Quantitative and Empirical Finance 2400-ENSM013B
In the seminar I introduce students to major research areas of current interest in the field of quantitative and empirical finance and I help choose an interesting and useful research topic. After the topic selection the participants carry out their research(model formulation, data preparation, estimation/numerical work, interpretation and discussion of the results) and write down their Master (graduate) thesis.
Type of course
Course coordinators
Learning outcomes
Upon the course completion the student:
-mastered research tools in the area of empirical and quantitative finance
-is familiar with the organization and carrying out of research projects
-is able to read and assess critically research papers in empirical and quantitative finance
-is able to compose and write research papers
-is able to use databases in the research process
-is able to use econometric and numerical software in the research process
-is able to produce a high quality research publication
-is able to think critically with scientific rigor.
KW01, KW02, KW03, KU01, KU02, KU03, KK01, KK02, KK03
Assessment criteria
Assessment of the progress made by the seminar participants in their research projects and Master (graduate) thesis preparation.
Bibliography
Current research papers related to the research topics of the seminar participants.
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: