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Financial Econometrics & Trading ECON 433 (3)

Emphasizes the structure and econometrics of financial trading, benefits of trading, liquidity suppliers, optimal trading strategies, estimation of variables of interest using transaction data, modeling of the limit-order book, and understanding market impact. Prerequisite: ECON (or BUEC) 333 and ECON 305; 60 units. Students with credit for BUEC 433 may not take this course for further credit. Students with credit for ECON 484 under the title ST-Financial Econometrics cannot take ECON 433 for further credit.