Beruflich Dokumente
Kultur Dokumente
1
FinanceFI
478 Investment Strategies and Speculative 822B Time Series Econometrics II 853 Debt and Money Instruments and
Markets Spring. 3(3-0) Interdepartmental with Agri- Markets
Fall. 3(3-0) P: FI 311 and FI 312 R: Open to cultural Economics and Economics and Sta- Fall. 1 to 3 credits. P: MBA 832 and FI 851
juniors or seniors in the Eli Broad College of tistics and Probability. Administered by Eco- or approval of department R: Open to mas-
Business and The Eli Broad Graduate nomics. P: EC 822A ters students in the Finance major and open
School of Management and not open to stu- Analyses of multivariate time series, time series to MBA students or approval of department.
dents in the School of Hospitality Business. volatility models, long memory, nonlinear time series Fixed-income security markets. Valuation of traded
Pricing, trading strategies, hedging applications, and models, and other advanced topics. instruments.
markets for forwards, futures, swaps, and options.
2
FIFinance