1 University of Chicago Masters in Financial Mathematics Week 3 Jon Frye Federal Reserve Bank of Chicago [email protected] The views expressed are the.
Econometric Modelling. Introduction To examine some econometric results from various financial models To use the results to determine levels of significance.
Demand, Supply and Equilibrium Price The Market Model.
Longevity Risk Management and Static Hedging for Life and Variable Annuities Sixth International Longevity Risk and Capital Markets Solutions Conference.
John B. Braden University of Illinois at Urbana-Champaign Economic Modeling for Water Resources NSF Interdisciplinary Modeling Workshop – July 2005.
Financial Econometrics II Lecture 3. 2 Up to now: Event study analysis: effective test of SSFE Measuring the magnitude and speed of market reaction to.
Public Sphere Model vs. Market Model Devereux, Chapters. 15 and 2.
