New Methods in Financial Modeling

New Methods in Financial Modeling

Editorial Reviews
Book Description
Stokes and Neuburger provide a lucid, programmatic discussion of certain advanced techniques of applied financial modeling, using hands-on examples, including computer program setups for the more complicated techniques. This book takes as its general theme the econometric testing of the underlying econometric assumptions of the financial models it studies. Using financial market data from the U.S. and other countries around the world, the authors tackle these important but often overlooked questions: Is a certain estimated model appropriate for the work at hand? Is the estimation technique most suitable for the problem? Researchers in finance and economics and graduate students with similar interests will find the book highly enlightening. It will also be useful for accomplished analysts in the securities industry.

About the Author
HOUSTON H. STOKES is Professor of Economics at the University of Illinois at Chicago. HUGH M. NEUBURGER is Senior Vice President and Director of Growth Equities at DLJ Investment Management Corp., Donaldson, Lufkin & Jenrette, New York.

New Methods in Financial Modeling,Houston H. Stokes,Hugh M. Neuburger,Quorum Books,1567201253,Business & Economics,Business / Economics / Finance,Business/Economics,Econometrics,Economics - General,Economics - Theory,Finance,Investment Finance,Investments,Mathematical Models In Economics,Mathematical models,Business & Economics / Finance

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