This course presents financial market data analysis using empirical methods. Topics include financial time series analysis, econometric asset pricing modelling, statistical inference on option price data, mean-variance analysis, and value at risk. The course focuses on inference using real world data. Theoretical concepts will be illustrated via empirical examples.

Prerequisite(s): Economics 2223A/B or Economics 2123A/B; Economics 2300A/B.

Extra Information: 3 lecture hours.