MSF6422
MSF 6422 - Financial Econometrics and Computational Methods I (2 Cr.)
Finance (11265)
TCSM - Curtis L. Carlson School of Management
MSF 6422 - Financial Econometrics and Computational Methods I (2 Cr.)
Course description
This course provides an introduction to the methods used in empirical finance. A review of statistics is followed by intensive instruction on matrix algebra that culminates in a fundamental understanding of linear regression, the basic empirical tool. Asset pricing theories are discussed and developed and then methods are derived to test them. The course will emphasize estimation and inference using computer-based applications.
prereq: Summer Cohort Completion
prereq: Summer Cohort Completion
Minimum credits
2
Maximum credits
2
Is this course repeatable?
No
Grading basis
A-F - A-F Grade Basis
Lecture
Requirements
009342
Fulfills the writing intensive requirement?
No
Typically offered term(s)
Every Fall