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    Vassar College
   
 
  Nov 25, 2017
 
 
    
Catalogue 2017-2018
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ECON 389 - Applied Financial Modeling


1 unit(s)


Applications of economic theory and econometrics to the analysis of financial data. Topics include the efficient markets hypothesis, capital asset pricing model, consumption based models, term structure of interest rates, arbitrage pricing theory, exchange rates, volatility, generalized method of moments, time-series econometrics. Paul Johnson.

Prerequisite(s): ECON 201 , ECON 210  and ECON 225 , MATH 126  and MATH 127  or equivalent; or permission of the instructor.

Recommended: MATH 220 , MATH 221  recommended.

 

Not offered in 2017/18.



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