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Financial Econometrics

Master Modul Finance III:

This lecture applies modern econometric methods to current questions from the field of finance, risk-management and commodity markets. We will both explore the theoretical dimensions of the models used as well as apply the methods to real-life datasets.

Students learn the basic and advanced methods of financial econometrics. They apply the methods using datasets and thereby learn both the application of econometric methods as well as the caveats associated with real-life data, data gathering and data mining. The use of econometric software (R, matlab) is an essential part of this course.

 

Structure of the Module:

Courses Type Credit Points Credit Hours
Financial Econometrics Lecture + Excercise 7.5 4

 

Examinations:

Written and graded exam covering the entire module (90 minutes) or graded presentation based on written case study’s expose. The mode of the exam will be assigned at the beginning of the course.

 

Status of the Module:

Elective Module in the M.Sc. programmes Wirtschaftswissenschaften, WiWi für ein Lehramt am Berufskolleg (Modellversuch), Wirtschaftsmathematik, Wirtschaftsingenieurwesen, Logistik, Mathematik und Statistik.

 

Registration:

Due to limited capacities in the PC-Pools, you have to register for this course. To do so, use our form with this link.

We will publish the activation time of the form and further details on our "Aktuelles" page.

Please use your TU Dortmund Email address, since other Email addresses will be ignored.

In the form, you have to order your preferences, if you want to hear this course on

Monday = Thema 1

Tuesday = Thema 2

Please set the third preference on Thema 3 as default.

If you have questions, please use our Support System.

 

Fragen:

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