ECON 5054 [0.5 credit] Applied Financial Econometrics
Statistical analysis and econometric techniques applied to financial data. Topics will include learning to use financial data, statistical diagnostics, forecasting, data mining for large data, asset allocation (copulas, GARCH, and DCC), hedging with derivatives, credit risk modeling, basic programming in Finance (Python or R).
Includes: Experiential Learning Activity
Prerequisite(s): enrolment in the M.Finance program. Not open to students in the M.A. Economics program.
Prerequisite(s): enrolment in the M.Finance program. Not open to students in the M.A. Economics program.