2000x580 15

Empirical asset pricing (MASTER)

Goals

The course objective is to upgrade the knowledge of financial economics and econometrics into study of some popular methods of empirical research in finance.

Syllabus

Assets pricing models and empirical applications
Event studies
Modeling stochastic volatility and applications in risk management

Contacts

Aleš Ahčan

Office hours

Wednesday at 11:00

room RZ-206

Igor Masten

Office hours

Tuesday at 14:00

room RZ-205