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3315. Financial Econometrics

3.00 credits

Prerequisites: ECON 2201 or 2211Q; ECON 2202 or 2212Q; ECON 2311Q; ECON 2312Q; STAT 1000Q or 1100Q.

Grading Basis: Graded

Introduction to the mathematics of finance. Theoretical reasoning (proofs), modeling, useful simplifying approximations, and computing. Students will write basic programs in R.