QF 202 Financial Time Series

Students will study the application of quantitative methods to the field of finance, including investment theory and risk management. Among topics covered will be regression analysis, building asset/business cash flow models of a business, sensitivity analysis, value at risk (VAR) models, probability transition matrices and stochastic difference equations (SDE’s).

Credits

3

Prerequisite

QF 200

Distribution

School of Business

Typically Offered Periods

Spring Semester