ECON436

Prerequisite: Minimum grade of C- in ECON325 and ECON422. Restriction: Must be in Economics Bachelor of Science program. An introduction to financial econometrics, which is data science applied to understanding the financial system. Students will learn modern techniques in financial econometrics with an emphasis on the interaction between modeling (theory) and empirical analysis. Topics include relevant economic theory, optimization techniques, probability models, statistical analysis, and use of statistical software.