Dr Ruijun Bu (B.Eng, M.Sc, Ph.D)

The aim of this module is to provide a through overview of main topics in modern financial economics. These include decision-making under uncertainty, portfolio selection, pricing financial assets and state contingent claims, as well as forecasting asset return and volatility from historical data.

The aim of this module is to give students an understanding of econometric time series methodology. The module will build upon the materials of ECON212 Basic Econometrics. Important extensions include volatility models of financial time series and multivariate (multiple equations) models such as vector error correction and related cointegrating error correction models.