MGMT 6400
Financial Econometrics Modeling
This
course is intended to introduce finance
students to econometrics, with a particular emphasis on financial data.
This
course will differ from the typical econometrics course because of this
emphasis. The course is not intended to provide formal training for
professional
econometricians, hence it will generally avoid formal and rigorous
derivations,
theorems and proofs. Instead, the course is intended to provide a
practical
introduction to econometrics for finance practitioners with a basic
background
in probability, statistics, calculus and linear mathematics. More
details are provided
in the course syllabus and detailed
notes and problems (with solutions) are available in the Readings and Coursepack . Other useful
information
and links are provided below and in
Teaching and Courses . Students are encouraged to contact the instructor about any
questions or problems that they encounter. Check the
News link for various updates.
Numerous problems and exercises with solutions are available through
links below to the Readings and
Coursepack , Sample Exams and Additional Problems . Students should not
attempt this course with an insufficient quantitative background
(including a comprehension of subject material from linear mathematics,
statistics, calculus and an introductory financial management
course). Elementary prerequisite work is available through the Elementary Mathematics Review (for
elementary operations and algebra) and Additional Readings links
below. Other useful
information and links are provided below and in Teaching and Courses . Contact
information and office hours are listed on the course syllabus.
updated 03/27/2012