ECONOMIC 3385A
0.50 credit · King's
This course presents financial market data analysis using empirical methods. Topics include financial time series analysis, econometric asset pricing modelling, statistical inference on option price data, mean-variance analysis, and value at risk. The course focuses on inference using real world data. Theoretical concepts will be illustrated via empirical examples.
Economics 2223A/B or Economics 2123A/B; Economics 2300A/B.
3 lecture hours.
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