Financial econometrics is a dynamic discipline that applies advanced statistical and econometric methods to the analysis of financial markets. It integrates time series, panel data and cross‐sectional ...

ECONOMISTS develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “What Are Economic Models,” F&D, ...

Financial market models lie at the intersection of applied probability, economics and mathematical finance, providing robust frameworks to describe asset price dynamics and risk management. Central to ...

The Journal of Financial and Quantitative Analysis (JFQA) is published bimonthly in February, April, June, August, October, and December by the Michael G. Foster School of Business at the University ...

Financial models have become one of the most important decision-making tools in modern finance. They are critical to enabling informed decision-making. But oftentimes, they are flawed with deep and ...

Bryn Harman, CFA, has 40+ years of experience in corporate finance, including as CEO/CIO of value-oriented investing firm Pelouse Capital Management. Robert Kelly is managing director of XTS Energy ...

This course is compulsory on the MSc in Finance and Economics and MSc in Finance and Economics (Work Placement Pathway). This course is not available as an outside option to students on other ...