M5MF38 Statistical Methods in Finance

Problems

Prob1
Prob2
Prob3
Prob4

Data

This section lists the data file you may need to attempt some of the exercises. Use right-click and "save link as" to download.

SMF Prob 4: Bond data for PCA analysis

Solutions

Soln1
Soln2
Soln3
Soln4

Exams

Mock Exam 2011
Mock Exam Solutions 2011
Exam 2011
Exam Solutions 2011
Mock Exam 2012
Mock Exam Solutions 2012

Lectures

Day 0
Day 1
Day 2
Day 3
Day 4
Day 5

Previous Year's Course

Click here for materials relating to the 2012 course. Click here for materials relating to the 2011 half-course.