Apr 18, 2024  
Catalogue 2013-2014 
    
Catalogue 2013-2014 [ARCHIVED CATALOG]

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ECON 389 - Applied Financial Modeling

Semester Offered: Spring
1 unit(s)
Applications of economic theory and econometrics to the analysis of financial data. Topics include the efficient markets hypothesis, capital asset pricing model, consumption based models, term structure of interest rates, arbitrage pricing theory, exchange rates, volatility, generalized method of moments, time-series econometrics. Mr. Johnson.

Prerequisite(s): ECON 201 , ECON 210  and ECON 225 , MATH 122  or equivalent; or permission of the instructor. MATH 220 , MATH 221  recommended.



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