Statistics at UC Berkeley

Speaker: Damir Filipović, Ecole Polytechnique Fédérale de Lausanne (Speaker - Featured)
Jul 31, 2018 2:00pm 1011 Evans Hall
Abstract:
Over the last decade, dividends have become a standalone asset class instead of a mere side product of an equity investment. We introduce a framework based on polynomial jump-diffusions to jointly price the term structures of dividends and interest rates. Prices for dividend futures, bonds, and the dividend paying stock are given in closed form.
Speaker: Montserrat Guillen, University of Barcelona (Speaker - Featured)
Aug 28, 2018 11:00am 1011 Evans Hall
Speaker: (Speaker - Featured)
Sep 4, 2018 11:00am 1011 Evans Hall
Speaker: (Speaker - Featured)
Sep 11, 2018 11:00am 1011 Evans Hall
Speaker: Haosui (Kevin) Duanmu, UC Berkeley (Speaker - Featured)
Sep 18, 2018 11:00am 1011 Evans Hall

Statistics at UC Berkeley: We are a community engaged in research and education in probability and statistics. In addition to developing fundamental theory and methodology, we are actively involved in statistical problems that arise in such diverse fields as molecular biology, geophysics, astronomy, AIDS research, neurophysiology, sociology, political science, education, demography, and the U.S. Census. We have forged strong interdisciplinary links with other departments and areas of study, particularly biostatistics, mathematics, computer science, and biology, and actively seek to recruit graduate students and faculty who can help to build and maintain such links. We also offer a statistical consulting service each semester.