Courses
Seminar Summer Term 2016
Garch Models and Financial Applications
| Lecturer: | Alexander Lindner and Imma Curato | ||
| Type: | Bachelor and Master | ||
| Registration: | To register for the seminar, please write an E-Mail to Imma Curato until 15th March 2016. In the e-mail please give your name, matriculation number, your course of studies and subjects you have taken in the area of Financial Mathematics, Probability or Statistics. The number of participants is limited to 14 students. | ||
| News: |
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| First meeting (assignment of topics): | 17th March 2016, He22, E18 10:15/12:00 | ||
| Prerequisites: | An Introduction to Probability and Statistics, Stochastik 1/2 Master in Finance: An Introduction to Measure Theoretic Probability ,thorough Intro to Statistics (necessary) Introduction to Time Series Analysis, Financial Mathematics 1 (desirable) | ||
| Time and Venue: | Wednesday He22, 1.42 8:30/10:00 | ||
| Literature: | Francq, C., Zakoian, J.M "Garch Models: structure, statistical inference and Financial Applications". Brockwell, P.J., Davis, R. A. "Introduction to Time Series and Forecasting". | ||