Approved by: Graduate Council
Implementation Date: Summer 2016
Note: Deletions are strikethroughs. Insertions are underlined.
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FINN 6210 - Financial Elements of Derivatives
Credit Hours: (3)
Examines the nature and functions of futures and options markets. Topics include: hedging for risk reduction and the role of derivative instruments in the capital markets. Focuses on basic pricing techniques which are derived from no-arbitrage relations.
Prerequisite(s): FINN 6152 or equivalent, or permission of department.
Corequisite(s): FINN 6203 or permission of department.
FINN 6219 - Financial Econometrics
Credit Hours: (3)
Advanced time series with financial applications. Topics covered include time series regressions (univariate and multivariate, stationary and non-stationary) and time series models (including ARMA, ARCH, GARCH, stochastic volatility and factor models). The emphasis will be on model properties, estimators, test statistics, and applications in finance.
Prerequisite(s): ECON 6218 or MATH 6201 ECON/STAT 6113.
Cross-listed as: ECON 6219 .