Economics 285 - Colloquium: Applied Financial Econometrics

This course offers an introduction to computational finance and financial time-series econometrics, emphasizing empirical applications using the R programming language. Financial topics covered include optimal portfolio construction and performance evaluation; factor pricing models; equity and option valuation; and return predictability. Econometric topics covered include time-series regressions, forecasting, event study analysis, and GARCH models. No prior knowledge of R or financial economics is assumed. Prerequisites: MTH 111, (ECO 240 or SDS 291) and (ECO 250 or ECO 253). Enrollment limited to 25. (E)

[CE] MTH 111, (ECO 240 or SDS 291) & (ECO 250 or ECO 253)