Advanced Quantitative Methods in Finance ((3 Credits))

Catalog description

This course builds on the concepts covered in Quantitative Methods in Finance, and introduces more advanced quantitative methods that are applicable in various areas of finance; applied concepts and methodologies of both univariate and multivariate long term financial data processes. In addition, topics and financial data applications related to stationary processes, co-integration analysis, ARCH and GARCH models, and simulation methods are also covered. Course Materials Fee: Graduate Studies is pleased to be able to provide access to the Thomson Reuters Eikon online database, a required resource of this course, for a fee which will be charged at the time of registration. This fee is pending approval and subject to change. Prerequisites: FSMA-6010.