KTH Mathematics

Material for the exercise on GARCH The problem description can be found here: uppgiftslydelse.pdf Information about the workspace can be found here: guide_to_workspace.pdf The workspace used for the exercise can be found here: garch.qlw. Right click and choose "Save link as...", then upload to your catalogue "appdata" through home.ug.kth.se. You can find information on how to install Quantlab and access data on this home page: KTH Finance Lab This workspace is good for accessing data and trying on some features in Quantlab: Demo Series.qlw A manual on coding in Quantlab: Quantlab Users Manual 3.1.pdf Course homepage Alexander's homepage Address: Department of Mathematics Royal Institute of Technology SE-100 44 Stockholm Sweden Email: aaurell at kth dot se Office room: 3747 Phone: +46-8-790 71 36

Published by: Alexander Aurell Updated: 09-03-2016