Utrecht School of Economics
Econometrics: Tutorial, Lab, and Programming Notes (coming soon)
Pedagogical sequence (suggested): Measure Theory, Matrix Algebra, Stochastic Processes, Asymptotic Statistics, Econometric Theory I & II, Time-Series Econometrics I, free selections
> Computational Statistics for Econometrics
> Financial Econometrics (planned date of release: 31 Aug 2023)
> Matrix Algebra
> Measure Theory
> Stochastic Processes
> Time-Series Econometrics I & II
> Time-Series Models
Data Science: Tutorial, Lab, and Programming Notes (coming soon)
> Algorithms and Data Structures: A Brief Introduction
> Combinatorial Optimisation
> Information Theory and Inference
> Machine Learning with Applications to Economics, Finance and Insurance
> Statistical Inference (Mathematical Statistics)
> Statistical Learning
> Stochastic Gradient Techniques for Optimisation
Economics, Finance, and Insurance (coming soon)
Pre-requisites: Microeconomics (introduction and intermediate), Macroeconomics (introduction and intermediate), Undergraduate Calculus, Undergraduate Real Analysis, Linear Algebra
> Actuarial Mathematics I: Life Insurance
> Actuarial Mathematics II: Non-Life Insurance
> Asset Pricing
> Asset-Liability Management
> Contract Theory: An Introduction
> Dynamic Economic Theory
> Financial Mathematics I: Discrete Time
> Financial Mathematics II: Continuous Time
> Fixed Income
> Industrial Organisation
> Insurance Economics and Financial Economics
> Labour Economics - Cahuc Stream
> Quantitative Risk Management
