Seminar für Finanzökonometrie
print

Sprachumschaltung

Navigationspfad


Inhaltsbereich

Forschungsseminar

Dienstag, 18:00 - 20:00 s.t.

Ludwigstr. 33, Raum 144 (Seminarraum)

 

DatePresenterTopic
07-Jun-2016 Janis Bauer On the Relevance of Market Liquidity for Calibration and Option Pricing
14-Jun-2016 Alexander Matthies Evaluation of Factor Models in Term Structure Forecasts
21-Jun-2016 Teona Shugliashvili Model Selection for Exchange Rate Data
Maria Sprincenatu On Liquidity Risk: Modelling, Evaluating, and Managing Non-Maturity Deposits
28-Jun-2016 Henry Port A functional ARMA-GARCH approach for modeling the FX-impact of implied rate curve
05-Jul-2016 Serkan Yener Multiscaling of Financial Time Series
13-Jul-2016 (cancelled) Elizabeth Heller Dynamic Term Structure Modeling. Two arbitrage-free models: Vasicek and Cox-Ingersoll-Ross