Statistical Modeling in Finance
The Black-Scholes formula for option pricing, GARCH processes for volatility modeling, and risk management are current areas of financial research where there is a close interaction between statistics and finance. Statistical techniques play a central role in finance to model volatility to improve the option pricing. Ito calculus based semi-martingale theory is also playing an increasing role in financial modeling.
|Organizer:||Department of Statistics Finance, Economics, and Risk, Insurance, and Healthcare Management departments Fox School of Business Management|
|Conference venue:||Philadelphia, Pennsylvania|
Jagbir Singh voice: 215.204.5069 e-mail: email@example.com Pallavi Chitturi voice: 215.204.5070 e-mail: firstname.lastname@example.org
|Classification:||C4 - Econometric and Statistical Methods: Special Topics ; G0 - Financial Economics. General|
|Event type:||Konferenzen, Tagungen; Conferences|
Persistent link: https://www.econbiz.de/10005872352