Skip to main content
Princeton Mobile homeCourses home

Financial Econometrics

ORF 504/FIN 504

Info tab content
Econometric and statistical methods as applied to finance. Topics include: Asset returns and efficient markets, linear time series and dynamics of returns, volatility models, multivariate time series, efficient portolios and CAPM, multifactor pricing models, portfolio allocation and risk assessment, intertemporal equilibrium models, present value models, simulation methods for financial derivatives, econometrics of continuous time finance.
Instructors tab content
Sections tab content

Section L01