MF 852 Financial Econometrics (Fall/Spring/Summer: 3)

Prerequisite: Statistics and calculus
This course teaches how mathematical techniques and econometrics are used in financial research and decision making. Topics include matrix algebra, differential and integral calculus, simple linear regression, residual analysis, multivariate regression, and the generalized linear model. Students will be introduced to the latest developments in theoretical and empirical modeling.
The Department

Last Updated: 20-MAR-13