APPLIED PROBABILITY AND STATISTICS SEMINAR

Fall 2006 / Spring 2007
Upcoming Talks / Past talks


Time:Wed Feb 21, 1.30pm-2.30pm

Place: PHYS 129

Speaker: Bill Laverty

Title: Conditional Heteroscedastic Models of Financial Time Series

Abstract: Many financial time series exhibit volatility that evolves over time. This volatility is an important factor in the trading of derivatives. The following talk will be a brief introduction to the stochastic models of these series.