The ITB SBMâ€™s Business Risk and Finance (BRF) expertise group presents monthly finance and economic colloquium:
â€œEstimation of Stochastic Volatility From Two Correlated Stock Pricesâ€
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.