2015-06-01–2015-06-05 - Brussels, National Bank of Belgium (Belgium) - Society for Financial Econometrics SoFiE
The SoFiE Financial Econometrics Summer School is an annual week-long research-based course for Ph.D. students and new faculty in financial econometrics.
The lectures will be organized around four themes:
1. The role of stochastic volatility in option pricing. Options prices as expectations of a...
