The Volatility Institute, NYU Stern School of Business, is pleased to present its third annual Conference,“Long Term Volatility & Economic Fundamentals.”
Sponsored by Deutsche Bank, Nasdaq OMX and SoFiE
With the massive increase in Government Debt and Central Bank balance sheets around the world, record low interest rates, fears of both inflation and deflation and persistently high unemployment, the prospect for financial volatility is of great interest. This conference will feature a panel on the "Volatility Outlook" and seek to present work recognizing the relation between economic fundamentals, long term volatility and risk. It will also feature new research on the measurement and forecasting of volatility in the short and long run for equities and other asset classes such as fixed income, options and CDS.
| Keynote Speakers | Previous Conferences |
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Mark W. Watson, Keynote Speaker Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs, Princeton University
Stephen Cecchetti, Luncheon Speaker Economic Adviser, Head of Monetary and Economic Department at Bank For International Settlements (BIS)
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Managing Counterparty and Systemic Risk Under Dodd-Frank November 17, 2010 NYU Stern School of Business, NY and Depository Trust & Clearing Corporation (DTCC)
Volatility and Systemic Risk
Volatilities & Correlations in Stressed
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