This module provides an introduction to applied econometrics used to analyse financial problems. The material is presented through detailed examples with associated data and software, and hence should prove useful and interesting to students whether or not they have some prior exposure to econometrics. Basic statistical tools needed for understanding and using financial models are introduced and explained.

Lists linked to Quantitative Methods in Finance

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ECOM053 - Quantitative Methods in Finance (Semester B) - 2023/24 2023-2024 Academic Year 14/07/2023 18:13:41