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Title
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Statistics in Quantitative Finance and Risk Management
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Date / Time / Room
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Sponsor
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Type
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08/13/2002
8:30 AM -
10:20 AM
Room: S-New York Ballroom A
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Business & Economics Statistics Section*, IMS, Section on Quality & Productivity*, Section on Risk Analysis*
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Invited
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Organizer:
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Jianqing Fan, University of North Carolina, Chapel Hill
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Chair:
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Chunming Zhang, University of Wisconsin, Madison
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Discussant:
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Description
Statistical models have been popularly employed for pricing and hedging contingent claims, understanding and testing economics theory, and for controlling and managing market and operation risks. They have become indispensable tools for quantitative finance and risk management. Recently, there are many exciting developments in the field of quantitative finance and risk managements. This session is designed to promote and reflect some of the cutting-edge research in the area.
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