News detail

JEM140 Quantitative Multivariate Finance

04/05/2018

We invite students to the special course by Martin Burda, Associate Professor of Economics at the University of Toronto. The primary objective of the course is to provide students with a solid theoretical and practical foundation for the interpretation of empirical evidence in financial economics in the multivariate setting. The course will cover introduction to multivariate analysis with a specific focus on models of stochastic volatility (GARCH, SV). The course will run in the week May 21-25, with a detailed schedule announced later. Enrolment to the course is allowed until the mid of May.

Autor - doc. PhDr. Martin Gregor Ph.D.

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Partners

Deloitte
McKinsey & Company
Moneta Money Bank

Sponsors

CRIF
ČSOB