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

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.