All activities will be in Department of Statistics, CLAS (College of Liberal Arts and Science) Building, check campus map
Registration and Lunch: CLAS 326
Talks: CLAS 108
Parking lots in front of CLAS and cross street from CLAS (other side of Route 195), on North Eagle Road. It is Saturday and you are free to park on LEGAL parking space.
9:20-9:45 10:00 Registration and Refreshment, CLAS 326
9:45-10:00 Welcome and Opening Remarks, CLAS 108
10:00-11:00 Richard Bass: An Introduction to Financial Mathematics, Abstract Slide
11:00-11:15 Coffee Break
11:15-12:15 Yacine Ait-Sahalia: Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions Abstract
12:30-1:30 Lunch, CLAS 326
1:30-2:30 Jin-Chuan Duan: Nonparametric Option Pricing by Transformation Abstract paper
2:30-3:30 John Clapp: Alternative Models for Competing Risks of Mortgage Termination Abstract paper
3:30-3:45 Coffee Break
3:45-4:30 Rustam Ibragimov: Option Bounds Abstract paper
NAME:_______________________________________
AFFILIATION:________________________________
ADDRESS:____________________________________
PHONE:______________________________________
FAX:________________________________________
EMAIL:______________________________________
Please note that there is no registration fee but we will ask, either perpaid or at the conference, for a contribution of $10 to help defray expanses for refreshments and lunch. Make checks payable to Uconn-Dept. of Statistics.Overnight accommodations: Nathan Hale Inn, on campus
Best Western [123 Storrs Road (Route 195), phone (860) 423-8451], 10 min drive from campus
Holiday Inn [363 Roberts, East Hartford, phone: (860) 528-9611], on I-84 and 30 min drive from campus
By air, Bradley International Airport (BDL), 45 min drive to University of Connecticut.
By train, to Hartford (30 min drive to University of Connecticuti), New Heaven (75 min) or Providence (60 min).
For drive direction please check Where we are