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Empirical asset pricing


Aims of the course

The course objective is to upgrade the knowledge of financial economics and econometrics into study of some popular methods of empirical research in finance.

Course syllabus

Assets pricing models and empirical applications
Event studies
Modeling stochastic volatility and applications in risk management

Course director(s)

  • Igor Masten, PhD, Full Professor

  • Academic Unit for Money and Finance (Regular Member)
  • Academic Unit for Mathematics, Statistics and Operations Research (Associate Member)
  • Office Hours
  • Tuesday at 14:00 in RZ-205
  • Office Hours
  • Wednesday at 11:00 in RZ-206
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