ACTSC 423Topics in Financial Econometrics

Units: 0.50
Faculty: Mathematics
Subject: Actuarial Science
Cross-listed: AFM 423

When it runs

Ran in 3 of the last 7 terms. Winter 2027: scheduled, 2 lecture sections. Spring 2027: schedule not out yet.

This course introduces the use of advanced econometric/statistical methods in studying financial market data, and in quantitatively assessing risks associated with financial investments. The methods presented in this course are tailored to address specific issues of interest in finance, such as the quantification of the risk-return tradeoff, the modelling of time-varying stock/bond market volatility and, possibly, also the statistical analysis of financial derivatives such as options.

Prerequisites

Must have completed at least 1 of the following:
- AFM323 - Quantitative Foundations for Finance (0.50)
- STAT331 - Applied Linear Models (0.50)
- STAT371 - Applied Linear Models and Process Improvement for Business (0.50)
- STAT373 - Regression and Forecasting Methods in Finance (0.50)
- STAT374 - Quantitative Foundations for Finance (0.50)

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Winter 2027 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
Section	Class	Enrolled	Meets
LEC 001	6340	0 / 40	MW 17:30–18:50
LEC 701	2412	18 / 9999	Online or by arrangement

Check it elsewhere for Fall 2026

Undergraduate Calendar, 2026–27The official entry
Requirements for Fall 2026Waterloo’s requisite checker
Schedule of Classes, Fall 2026Instructors, rooms, live seats
Quest Class SearchWhere you enrol
Course outlinesSyllabi from past terms (UW login)
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WClassesPast sections back to 2004, and who taught them