This course presents a comprehensive treatment of econometric methods used in economics, finance, marketing, and other management disciplines. Among the topics covered are: the classical linear regression analysis, linear simultaneous equations systems and instrumental variables techniques, panel data models, generalized method of moments, selection models, and limited dependent variable models. This course uses Matlab or similar computational software, but previous experience with such software is not a prerequisite. This course assumes working knowledge of undergraduate econometrics, basic linear algebra, basic probability theory, and statistics that are covered in . Those who did not take or similar should see the instructor.
Today, technology-driven ventures continue to disrupt industries around the world and entrepreneurial ecosystems in developing economies are evolving, creating a better backdrop for entrepreneurs and investors who wish to explore high potential opportunities. Despite following the lead of Silicon Valley, the most advanced ecosystem in the world, these newly formed networks that include universities, incubators, accelerator programs, angel investor organizations and venture capital firms are still lacking. Consequently, investors and founders face distinct challenges that they would not encounter in Silicon Valley including access to local markets, lack of funding, inadequate talent pools and complex legal and political context. As developing economies grow and become more connected, new and exciting entrepreneurial opportunities arise across markets and industries. Smartphones, the best sensors on earth have already been deployed and new technologies, such as Machine Learning and Blockchain, will allow problems to be solved at a scale like never seen before. nnnThe cases and guests will reveal entrepreneurial challenges through the eyes of founders and investors that have seized these opportunities at different stages of the venture: ideation, launch and escalation. This course is designed to showcase innovative companies in high growth industries such as consumer Internet, financial services, health care and education. It will feature the latest trends and opportunities in Asia, Middle East, Africa and Latin America. By taking this course, you will be better equipped to observe and explain developing economy ecosystems and the opportunities and challenges they present.
What are some research topics in computational finance?
This course provides an integrated framework for analyzing and measuring risk with a computer simulation approach. A common set of computational tools will be applied across several different financial applications ranging from options pricing to portfolio design. Extensive time will be spent on estimating and simulating 'Value at Risk' which has been a standard for measuring risk in large financial institutions. We will also compare this with other traditional methods as well as other modern methods, such as extreme value theory at quantifying risk. Computationally intensive methods, such as bootstrapping, and Monte Carlo analysis will be used extensively throughout the course with MATLAB as the primary programming tool.
MDP in Computational Big Data Analytics | Admissions
Departmental requirements and regulations for the MS in Computational Finance are specifiedbelow. The regulations of the Graduate School for master's programs are available in theGraduate School Policies and Procedures Manual ().
Graduate Programs | School of Graduate Studies
This is a Master of Science degree especially designed to train students with strongmathematics backgrounds in up-to-date mathematical and computational skills in quantitativefinance and insurance. Such training is intended to produce high caliber individuals who canconfidently undertake interdisciplinary research and analysis in modern financial riskmanagement. The focus will be in preparing talented individuals to face the quantitative andcomputational challenges in financial service and insurance sectors.
Registrar - Liberty University Christian College Education
also provides additional graduate programs - MBA, Master of International Business, Master of Finance, Master of Management Analytics, Master of Entrepreneurship & Innovation, Graduate Diploma in Business, Graduate Diploma in Accounting.