KTH Mathematics

Material for the exercise on GARCH (spring 2018). The problem description can be found here: Projectpart3.pdf Information about the workspace can be found here: guide_to_workspace.pdf The workspace used for the exercise can be found here: GARCH 2018.qlw. Right click and choose "Save link as...", then upload to your catalogue "appdata" through home.ug.kth.se. Make sure it is saved as a .qlw file! 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: 27-04-2018