Advanced Financial Econometrics

Concentration: Finance
Academic Year: 2022-2023
Semester: Third
Required/Elective: Required
Prerequisite(s): Financial Econometrics
Course Hours / Week: 3 hours per week / 8 weeks

This course complements the financial econometrics courses and is an extension of the quantitative methods used for financial risk management, also is the other edge of quantitative finance is considered, namely, the generation of profits, through contemporary volatility models such as duration, and survival models applied to trading. The course is a complement to the high frequency trading course and the quantitative finance course.


  • Rafael Caparó


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