Course Catalog
| FIN 620 Empirical Asset Pricing | 3 Credits | ||||||||||||||||||
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| This course presents available empirical methods that are used to test the theoretical models covered in FIN618. The aim is to provide an in-depth review of the empirical finance research. Students are expected to understand and apply these methods on selected topics including asset pricing models, portfolio valuation, and time-varying volatility. | |||||||||||||||||||
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| Prerequisite: __ | |||||||||||||||||||
| Corequisite: __ | |||||||||||||||||||
| ECTS Credit: 10 ECTS (ENGINEERING: / BASIC:) | |||||||||||||||||||
| General Requirements: | |||||||||||||||||||