(1 - 22 von 28
)
2014 — High Dimensional Nonstationary Time Series
www.wiwi.hu-berlin.de
Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series Info. Humboldt ... Matthias Fengler: University of St. Gallen: SPA1, Room 401:
Newsletter - MathFinance Conference MathFinance
www.mathfinance.com
Newsletter – MathFinance Conference Jan 24, Prof. Dr. Matthias Fengler (University of St. Gallen): TBA; Wolfgang Hartmann (CEO – FIRM): TBA;
Spring School and Workshop on Volatility Dynamics and Option Prices...
memento.epfl.ch
Topics of lectures: Part 1. Volatility Dynamics and Option Prices, by Peter Christoffersen Part 2. Econometrics of intraday data, by Sébastien Laurent WORKSHOP Speakers: (in addition to Peter Christoffersen and Sébastien Laurent): Alexandru Badescu University of Calgary Matthias Fengler Universität St.
Events - ECFCG - Erasmus Research Institute of Management - ERIMwww.erim.eur.nl › ECFCG › Events
www.erim.eur.nl
2012 Research Seminar. Semi-nonparametric estimation of a call price surface under no-arbitrage constraints. Matthias Fengler (University of St.Gallen).
sortiert nach Relevanz / Datum