Forecasting Financial Markets

1 credits · Undergraduate

Introduces statistical models for financial price and risk. ARMA, GARCH, Value-at-Risk. Covers both theory underlying these models and practical implementation using statistical software (MATLAB). Prerequisite: (Mathematics 202, 212, 216, 221, or 222) and (Economics 204D or 208D, or Statistics 111 or 130, or Statistics 230/Mathematics 230, or Statistics 250/Mathematics 342).