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 | [email protected] | University of North Carolina at Chapel Hill |
| Bertille Antoine | [email protected] | University of North Carolina at Chapel Hill |
| Peter Bloomfield | [email protected] | North Carolina State University |
| Xilong Chen | [email protected] | University of North Carolina at Chapel Hill | Rama Conte | [email protected] | Ecole Polytechnique |
| Arif Dowla | [email protected] | 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 [email protected] giving your full contact information and stating which working group(s). You will be sent instructions by e-mail about how to participate.
Send your comments
about this site to Moustapha Pemy ([email protected])