Course CEMLA: Financial Econometrics
September 20 – 24, 2021.
Session 1: Time Series Models
Session 2: Some Estimation Methods
Session 3: Futures and Forwards
Session 4: Interest Rate Models
Session 5: Asset Pricing Models
Session 6: Options
Session 7: Volatility Models
Session 8: Non-Parametric Models
Session 9: Risk Management
Session 10: Machine Learning
The objective of this course is to provide participants with tools from the subject of financial econometrics, underscoring applications to central banking.
This course is aimed at analysts, junior researchers and mid-level officials in economic research, financial stability and risk management or related areas from CEMLA’s central banks membership.
Dr. Santiago García Verdú
Advisor to the Director General / Research Economist
Phone: +52 (55) 5061-6635