University Catalog 2014-2015

University of Colorado Boulder

ECON-4858 (3) Financial Econometrics

Introduces statistical models, estimation and testing procedures used in analyzing financial data for advanced undergraduates. Topics include the modeling of returns, portfolio theory, the capital asset pricing model, options pricing and fixed income securities. Prereq., ECON 3818 or equivalent. Recommended prereq., ECON 4818.