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Courses - Fall 2023
Finance Department Site
600 and 700 level courses with the BUFN prefix are offered only for students in the Master of Finance and Master of Quantitative Financ programs.
(Perm Req)
Introduction to Financial Markets and Financial Datasets
Credits: 3
Grad Meth: Reg, P-F, Aud
Prerequisite: STAT400, STAT401, STAT410, or STAT420.
Recommended: CMSC320, CMSC351, MATH240, and MATH241; and should have extensive familiarity with Python including Pandas, Numpy, Scipy, Matplotlib; and familiarity with probability and statistics, econometric modeling.
Restriction: By Permission Only.
Provides an overview of financial concepts and markets and datasets. Company financial statements will be used to review concepts including earnings, cash flow, accruals, investment, dividends, etc. The course will introduce concepts related to portfolio theory and asset pricing. It will introduce the fundamentals of the stock market and market microstructure, including bid ask spreads and market liquidity. Advanced topics include event studies, high frequency trading, Over The Counter (OTC) bond markets, and more specialized institutional arrangements including repo markets and foreign currency exchange markets.
Computer Science majors who would like to take this course should email Professor Albert Kyle askyle4@umd.edu and Professor Louiqa Raschid lraschid@umd.edu for permission to register for this course.