MSRI-UP 2011: Mathematical Finance, presentation 5: Conditioning the Capital Asset Pricing Model (CAPM) with Implied Volatility
Presenters
July 22, 2011
Keywords:
- mathematical finance
- financial models
- time series
- market predictions
- statistical conditioning
MSC:
- 91B28
- 91B24
- 91B62
- 91B60
- 91B54
- 91B30
- 91B68
- 91B82
- 91Bxx
- 91-xx
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.