Course Detail
Course Components:
Enrollment Information
Enrollment Requirement:
Prerequisites: 'C-' or better in FINAN 6040 AND Masters status in the David Eccles School of Business
The course is an introduction to computation finance and financial econometrics. The emphasis of the course will be on making the transition from the theory of financial modeling to the econometric model using real data. Microsoft Excel is a primary tool to implement the financial models. These include but are not limited to asset return calculations, portfolio theory, index models, the capital asset pricing model, investment performance analysis, option pricing models, duration models, bond valuation and time series models. The course will also make extensive use of statistics and probability.