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AP/ECON 4140

Financial Econometrics

3.0 credits

Fall 2026

Topics

  • Static and dynamic models of financial returns
  • Portfolio theory and CAPM
  • Option pricing and value at risk
  • ARCH models and volatility
  • Empirical financial analysis using statistical software

Readings

  • Required: David Ruppert, Statistics and Finance (Springer, 2004).
Sources