Financial Modelling Post 2008: Where Next? [Seminar 3] - Empirical modelling: distributional assumptions/efficiency - 2008 crisis (stochastic models)
The series will involve leading experts presenting papers on two key themes which are absolutely central in financial modelling: distributional assumptions and efficiency. The conference series will tie these two key themes to the events of the 2008 financial crisis. It will attempt to shed light on how financial modelling can possibly be re-interpreted in light of the 2008 crisis.
The seminar is being organised by Professor Sergei Fedotov (co-investigator) at the University of Manchester.
Talks will take place in the Frank Adams' seminar rooms, in the Alan Turing Building, on the 30th & 31st October 2013.
Further infomation can be found on the seminar webpage.