The request to revise FINN 6210 and 6219

Date: November 3, 2015
To: Belk College of Business
From: Office of Academic Affairs
Approved On: October 14, 2015
Approved by: Graduate Council
Implementation Date: Summer 2016

Note: Deletions are strikethroughs. Insertions are underlined.

Catalog Copy

FINN 6210 – Financial Elements of Derivatives

Credit Hours: (3)

Examines the nature and functions of futures and options markets. Topics include: hedging for risk reduction and the role of derivative instruments in the capital markets. Focuses on basic pricing techniques which are derived from no-arbitrage relations.

Prerequisite(s): FINN 6152 or equivalent, or permission of department.

Corequisite(s): FINN 6203 or permission of department.

FINN 6219 – Financial Econometrics

Credit Hours: (3)

Advanced time series with financial applications. Topics covered include time series regressions (univariate and multivariate, stationary and non-stationary) and time series models (including ARMA, ARCH, GARCH, stochastic volatility and factor models). The emphasis will be on model properties, estimators, test statistics, and applications in finance.

Prerequisite(s): ECON 6218 or MATH 6201 ECON/STAT 6113.
Cross-listed as: ECON 6219 .