Stochastic Processes in Finance

Course Code
UAF47
ECTS Credits
6
Semester
Εξάμηνο Η
Course Category
Professor

Stavros Stavrogiannis

Course Description

The aim of the course is to understand and apply modern methods of empirical analysis of time series data and the forecasting process. The course provides a wide range of examples combined with the use of appropriate software for practical application to real-world data.

At the end of the course, students will be able to specify, control and evaluate a set of models and make predictions. 

eclass: https://eclass.uop.gr/courses/1880/