MSFA 744 - Financial Econometrics

Unit(s): 2

This course expands on the econometric techniques commonly used in finance. Financial markets have spurred many of the advances in econometrics in the past two decades, and in turn. Knowledge of financial markets is required in this course, but much of the finance theory in the course is communicated in the process of describing the econometric methods used.

Prerequisite: ECON 736 or concurrent MSFA 736
Restriction: Field of study restricted to Financial Analysis Major
School of Management