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Nov 27, 2024
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2019-2020 Graduate Catalog ARCHIVED CATALOG: CONTENT MAY NOT BE CURRENT. USE THE DROP DOWN ABOVE TO ACCESS THE CURRENT CATALOG.
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FINQ 762 - Investments Modeling Credits 3
Discussion of econometric techniques and programming skills needed to manipulate large financial data sets. Widely used statistical factor models are developed to form tradable portfolios using various characteristics. Topics include asset pricing, market efficiency, and statistical estimation.
Grading Letter grade
Prerequisites Admission in MSQF program or approval by Director of MSQF program; FIN 710 and ECO 770 .
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