MGMT 6400
Financial Econometrics Modeling
This course is intended to introduce finance students to econometrics, with a particular emphasis on financial data. This course will differ from the typical econometrics course because of this emphasis. The course is not intended to provide formal training for professional econometricians, hence it will generally avoid formal and rigorous derivations, theorems and proofs. Instead, the course is intended to provide a practical introduction to econometrics for finance practitioners with a basic background in probability, statistics, calculus and linear mathematics. More details are provided in the course syllabus and detailed notes and problems (with solutions) are available in the Readings and Coursepack . Other useful information and links are provided below and in Teaching and Courses . Students are encouraged to contact the instructor about any questions or problems that they encounter. Check the News link for various updates. Numerous problems and exercises with solutions are available through links below to the Readings and Coursepack , Sample Exams and Additional Problems . Students should not attempt this course with an insufficient quantitative background (including a comprehension of subject material from linear mathematics, statistics, calculus and an introductory financial management course). Elementary prerequisite work is available through the Elementary Mathematics Review (for elementary operations and algebra) and Additional Readings links below. Other useful information and links are provided below and in Teaching and Courses . Contact information and office hours are listed on the course syllabus.

Course Syllabus Exam Preparation Suggestions Useful Links for  Students
Readings and Coursepack Sample Exams FAQ
Project Elementary Mathematics Review Finance Reading Suggestions
Additional Problems Spreadsheets and Other Tools News
Additional Readings Lecture Spreadsheets
Send an e-mail to John Teall

Teaching and Courses HOME
updated 03/27/2012