Faculty of Finance Seminars and Workshops Research Seminars

Research Seminars

Wednesdays 12:45 -14:00, Spring 2010

Printable version of Spring 2010 Programme

3rd February: Walter Distaso (Imperial College London) 'International Market Links and Volatility Transmission'

10th February: Michael Dempster (University of Cambridge) "Modelling Long Term Commodity Futures"

17th February: Michael Moore (Queens University) "Private Information and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set"

24th February: William Shaw (Kings College) "Hybrid Brownian Motion: a Model for Price Feedback and Volatility Explosion"

3rd March: (11am-12pm) Anh L. Tran (Drexel University) "On the Importnace of Golden Parachutes"

3rd March: Kevin Aretz (Lancaster University Management School) "How Does A Firm’s Default Risk Affect Its Expected Equity Return?"

10th March: Uli Hege (HEC, Paris) "The Role of Private Equity in Corporate Asset Sales: Theory and Evidence"

17th March: Kabir Dutta (CRA International) "Application of Tukey's Exploratory Data Analysis in Financial Risk Management: Case of Market and Operational risk"

Seminars on Wednesdays
Room 2005, Cass Business School
All at 12.45pm to 2.00p.m.

Contact Aneel Keswani (0207-040-8763)