MSBA 6680 Financial Industry Analytics
With the increasing prevalence of financial data and machine-supported financial transactions, the ability to understand, analyze, and solve problems from data has become increasingly important in the financial area. This course will introduce methods and tools that have been widely used in decision-making in the financial industry, which may from time to time include macroeconomic event studies, analysis of term structures, equity data analysis, style analysis, credit risk, extreme value analytics, trading analytics, volatility measurement, portfolio management, and enterprise risk management.