Apr 18, 2024  
Rensselaer Catalog 2009-2010 
    
Rensselaer Catalog 2009-2010 [Archived Catalog]

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MGMT 6400 - Financial Econometrics Modeling


This course addresses financial modeling as an empirical activity. Several key issues and assumptions of finance are addressed through empirical modeling. Topics may include asset pricing, event studies, exchange rate movements, term structure of interest rates, and international linkages among financial markets. Computers are used extensively both in and out of class.

Prerequisites/Corequisites: Prerequisites: students must have doctoral standing and should have taken at least two finance courses and MGMT 6100.

Credit Hours: 3



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