(Bahasa) BRF Seminar: Estimation of Stochastic Volatility From Two Correlated Stock Prices

The ITB SBM’s Business Risk and Finance (BRF) expertise group presents monthly finance and economic colloquium:

“Estimation of Stochastic Volatility From Two Correlated Stock Prices”

Presenter: Ir. Budhi Arta Surya, MSc., PhD.

Tentatively Monday, 21 March 2011, at the SBM Auditorium, 3 PM.

The topic discusses issues on how to extract volatility from the observed two stock prices.

All guests of interest are fully welcome and cordially invited.