ECON 5220 — Computational Finance and Financial Econometrics
4 semester hoursGraduateLectureusually offered: fall, springtypical days: M/T/W/FBostonTraditional
Covers many aspects of the contemporary quantitative finance toolkit. Uses standard econometrics to address empirical finance questions such as estimating stock betas and efficient market tests. Includes advanced econometrics for non-stationary data and limited dependent variables, with cointegration/statistical arbitrage applications and bankruptcy modeling; quantitative research and portfolio management techniques like factor portfolio sorts (including machine learning and Big Data); and quantitative techniques, such as Monte Carlo simulations, to value derivatives and for pricing exotic options.
Prerequisites
- one of:
- ECON 2560 (min C-)
- graduate program admission
Offering history
| Term | Sections | Enrolled | Capacity | Full | Open seats/section |
|---|---|---|---|---|---|
| Fall 2025 | 1 | 25 | 26 | 96% | 1.0 |
| Spring 2026 | 1 | 25 | 29 | 86% | 4.0 |
Snapshots from scheduled scrapes — not live seat availability. "Full" can exceed 100% when sections over-enroll.
Meeting times
Share of recent sections by weekday: M 50% · T 50% · W 50% · Th 0% · F 50%
Common patterns: TF (50% of sections), MW (50% of sections) — in patterns, R means Thursday
Professors
Fall
- Mark Hooker (100% of students) · reviews
Spring
- Mark Hooker (100% of students) · reviews
Percentages are each professor's average share of the season's enrolled students in recent terms.
Links
Official catalog (ECON course descriptions) · Student reviews on RateMyHusky · All ECON courses · Plan it at numap.app