Elder Javier Nunes Pereira
8 SlideShares 3 Followers
Personal Information
Unternehmen/Arbeitsplatz
London, United Kingdom United Kingdom
Beruf
Economist, fmr. chief Central Bank, MSc Finance Univ Birmingham (UK), Risk Certified (CRM), Finance (2 IMF Derivatives)
Branche
Finance / Banking / Insurance
Info
Javier offers over twenty years of Central Banking Expertise (FX and Monetary policy), Central Bank of Venezuela. Main Expertise: a) Econometrics Forecasting and Quantitative Analysis (CLRM Classical Linear Regression Model, Univariate Models (Autoregressive Models ARIMA, AR, MA), VAR Models, GARCH to estimate volatility, Long run relationship Cointegretion, Monte Carlo Simulation, b) Risk Management (CRM Certificated Johnathan Mun, Wiley Finance, USA) licensed Risk Simulator Software, c) Finance (2 IMF courses Washington and Brasilia regarding Derivatives products and new Financial Instruments), d) Optimization Security Analysis and Portfolio (Optimal Sharpe, Efficient Frontier), Inves...
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montecarlo simulation binary regression models (logit and probit) garch and arch models for volatility conitegration var models (vector autoregressive models) univariate time series models classical linear regression model regresion simple y múltiple. classical linear reg
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Capítulos i y ii econometría aplicada a finanzas

Vor 7 Jahren • 1443 Aufrufe

Capítulos i y ii econometría aplicada a finanzas

Vor 7 Jahren • 3599 Aufrufe

Capítulo iii modelos univariados de series de tiempo

Vor 7 Jahren • 5139 Aufrufe

Capítulo iv econometría var

Vor 7 Jahren • 4542 Aufrufe

Capítulo v cointegración

Vor 7 Jahren • 1571 Aufrufe

Capítulo vi arch garch

Vor 7 Jahren • 836 Aufrufe

Capítulo vii modelos logit y probit

Vor 7 Jahren • 7402 Aufrufe

Capítulo viii simulacion montecarlo

Vor 7 Jahren • 635 Aufrufe
Personal Information
Unternehmen/Arbeitsplatz
London, United Kingdom United Kingdom
Beruf
Economist, fmr. chief Central Bank, MSc Finance Univ Birmingham (UK), Risk Certified (CRM), Finance (2 IMF Derivatives)
Branche
Finance / Banking / Insurance
Info
Javier offers over twenty years of Central Banking Expertise (FX and Monetary policy), Central Bank of Venezuela. Main Expertise: a) Econometrics Forecasting and Quantitative Analysis (CLRM Classical Linear Regression Model, Univariate Models (Autoregressive Models ARIMA, AR, MA), VAR Models, GARCH to estimate volatility, Long run relationship Cointegretion, Monte Carlo Simulation, b) Risk Management (CRM Certificated Johnathan Mun, Wiley Finance, USA) licensed Risk Simulator Software, c) Finance (2 IMF courses Washington and Brasilia regarding Derivatives products and new Financial Instruments), d) Optimization Security Analysis and Portfolio (Optimal Sharpe, Efficient Frontier), Inves...
Tags
montecarlo simulation binary regression models (logit and probit) garch and arch models for volatility conitegration var models (vector autoregressive models) univariate time series models classical linear regression model regresion simple y múltiple. classical linear reg
Mehr anzeigen