Special Topics: Analysis of Financial Markets

MSDS 492-DL Special Topics: Analysis of Financial Markets

This course introduces financial instruments, markets, trading, and exchanges. It is designed for students interested in active investment management and quantitative finance. Students explore prices and returns from various asset types: stocks, bonds, mutual funds, exchange-traded funds, commodity and currency futures, derivatives and options, prediction and event markets. They employ models and methods for analyzing asset price dynamics and volatility, and for identifying market regimes. Prerequisites: MSDS 400-DL Math for Modelers and MSDS 401-DL Applied Statistics with R.

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