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    Dec 26, 2024  
2023-2024 Graduate Calendar 
    
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2023-2024 Graduate Calendar [ARCHIVED CALENDAR]

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MFDA 5400G - Financial Econometrics

The course covers econometric methods as applied to finance, in particular financial security analysis, risk and portfolio management. It teaches students econometric theories, empirical methods, and gives students experience in estimating econometric models with financial data. Students will use professional financial databases to obtain financial data and statistical programming software for empirical research. The course is in line with the CFA curriculum requirements on Quantitative methods in Finance.
Credit hours: 3
Experiential learning Yes


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