SMUMods Sign In
  • Books
  • Analytics
Search

Empirical Finance (FNCE629)

Course description

This course will introduce key empirical research methodologies in financial economics. It will illustrate the use of econometric methods in analyzing financial data, such as stock and bond prices, interest rates, foreign exchange rates, commodity and futures prices and option prices. Topics include tests of asset valuation models such as capital pricing model, multifactor pricing models, derivative pricing models, term structure of interest rates models and event-study analysis.


Pre-requisites

Seminar Required

Graded, 1.0 Credit Units


    Have a used textbook?

    Introducing SMUMods Books. Your listings will appear in the module pages where you tag them.


    Save to profile Save
    Create review Write a review
    Share this link Share page