCH and Value at Risk. The summary contains an explaination of the derivation of the GARCH model, evaluation of volatility forecast, value at risk, testing the VaR, how to judge if the VaR is correct, an example of the model, and the criticism. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can fin...
- Book & Paket-Deal
- Summary
- • 12 pages's •
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Vrije Universiteit Amsterdam•Empirical Finance
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Introductory Econometrics for Finance • Chris Brooks• ISBN 9781107661455
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Empirical Finance - Weekly Summaries + Exercises and 1 Lab Session• By claudiughiuzan
Preview 4 out of 12 pages
This is the summary of forecasting with GARCH and Value at Risk. The summary contains an explaination of the derivation of the GARCH model, evaluation of volatility forecast, value at risk, testing the VaR, how to judge if the VaR is correct, an example of the model, and the criticism. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can fin...
This summary provides the basis for the ARMA models. It contains an explanation of the autocorrelation, White Noise, Partial Autocorrelation, Moving Average Model, Stationarity of the time series, weakly stationary, covariance stationary, model selection criteria, and how to interpret the graphs. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because ...
- Book & Paket-Deal
- Summary
- • 11 pages's •
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Vrije Universiteit Amsterdam•Empirical Finance
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Introductory Econometrics for Finance • Chris Brooks• ISBN 9781107661455
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Empirical Finance - Weekly Summaries + Exercises and 1 Lab Session• By claudiughiuzan
Preview 2 out of 11 pages
This summary provides the basis for the ARMA models. It contains an explanation of the autocorrelation, White Noise, Partial Autocorrelation, Moving Average Model, Stationarity of the time series, weakly stationary, covariance stationary, model selection criteria, and how to interpret the graphs. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because ...
Here is a summary of the above models. The explanation is taken from the class. This summary contains everything what we talked about in terms of interpretation, estimation, and diagnostic checks. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
- Book & Paket-Deal
- Summary
- • 15 pages's •
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Vrije Universiteit Amsterdam•Empirical Finance
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Introductory Econometrics for Finance • Chris Brooks• ISBN 9781107661455
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Empirical Finance - Weekly Summaries + Exercises and 1 Lab Session• By claudiughiuzan
Preview 2 out of 15 pages
Here is a summary of the above models. The explanation is taken from the class. This summary contains everything what we talked about in terms of interpretation, estimation, and diagnostic checks. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
Here you can find a summary of the ARCH models. Basically, in this document you can find everything that the prof. said in the class. It contains explanation of different types of volatility, the basic ARCH model, conditional variance, transformation of the model into ARMA model, volatility clustering, testing for ARCH effects, diagnostic of the model. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It ...
- Book & Paket-Deal
- Summary
- • 13 pages's •
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Vrije Universiteit Amsterdam•Empirical Finance
-
Introductory Econometrics for Finance • Chris Brooks• ISBN 9781107661455
-
Empirical Finance - Weekly Summaries + Exercises and 1 Lab Session• By claudiughiuzan
Preview 4 out of 13 pages
Here you can find a summary of the ARCH models. Basically, in this document you can find everything that the prof. said in the class. It contains explanation of different types of volatility, the basic ARCH model, conditional variance, transformation of the model into ARMA model, volatility clustering, testing for ARCH effects, diagnostic of the model. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It ...
Exam Asset pricing of 27-10-2017, with answers.
- Exam (elaborations)
- • 8 pages's •
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Vrije Universiteit Amsterdam•Asset pricing
Preview 1 out of 8 pages
Exam Asset pricing of 27-10-2017, with answers.
Here are the notes from the ARMA Model Lab session. The document includes all the steps with the explanation attached. There are 8 steps. 1 - Looking to the data, 2 - Looking at the autocorrelation plot, 3 - Estimate ARMA models, 4 - Construct residuals and check if there is autocorrelation, 5 - Construct the fit of the model with the test for homoscedasticity and the log of the VIX, 6 - Forecasting, 7 - Checking the forecast model with explanation of unbiasedness, accuracy, and efficiency, 8 -...
- Package deal
- Class notes
- • 20 pages's •
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Vrije Universiteit Amsterdam•Empirical Finance
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Empirical Finance - Weekly Summaries + Exercises and 1 Lab Session• By claudiughiuzan
Preview 10 out of 20 pages
Here are the notes from the ARMA Model Lab session. The document includes all the steps with the explanation attached. There are 8 steps. 1 - Looking to the data, 2 - Looking at the autocorrelation plot, 3 - Estimate ARMA models, 4 - Construct residuals and check if there is autocorrelation, 5 - Construct the fit of the model with the test for homoscedasticity and the log of the VIX, 6 - Forecasting, 7 - Checking the forecast model with explanation of unbiasedness, accuracy, and efficiency, 8 -...
Summary of the 2nd lecture, week 1. It includes explanation of the logit model with an empirical example, estimation of the model, and how to build a ROC curve step by step as provided by the teacher in class. Also the interpretation of the coefficients is provided. The self-study questions and the multiple questions with the solutions are from the end of the book. The exam questions are from the exams provided by the lecturer.
- Book & Paket-Deal
- Summary
- • 18 pages's •
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Vrije Universiteit Amsterdam•Empirical Finance
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Introductory Econometrics for Finance • Chris Brooks• ISBN 9781107661455
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Empirical Finance - Weekly Summaries + Exercises and 1 Lab Session• By claudiughiuzan
Preview 3 out of 18 pages
Summary of the 2nd lecture, week 1. It includes explanation of the logit model with an empirical example, estimation of the model, and how to build a ROC curve step by step as provided by the teacher in class. Also the interpretation of the coefficients is provided. The self-study questions and the multiple questions with the solutions are from the end of the book. The exam questions are from the exams provided by the lecturer.
Summary of the 2nd lecture, week 1. It includes explanation of the logit model with an empirical example, estimation of the model, and how to build a ROC curve step by step as provided by the teacher in class. Also the interpretation of the coefficients is provided. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything wha...
- Book & Paket-Deal
- Summary
- • 6 pages's •
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Vrije Universiteit Amsterdam•Empirical Finance
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Introductory Econometrics for Finance • Chris Brooks• ISBN 9781107661455
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Empirical Finance - Weekly Summaries + Exercises and 1 Lab Session• By claudiughiuzan
Preview 2 out of 6 pages
Summary of the 2nd lecture, week 1. It includes explanation of the logit model with an empirical example, estimation of the model, and how to build a ROC curve step by step as provided by the teacher in class. Also the interpretation of the coefficients is provided. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything wha...
Here are the exercises from Chapter 12 together with the solutions.
- Book & Paket-Deal
- Answers
- • 5 pages's •
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Vrije Universiteit Amsterdam•Empirical Finance
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Introductory Econometrics for Finance • Chris Brooks• ISBN 9781107661455
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Empirical Finance - Weekly Summaries + Exercises and 1 Lab Session• By claudiughiuzan
Preview 2 out of 5 pages
Here are the exercises from Chapter 12 together with the solutions.