Course CEMLA: Financial Econometrics

September 20 – 24, 2021.


Organizing Institutions



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.

Aimed at

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