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Centre for Central Banking Studies, Bank of England

Dates:
April 22-26, 2013
Description:
Topics in empirical finance - Centre for Central Banking Studies
Location:
London, United Kingdom
Subject:
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. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
E
Sponsor:
URL:
http://www.bankofengland.co.uk/education/Pages/ccbs/events/events.aspx

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