Advanced Methods in Finance
Wrocław, 22-24.10.2004

Plan zajęć / Course outline


Wykładowcy / Lecturers
Michal Benko (Berlin), Wolfgang Haerdle (Berlin)

(Lectures and discussion classes will be held in English)

FRIDAY, 22 OCT. 2004, building C11

16:30-17:00 XploRe Introductory Course (Computer Lab)
17:00-17:30 Coffee break
17:30-19:00 Nonparametric Models (room P.01-lecture room)
Nonparametric Density Estimation, Histogram, Kernel Density Estimation, (Univariate, Multivariate)

SATURDAY, 23 OCT. 2004, building C11

09:30-11:00 Nonparametric Regression: (room P.01-lecture room)
Kernel Regression, Local Polynomial,K-nn, Median Smoother
11:00-11:30 Coffee break
11:30-13:00 The Nonparametric Risk Management with Generalized Hyperbolic Distribution

SUNDAY, 24 OCT. 2004, building C11

09:30-11:00 Spline Smoothing, Orthogonal Series Smoothing , Common Functional IV Surface Analysis (room P.01-lecture room)

Last modified on 2004-11-10.