Videos

MSRI-UP 2011: Mathematical Finance, presentation 5: Conditioning the Capital Asset Pricing Model (CAPM) with Implied Volatility

Presenters
July 22, 2011
SLMath
Keywords:
  • mathematical finance
  • financial models
  • time series
  • market predictions
  • statistical conditioning
MSC:
  • 91B28
  • 91B24
  • 91B62
  • 91B60
  • 91B54
  • 91B30
  • 91B68
  • 91B82
  • 91Bxx
  • 91-xx
MSRI-UP 2011: Mathematical Finance, presentation 5: Conditioning the Capital Asset Pricing Model (CAPM) with Implied Volatility Thumbnail
Play Video
Abstract
The MSRI-UP summer program is designed for undergraduate students who have completed two years of university-level mathematics courses and would like to conduct research in the mathematical sciences.
Abstract