RFE: Conference Listings
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Centre for Central Banking Studies, Bank of England
- June 11-15, 2012
- Topics in empirical finance - Centre for Central Banking Studies
- London, United Kingdom
- Central banks rely increasingly on the empirical analysis of financial markets and the information contained therein to help them analyse the state of the macroeconomy, the impact of policy actions and to estimate the effects of risk. This one-week event will provide a rigorous overview of the foundations of empirical finance and an exposition of selected topics vital to central bank analysis.The following topics are likely to be covered:?? asset pricing theory;?? the construction and analysis of yield curves and other term structures;?? the use of option prices to infer probability density functions of expectations of the underlying asset??s future properties;?? value-at-risk (VaR) models, and extreme value theory;?? volatility modelling; and?? macrofinance models.[gem?_?? den Informationen des Anbieters - according to site editor's information]The website is no longer available.[Redaktion EconBiz - editors EconBiz]
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