This course presents and applies statistical and econometric techniques useful for the analysis of financial markets. Ordinary least squares, maximum likelihood, time series analysis, GARCH volatility modeling, and simulation methods are covered. Hypothesis testing is covered in detail. Particular attention is placed on the properties of various estimators when model assumptions do not hold. Students not familiar with matrix algebra and elementary statistics should plan to make up the deficit early in the course. See MSF 501 on these topics.