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Jan 28, 2025
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ECO 6391 - Financial Econometrics: Theory and Applications
Credits: 3
A study of selected topics in financial econometrics, including capital asset pricing models, arbitrage pricing theory, analysis of volatility in financial markets, value at risk, options and their valuation, event studies, cointegration of integrated markets, put-call parity, the term structure of interest rates, and credit default analysis. Prerequisites: C- or better in ECO 5350 , ECO 4378 or FINA 4326, and ECO 4368 or FINA 4325, and one of the following: STAT 2301, 2331, or 4340.
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