MFE Financial Econometrics

Slides, problem sets and assignment for the core Financial Econometrics Course

This is a place holder for the 2019/20 MFE Course content. I lecture in Hilary term.

Notes

The complete set of notes covers all aspects of the Financial Econometrics I and II courses.

MATLAB

The companion course is designed to accompany Financial Econometrics I and II and to provide tools needed in Empirical Asset pricing.