Eric Zivot is the Robert Richards Chaired Professor in the Economics Department, Adjunct Professor of Statistics, Adjunct Professor of Finance, and Adjunct Professor of Applied Mathematics. He is co-director of the Master of Science Program in Computational Finance and Risk Management in the Department of Applied Mathematics at UW. He is also a risk management consultant to BlackRock Alternative Advisors. He is co-author of Modeling Financial Time Series with S-PLUS and co-developer of S+FinMetrics, and has consulted on the use of S-PLUS and R in the finance industry. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. His current research focuses on the econometric analysis of high frequency financial data and the measurement of financial risk. He has published extensively in the leading econometrics and empirical finance journals. He holds the Ph.D. in Economics from Yale University, and the BS in Economics and Statistics from the University of California Berkeley.


Introduction to Computational Finance and Financial Econometrics