AS 180.337 - Financial Econometrics

Institution:

Johns Hopkins University

Subject:

Description:

Prerequisite: 180.334; 180.367 is strongly recommended. This course introduces financial models and the necessary techniques to estimate and test these models. E.g. ARCH models, GARCH models, option pricing models, efficient market hypothesis, as well as Risk management models.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.jhu.edu

Phone Number:

(410) 516-8000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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