Advanced Empirical Finance: Topics and Data Science - Øko
Course provider
Københavns Universitet
Location
- Copenhagen
Description
This course considers challenges in the empirical analysis of a range of topics in advanced finance. The course relates to the finance course on “Corporate Finance and Incentives”, the volatility modeling course “Financial Econometrics A” and to the financial econometrics content of “Advanced Macro and Financial Econometrics”.
The course puts a great amount of emphasis on the practical implementation of financial econometric methods. In terms of data, which is core to empirical finance, we discuss in detail how to obtain and use historical stock price and company information as well as high-frequency intra-day data and other types of “vast data” sets in relation to risk analysis and risk management. This includes an introduction to data science applications such as data visualization and optimization techniques, as well as practical handling of large datasets.
Practical information
Course provider
Location
- Copenhagen
Course provider contact information
Contact the study administration
E-mail: efteruddannelse@science.ku.dk
Tel.:35 33 35 33
ECTS credits
7,5
About ECTS points ECTS stands for European Credit Transfer System. This is a system that can be used for credit transfer within higher education abroad or in Denmark.
Course language
English
Offered to
Spring
Deadline
Nov. 21, 2023
Current level of education
Master/Kandidat
Course duration
Kursusstart: Forår 2023