FFC Requirement(s)
Technology-Intensive
Course Description
The main focus of this course is on the empirical and quantitative tools necessary for investment decisions. Topics will include time series econometrics, return predictability, asset pricing models with emphasis on factor models, market efficiency and active investment, hedge funds, trading and exchange microstructure, role of quantitative finance in the financial recession, and an introduction to behavioral finance. The main emphasis is on common stocks, but other asset classes may be covered. The class will involve the use of spreadsheets software such as Excel and/or limited application of programming language such as Python. Prerequisites: COLL 150, FIN 210 and FIN 320.