Date : 20 May 2019 to 21 June, 2019

Venue : CMI

**You should come with your laptop.**Familiarity with

`R`

is not required, but will be helpful.- It is assumed that you have a working installation of the
`R`

software and of the following`R`

-Packages.`tseries`

`copula`

`PortRisk`

You can use the following code in the command prompt or R-console to install the packages:

`install.packages(c("tseries","copula","PortRisk"))`

Also, we firmly suggest that you should install

`R-Studio`

(after installing the base-`R`

).

- Introduction to
`R`

- Code
**Introduction to Function in**Click Here`R`

- Random Walk Hypothesis
- Simulate from Geometric Brownian Motion
- Efficient Frontier
- Portfolio Optimization
- Capital Asset Pricing Model
- Volatility Risk, GARCH Model with
`R`

- Value at Risk
- Copula Models with
`R`

- European Options
- Binomial Option Pricing Model with
- Black-Scholes and Applications

sourish at cmi dot ac dot in