Course Descriptions
Equity and
Currency Markets ( 2 units )
This course reviews various aspects of equity and currency
markets and provides models of and historical evidence on
the average returns and volatility of returns on equities,
on the trade-to-trade equity price behavior, on trading
volume and patterns, and on primary financial risks. The
determination of spot and forward exchange rates and the
volatility, volume, high frequency dynamics, and dealer
behavior in currency markets are considered. Practical considerations
involved in the implementation of various strategies are
considered.
