This is the third part in a three part series on teaching R to MFE students at CUNY Baruch. The …Continue reading » [Read more...]

This is the second part in a three part series on teaching R to MFE students at CUNY Baruch. The …Continue reading » [Read more...]

This is a continuation of the R workshop I’m teaching at the Baruch MFE program. This section discusses the programming …Continue reading » [Read more...]

I’m teaching an R workshop for the Baruch MFE program. This is the first installment of the workshop and focuses on …Continue reading » [Read more...]

Here’s a short example of calculating zero rates and discount factors from cash rates using futile.paradigm. Of note is how …Continue reading » [Read more...]

Introduction Suppose you see two drunks (i.e., two random walks) wandering around. The drunks don’t know each other (they’re independent), so there’s no meaningful relationship between their paths. But suppose instead you have a drunk walking with her dog. This … Continue reading → [Read more...]