| Essentials of Econometrics, Features of Financial Econometrics, Conditional Heteroscedasticity (ARCH, GARCH, and time series models), Panel Data Estimation; Forecasting in Finance; Portfolio Models, Asset Pricing, Performance measurement and Attribution, Options on Equities, Binomial Trees, Black and Scholes formula, Non-normal distribution and implied volatility, Interest Rate Models, Value at Risk; Statistical theory and its applications in finance; financial modelling using excel and other software. |
Administrative assistant: TASLIMA BOODHUN-JHUMKA
Telephone: 4037400
Email: t.boodhun@uom.ac.mu |
