|
|
|
This is the preliminary program for the 2006 Joint Statistical
Meetings in Seattle, Washington.
|
|
|
The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2006 Program page |
= Applied Session,
= Theme Session,
= Presenter, Sheraton Seattle Hotel & Towers = “S”
100
|
Mon, 8/7/06, 8:30 AM - 10:20 AM | CC-3B |
| Bayesian Models in Finance - Topic Contributed - Papers | ||
|
Section on Bayesian Statistical Science |
||
| Organizer(s): Refik Soyer, The George Washington University | ||
| Chair(s): Alaattin Erkanli, Duke University Medical Center | ||
| 8:35 AM |
Bayesian Forecasting of Prepayment Rates for Individual Pools of Mortgages —  Ivilina Popova, Seattle University; Elmira Popova, The University of Texas at Austin; Edward I. George, University of Pennsylvania
|
|
| 8:55 AM |
Bayesian Inference for Derivative Prices — Jonathan Stroud, University of Pennsylvania; Nicholas Polson, The University of Chicago
|
|
| 9:15 AM |
Reliability and Survival in Financial Risk — Nozer Singpurwalla, The George Washington University
|
|
| 9:35 AM |
A Computational Approach to Bayesian Portfolio Selection — Refik Soyer, The George Washington University
|
|
| 9:55 AM | Floor Discussion | |
|
JSM 2006
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |