CASE-QPL - Distinguished Lecture Series 2009



Torben G. Andersen

Northwestern
University

Tim Bollerslev

Duke
University

March 19, 2009

Recent Developments in Measuring and Modeling Financial Market Volatility

Torben G. Andersen and Tim Bollerslev are leading experts in the area of financial econometrics and are particularly well recognized for their contributions to the measuring and forecasting financial market volatility. The quantification of an asset’s or a market’s volatility is a central aspect in financial practice. It is of enormous importance for asset pricing, portfolio allocation and risk management. The lecture series deals with recent developments in the areas of implied and realized volatility modelling. Besides implications for forecasting, newest insights into the relations between both volatility concepts will be discussed.

We thank the QPL of the Deutsche Bank for the support!

The Distinguished Lecture Series 2009 preceds the Humboldt-Copenhagen Conference taking place on March 20-21, 2009 at Humboldt-Universität zu Berlin.

CASE-QPL-DLS 2009 flyer for download

We are looking forward to welcome you to this Distinguished Lecture Series on March 19, 2009.

Impressum | Modified last: 11/07/2008,20:11