The course derives asset pricing models that are designed to explain the cross‐section and the dynamic behavior of asset returns, empirically assessing the models to discuss their usefulness for practical applications.
The following additional sessions in the computer lab are designed to help review and prepare basic quantitative methods needed for finance.
Introduction to R (html)
Data Acquisition in R (html)
Basic statistical concepts for Finance (html)
Basic Linear Regressions for Finance (html)