Teaching

Teaching

Graduate Courses

FIN201a: Investments

This course covers topics related to financial economics, including investors’ attitudes toward risk, capital allocation, portfolio selection, asset pricing models (Capital Asset Pricing Model and the Arbitrage Pricing Theory), the efficient market hypothesis, fixed income markets, equity valuation, and options and futures markets.

ECON/FIN250a: Forecasting in Finance and Economics

This course covers forecasting and time series analysis as used in finance and economics. Time series topics include linear regression, ARMA models, trend modeling, seasonal adjustments, regime switches, volatility modeling, vector autoregression, Granger causality, impulse response functions, and nonstationary time series.

Online Scientific Computing

MATLAB Boot Camp

This is a course designed as a primer for first year economics PhD students at Brandeis University.