QUANTITATIVE METHODS IN FINANCE

Catalog description

The aim of this course is to introduce students to the quantitative techniques used in the key areas of finance. Building on a strong foundation of econometric models and techniques (which presume a solid knowledge of introductory statistics demonstrated b y a high grade in STAT 230) this course emphasizes understanding and properly applying methods, especially regression analysis and finance -specific methods such as the Markowitz portfolio model, share price valuation models, capital market theory and derivative pricing models. Cross-listed with ECON 403. Prerequisites: ECON 201, ECON 202, FINC 201, STAT 230.