B9334-001: Big Data In Finance
Spring 2019 PHD Course
F - Full Term, 09:00AM to 12:15PM
Credit hours: 3.0
Location: WJW 311
Instructor: Michael Johannes
Michael Johannes
Ann F. Kaplan Professor of Business
Professor Johannes’s research analyzes the empirical content of fixed-income and derivative securities pricing models. He is particularly interested in developing econometric methods to investigate models with jumps and stochastic volatility. Johannes teaches the elective Capital Markets and Investments.
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