Lecture, three hours. Requisites: courses 41, 101, 103. Enforced corequisite: course 147L. Introduction to econometric modeling in empirical/computational finance. Focus on study of econometric models and methods to understand financial market dynamics. Review of essential concepts in probability/statistics and time-series econometrics. Investigation of some popular financial econometric models and estimation methods. Review of selected topics in finance, and how to apply econometric methods to analyze and understand empirical properties of financial market data. Analytical problem sets and data exercises to enhance theoretical understandings and practical skills. P/NP or letter grading.