Financial Econometrics

Undergraduate

Statistical and mathematical methods commonly used in the empirical analysis of financial markets. Emphasis on univariate and multivariate modelling and forecasting for public equities, debt, and derivatives markets, as well as the quantitative management of financial risks. Course Format: Lectures, lab, 4 hours. Prerequisite(s): ECON 2P21 or ECON 2P23; ECON 2P90 or ECON 2P91 or permission of the instructor. Course Notes: This course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term.