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Volatility by Prof. Rob Engle

FIRN and the University of Technology, Sydney were pleased to host a two-day workshop on Volatility conducted by 2003 Noble Laureate, Professor Rob Engle, Stern School of Business, New York University

Program

Thursday, 22 March 2007

1. Global Characteristics of Financial Market Volatility

2. Downside Risk and the Pricing of Credit Derivatives

Friday, 23 March 2007

3. High Frequency Volatility

4. The Risk Return Tradeoff in Trading

5. New Models for Correlations

For further information, please visit the FIRN website.

Date:
22 March 2007 to 23 March 2007
Location:
City - Broadway
Audience:
Conference Delegates
Contact:
QFRC

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