jmbejara / FinancialTheoryMSc

Financial Theory Course (MSc, Julia code)

Introduction

This repository contains Julia code for a MSc course in Financial Theory at UNISG.

Instructions

1. Most files are jupyter notebooks. Click one of them to see it online. If GitHub fails to render the notebook or messes up the LaTeX in the Markdown cells, then use nbviewer. Instructions: try to open the notebook at GitHub, copy the link and paste it in the address field of nbviewer.

2. To download this repository, use the Download (as zip) in the Github menu. Otherwise, clone it.

On the Files

1. ChapterNumber_Topic.ipynb are notebooks organised around different topics. The chapter numbers correspond to the lecture notes (pdf).

2. The pdf file contains the lecture notes.

3. The folder Data contains some data sets used in the notebooks, while the folder jlFiles contains .jl files with some functions used in the notebooks.

4. The plots are in png format (so GitHub can show them). If you want sharper plots, change default(fmt = :png) to default(fmt = :svg) in one of the top cells.

5. The current version is tested on Julia 1.7 and 1.8.