Topics in empirical finance - Centre for Central Banking Studies
This one-week event will provide a rigorous overview of the foundations of empirical finance and an exposition of selected topics vital to central bank analysis. Topics: - the construction and analysis of yield curves and other term structures; - the use of option prices to infer probability density functions of expectations of the underlying asset’s future properties; - volatility modelling; - macrofinance models.
|Event dates:||2013-04-22 – 2013-04-26|
|Organizer:||Centre for Central Banking Studies, Bank of England|
|Classification:||C0 - Mathematical and Quantitative Methods. General ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; G1 - General Financial Markets|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|