Philipp Illeditsch – U. Penn. (Wharton)

Name: Philipp Illeditsch – U. Penn. (Wharton)
Start: 2015-01-30T13:30:00+00:00
End: 2015-01-30T15:00:00+00:00
Location: McIntire

30 January 2015 @ 1:30 pm - 3:00 pm

Risk Premia, Volatilities, and Sharpe Ratios in a Non-Linear Term Structure Model