MFIN 8852 Financial Econometrics
This course teaches how mathematical techniques and econometrics are used in financial research and decision making. Topics include matrix algebra, differential and integral calculus, simple linear regression, residual analysis, multivariate regression, and the generalized linear model. Students will be introduced to the latest developments in theoretical and empirical modeling.
Course overview
- Department
- Finance
- School
- CSOM
- Credits
- 3
- Level
- Graduate
- Offered
- Every Fall, Every Spring, Every Summer
Catalog details
- Prerequisites
- BZAN7703
Course evaluations
- Course rating
- 3.64 / 5 · Very Good
- Instructor rating
- 3.79 / 5 · Very Good
- Terms evaluated
- 11
| Term | Instructor | Course overall | Instructor overall | Well organized | Clear learning objectives | Intellectually challenging | Helpful assignments | Applicable beyond course | Attendance necessary | Weekly effort | Responses |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Spring 2026 | Bozidar Jovanovic | 3.8 | 3.8 | 4.1 | 4.2 | 4.5 | 4.5 | 4.4 | 4.5 | 4–6 hrs/week | 22 of 27 |
| Fall 2025 | Bozidar Jovanovic | 3.6 | 3.9 | 4.1 | 4.2 | 4.8 | 4.3 | 4.3 | 4.4 | 4–6 hrs/week | 97 of 111 |
| Spring 2025 | Bozidar Jovanovic | 4.5 | 4.7 | 4.7 | 4.7 | 4.8 | 4.8 | 4.8 | 4.8 | 7–9 hrs/week | 6 of 12 |
| Fall 2024 | Colm Mullarkey | 3.6 | 3.7 | 4.3 | 4.2 | 4.5 | 4.0 | 4.2 | 3.8 | 4–6 hrs/week | 91 of 102 |
| Spring 2024 | Colm Mullarkey | 3.6 | 3.8 | 4.2 | 4.1 | 4.6 | 3.9 | 4.0 | 4.4 | 4–6 hrs/week | 25 of 28 |
| Fall 2023 | Colm Mullarkey | — | — | — | — | — | — | — | — | — | 75 of 91 |
| Summer 2023 | Mary Nardone | — | — | — | — | — | — | — | — | — | 9 of 10 |
| Spring 2023 | Colm Mullarkey | 3.7 | 3.9 | 4.3 | 4.2 | 4.9 | 4.1 | 4.0 | 4.4 | — | 29 of 32 |
| Fall 2022 | Colm Mullarkey | 3.6 | 3.9 | 4.1 | 4.2 | 4.5 | 4.0 | 4.0 | 4.1 | 4–6 hrs/week | 85 of 90 |
| Spring 2022 | Colm Mullarkey | 3.4 | 3.6 | 4.2 | 4.1 | 4.7 | 4.1 | 4.0 | 4.5 | 4–6 hrs/week | 23 of 36 |
| Fall 2021 | Colm Mullarkey | 3.4 | 3.5 | 4.0 | 4.1 | 4.7 | 3.8 | 4.0 | 4.0 | 7–9 hrs/week | 52 of 96 |
Data freshness
Instructors
Sections
- Section 01
- Section 01
- Section 02