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. Recommended prereq., ECON 4818. Requisites: Requires prerequisite course of ECON 3818 or APPM 4520 or APPM 4570 or CHEN 3010 or CVEN 3227 or MATH 4520 (minimum grade C-).