The Fox School of Business and Management

About the Conference

The Department of Statistics in cooperation with the Finance, Economics, and Risk, Insurance, and Healthcare Management departments, and support from the Fox School of Business Management is organizing a one-day conference on March 24, 2006 on Statistical Modeling in Finance. The conference venue is the Main Campus of Temple University, Philadelphia, Pennsylvania.

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Conference Theme:

The Black-Scholes formula for option pricing, GARCH processes for volatility modeling, and risk management are current areas of financial research where there is a close interaction between statistics and finance.

Statistical techniques play a central role in finance to model volatility to improve the option pricing. Ito calculus based semi-martingale theory is also playing an increasing role in financial modeling. The conference is inviting 12 speakers to present their research in these and related areas.

The Conference will be of great interest to all faculty and students in the Fox School, and members of the community interested in modeling uncertain behavior of returns from investments.

Location:

Statistical Modeling in Finance
Kiva Auditorium, Ritter Hall Annex 1301 Cecil B. Moore Avenue, Philadelphia
March 24, 2006
Continental Breakfast and Welcome 8:00am - 8:30am
Program 8:30am - 6:00pm

Parking Information:

http://www.temple.edu/parking/cash2.html

Contact Information:

Jagbir Singh
voice: 215.204.5069
e-mail: jagbir@temple.edu

Pallavi Chitturi
voice: 215.204.5070
e-mail: chitturi@temple.edu