<p>Lecture, three hours. Limited to Master of Financial Engineering program students. Econometric and statistical techniques commonly used in quantitative finance. Use of estimation application software in exercises to estimate volatility, correlations, stability, regressions, and statistical inference using financial time series. S/U or letter grading.</p>

Management-Master of Financial Engineering

The school's rigorous programs offer exceptional academic preparation, a cooperative and congenial student culture, and access to a thriving business community, as well as support services for scholastic and career advancement.

John E. Anderson Graduate School of Management

The school offers a variety of business and management programs to meet the diverse educational needs and professional goals of its students.

General Catalog

Empirical Methods in Finance

MGMTMFE 407

4 units