Abstract Details
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Activity Number:
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216
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Type:
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Invited
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Date/Time:
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Monday, August 5, 2013 : 2:00 PM to 3:50 PM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #307382 |
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Title:
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A New Class of Bayesian Semiparametric Models with Applications to Option Pricing
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Author(s):
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Paul Damien*+
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Companies:
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The University of Texas
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Keywords:
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Abstract:
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The Bayesian approach has long been natural in finance becasue of the fundamental role of decision making under uncertainty and the great volatility of much of financial data. In the session basic issues are addresses such as portfolio allocation, predictability and volatility, and the esitmation of derivative models in non-normal settings.
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Authors who are presenting talks have a * after their name.
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