Model Uncertainty
A
Working Group in Financial Mathematics Statistics and Econometrics
Group Leaders: Eric Ghysels (University of North Carolina at Chapel Hill) and Eric Renault (UNC)
Announcements
| Meeting
Time: Tuesdays 3:00 - 4:00pm Location: NISS building, 2nd floor conference room |
Meeting Activities
| Date | Topics & Readings | Notes |
| Oct 18 2005 |
|
|
| Nov 1 2005 |
|
notes (pdf file) |
| Nov 15 2005 |
|
|
Group Members
| Name | Email Address | Affiliation |
| Micheal Aguilar | maguilar@email.unc.edu | University of North Carolina at Chapel Hill |
| Bertille Antoine | antoineb@email.unc.edu | University of North Carolina at Chapel Hill |
| Peter Bloomfield | bloomfld@ncsu.edu | North Carolina State University |
| Xilong Chen | xlchen@email.unc.edu | University of North Carolina at Chapel Hill | Rama Conte | Rama.Cont@polytechnique.fr | Ecole Polytechnique |
| Arif Dowla | adowla@aci-bd.com | Advanced Chemical Industries |
| Eric Ghysels |
University of North Carolina at Chapel Hill |
|
| Fotios Harmantzis |
Stevens Institute of Technology |
|
| Jean Pierre Fouque |
North Carolina State University |
|
| Denis Pelletier |
North Carolina State University |
|
| Moustapha Pemy |
North Carolina State University |
|
| Eric Renault |
North Carolina State University |
|
| Arthur Sinko |
University of North Carolina |
|
| Denis Sokolov |
Duke University |
|
| Chong Tu |
Duke University |
|
| Bas Werker |
Tilburg University |
If you are interested in participating a working group, please send e-mail to fmse-wg@samsi.info giving your full contact information and stating which working group(s). You will be sent instructions by e-mail about how to participate.
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