Same as Previous Week
Univariate Volatility Data (pandas HDF) used in the IPython notebook-based slides.
Executing code in jupyter slides
See the instructions for installing the mfe package to install some function used in the slides.
No new quiz this week
The readings listed correspond to the pre-recorded content. You should either watch the pre-recorded content or read the notes prior to the Week 6 lecture.
Sections 7.8 and 7.9 from the Univariate Volatility Notes
Oxford MFE Students only (Canvas)