Quantitative Methods for Finance

Prerequisite: MET AD 100 Lab. Finance is a highly competitive and dynamic industry that demands quantitative-oriented professionals. This course equips students with empirical techniques which are used in the analysis of financial markets, with a strong focus on financial applications using actual data. The goal of this course is to provide students with a number of econometric techniques which are used in the analysis of financial markets based on asset pricing and corporate finance models. In particular, the emphasis is on classical linear regression models, time series analysis, and limited dependent variable models applied to the following topics: predictability of asset returns; event study analysis; econometric tests of the CAPM and multifactor models; and volatility modeling.