Financial Econometrics is a new field in which econometric methods are created and applied to finance. This research has value for practitioners and academics through development of techniques for risk management, derivatives pricing, and market performance. The Center for Financial Econometrics  in the Salomon Center at NYU Stern School of Business will draw from faculty in Stern, Arts and Sciences, and Courant. The mission of the center is to develop and disseminate research through faculty collaboration and graduate student training. The Center will continue to run its very successful lecture series, Quantitative Finance and Econometrics (QFE), which is supported by a grant from Morgan Stanley. In addition, the Center will sponsor conferences for academics and practitioners to showcase the newest developments in the field. The inaugural conference to celebrate Robert Engle’s 2003 Nobel Prize was held September 30-October 1, 2004.  Support will be offered for short and long term visitors and graduate students to enhance the vibrant research environment.

Robert F. Engle