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BA 434

Course ID:
Course Code & Number
BA 434
Course Title
Financial Econometrics
Level
BS
Credit Hours/ ECTS Credits
(3+0+0) 3 TEDU Credits, 6 ECTS Credits
Year of Study:
Junior
Semester:
Spring
Type of Course:
Compulsory
Mode of Delivery:
Face-to-face
Language of Instruction:
English
Pre-requisite / Co-requisite::
Pre-requisites: BA 304
Co-requisites: NONE
Catalog Description
Mathematical optimization. Data analysis. Probability models. Statistical analysis. Linear models. Dynamic factor models. Intertemporal behavior and method of moments. Econometrics of derivatives. Market indexes.
Course Objectives

The main objective of this course is to explain the basic econometric tools used in finance.

Software Usage
Students will use MS Office applications (Word, Excel, Access, Powerpoint) to work on their weekly assignments about 2 hours a week.
Course Learning Outcomes

Upon succesful completion of this course, a student will be able to
1. Define the basic econometric tools used in finance
2. Recognize the importance of using econometric tools in the assessment of risk in businesses
3. Identify the univariate, multivariate, dynamic and diffusion models
4. Evaluate business plans, sources of capital, marketing and distribution strategies, operations, organization issues, as well as key legal and ethical considerations affecting entrepreneurial ventures
5. Interpret the econometrics of derivatives and market indexes
6. Discover the applications of econometrics tools in the business environment

Learning Activities and Teaching Methods:
Telling/Explaining Discussion/Debate Questioning Reading Peer Teaching Problem Solving Case Study/Scenarion Analysis Oral Presentations/Reports Web Searching
Assessment Methods and Criteria:
Assessment Methods and Criteria Others:
Design Content
Recommended Reading
1. Journal of Financial Econometrics. 2. The Econometrics Journal. 3. Oxford Review of Financial Studies. 4. Journal of Finance. 5. Related journal articles and publications.
Required Reading
1. Financial Econometrics, C. Gourieroux and J. Jasiak, Princeton Series in Finance, 2001.
Grading
Learning Activities and Teaching Methods Others:
Course Coordinator:
Student Workload:
WorkloadHrs
Case Study Analysis12
Course & Program Learning Outcome Matching: