BUFN 758E

This course builds on the computing skills learned in BUFN 758N: Financial Econometrics I and BUFN 758O: Financial Econometrics II. It is designed to deepen the programming and computing skills necessary in the finance profession, especially for quantitative roles involving big data and modeling. The course aims to familiarize students with large scale financial data and to further develop practical analytical tools. Students will be able to analyze complex and large financial and economic datasets present in many fields of the financial profession. Applications are conducted using real financial and economic data. The course draws on the theoretical aspects of the subjects covered, but mainly focuses on the practical matters required to undertake an empirical analysis of financial topics – e.g., the definition of the research question, the datasets required, the computational needs, and, the implementation. The course enables the student to evaluate outstanding financial research as well as to conduct his or her own research.