2nd HEC Finance and Statistics Conference 2010 - Address by

2nd HEC Finance and Statistics Conference (audio)

2nd HEC Finance and Statistics Conference 2010 - Address by Bernard Ramanantsoa

Listen now

Description

BERNARD RAMANANTSOA, Dean of HEC Paris, addresses the audience at the 2nd HEC Finance and Statistics Conference, which was held in Paris on October 8, 2010. It was organized by Laurent Calvet and Veronika Czellar, HEC Paris. The conference program is available at http://www.hec.fr/financeandstatistics2010.

More Episodes

See all »

Discussant and Answer - Dimension-Invariant Dynamic Term Structures - 2nd HEC Finance and Statistics Conference 2010 - HEC Paris

ANDREW SIEGEL, University of Washington, discusses Laurent Calvet, Adlai J. Fisher and Liuren Wu's paper - Dimension-Invariant Dynamic Term Structures - during the 2nd Finance and Statistics Conference. The 2nd HEC Finance and Statistics Conference was held in Paris on October 8, 2010. It was...

Published 02/13/10

Discussant and Answer - Dimension-Invariant Dynamic Term Structures - 2nd HEC Finance and Statistics Conference 2010 - HEC Paris

Published 02/12/10

Dimension-Invariant Dynamic Term Structures - Slides - 2nd HEC Finance and Statistics Conference 2010 - HEC Paris

Dimension-Invariant Dynamic Term Structures - LAURENT CALVET, HEC Paris, presents his paper (coauthored with Adlai J. Fisher and Liuren Wu). We develop a class of dynamic term structure models that accommodates arbitrarily many interest-rate factors with very few parameters. The model builds on a...

Published 02/11/10