Finance Seminar Series: Chris Bardgett, University of Zurich

Title: Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets

Info about event

Time

Wednesday 2 October 2013,  at 13:00 - 14:00

Location

Fuglesangs Allé 4, 8210 Aarhus V, building 2632(L), room 161

Organizer

Baran S.

Speaker: Chris Bardgett, University of Zurich

Title: Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets (with Elise Gourier and Markus Leippold)

Organizer: Baran Siyahhan