The objective of this seminar is to provide a thorough understanding of financial markets volatility. The seminar will concentrate on theoretical and empirical issues concerning volatility estimation, volatility forecasting as well as the use of volatility as a fundamental input in risk management and derivative pricing. Throughout the day, theory will be supported by empirical applications in relevant financial problems.
Renngasse 1/ Freyung
890 € (*Univ of Chicago alumni receive a 20% discount)
Kurt Blecha, '02 (EXP-7)