Financial Econometrics

Subject:

Economics (ECON)

Catalog number:

727

Unit weight:

0.50

Meet type:

LEC

Grading basis:

NUM

Cross-listing(s):

N/A

Requisites:

Prereq: STAT 850 or permission of the instructor

Description:

This course focuses on the theory and application of estimation and statistical evaluation of continuous-time stochastic processes frequently used in finance. In particular, it provides an in-depth discussion of estimation methods and statistical tests in the context of dynamic models of the term structure of interest and option pricing.

Topic titles:

N/A

Faculty:

Arts (ART)

Academic level:

GRD

Course ID:

012849