Multi-Horizon Comparison of Density Forecasts for the S&P 500 using Index Returns and Option Prices

Mark Shackleton's first degree was in Physics (Oxford) but he also holds an MBA (INSEAD with distinction) and PhD (London Business School).

Event information
Date	22 October 2008
Time	13:00-14:00 (Timezone: Europe/London)
Venue	ICMA Centre, Room G03/04
Event types: Research Seminars

Previously he worked in investment banking (NatWest), consulting (Monitor) and as a visiting lecturer at the Said Business School (Oxford) before moving to Lancaster where he won the University PG teaching prize (MBA and MSc courses 2003) and became Professor of Finance in 2006. He researches and teaches options, real options and corporate finance. He has published in the Journal of Banking and Finance, Journal of Futures Markets and Economics Letters.

Multi-Horizon Comparison of Density Forecasts for the S&P 500 using Index Returns and Option Prices

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