GECO 6266 -

Institution:

The New School

Subject:

Description:

Financial Modeling and Financial Econometrics Spring 2009. Three credits. Salih Neftci Applications of financial theory and new financial instruments require new econometric tools. This course first reviews the basic theories of derivatives pricing and estimation and then deals with volatility dynamics, nonparametric estimation, and Kalman filters.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.newschool.edu

Phone Number:

(212) 229-5600

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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