15.440[J] Advanced Financial Economics I
Recent empirical methods in finance, including: the estimation and testing of market efficiency; the random walk hypothesis; the CAPM/APT; various term structure models; option pricing theories; and market microstructures; performance evaluation; bond rating and default analysis; event study methodology; continuous-time econometrics; and general time series methods. An empirical term project is required. Some econometric background and rudimentary computer programming skills are assumed. Primarily for doctoral students in finance, accounting, and economics.
This class has 15.416 as a prerequisite.
15.440[J] will not be offered this semester. It will be instructed by Staff.
Lecture occurs 1:00 PM to 4:00 PM on Fridays in E62-650.
This class counts for a total of 12 credits. This is a graduate-level class.
In the Fall 2015 Subject Evaluations, 15.440[J] was rated 6.0 out of 7.0. You can find more information at the site.
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