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Seminarium 27.02.2018
dodano: 17/03/2018
przez: Dariusz Zawisza
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- Tytuł referatu : Spotkanie organizacyjne
- Termin: Wtorek, 12:00
- Sala: 1093
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Krakow Quant Hub Seminar 30.01.2018
dodano: 21/01/2018
przez: Dariusz Zawisza
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- Speaker: Igor Vexin
- Title : Overnight Period at the Stock Market
- Time: January the 30th, 6 p.m.(note that at Jagiellonian this means „quarter past six”, start with coffee at 5:30 p.m. in 1122)
- Place: Department of Mathematics and Computer Science, ul. Lojasiewicza 6, Lecture Room 1093 (first floor)
- Abstract:
At the beginning I will familiarize the auditory with the stylized facts on the overnight return at the stock market. Then I will present my method of incorporating the overnight return into the estimation of the whole day covariance matrix. Finally, I will extend my method to the case of asynchronous markets.
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Seminarium 19.12.2017
dodano: 17/12/2017
przez: Dariusz Zawisza
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- Tytuł referatu : Rachunek Malliavina
- Referent :Damian Jelito
- Termin: Wtorek, 12:00
- Sala: 1093
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