Syllabus BUFN758N

 Syllabus BUFN758N Essay

Syllabus(for(BUFN758N(Financial(Econometrics(I(

Spring(2015(

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Professor'Alberto'Rossi'''

Office: '4457'Van'Munching'Hall''

Cellphone: '(301)'405A0703'Fax: '(301)'405A0359''

Email: '[email protected] umd. edu'''''''''''

Canvas'website: 'https://umd.instructure.com/login'

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Class(meetings(

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College'Park'Sections:

• Section'0501: 'Monday'and'Wedneday'1: 00pm'A'2: 50pm'at'VMH'1511' • Section'0502: 'Wednesday'10: 10am'A'12: 00pm'at'VMH'1511

(Note the first'course'meeting'of'Sections'0501'and'0502'will'be'on' Thursday'1/15'at'usual'time'and'location'to'make'up'for'Martin'Luther'King' holiday)

DC'Sections:

• Section'DC51: 'Tuesday'2: 00pm'A'5: 35pm'at'classroom'DC'C2 (

Course(Objectives(

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In'this'course'we'will'study'standard'techniques'used'in'the'econometric'analysis'of' financial' data. ' While' we' will' frequently' discuss' the' theory' underlying' these' techniques, 'the'focus'will'be'on'understanding'and'interpretation. 'We'will'develop' codes'in'the'programming'language'MATLAB'to'illustrate'the'concepts'and'methods' discussed'in'class. 'The'course'should'be'useful'to'anyone'interested'in'the'modeling' and'empirical'analysis'of'financial'markets'data. ''

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Prerequisites((

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Familiarity'with'basic'probability'theory'and'statistics'is'essential. 'Occasionally, 'we' will' be' reviewing' necessary' background' material' in' class. ' Working' knowledge' of' calculus' and' linear' algebra' would' also' be' useful' for' understanding' the' theoretical' advancements. ''

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Course(Materials((

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• Slides'and'Lecture'notes: 'posted'on'the'course'web'page'in'. pdf'format. 'It'is' highly' recommended' that' you' print' out' the' relevant' lecture' notes' before' coming' to' school. ' Usually, ' the' material' on' the' lecture' notes' will' not' be' covered'in'any'particular'book. '

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•

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Software: 'MATLAB'which'is'available'on'Smith'Portal. '(

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