Semi-Parametric Modelling in Finance
|Date||15th January 2003|
|Time||1:00pm - 2:00pm|
|Venue||ICMA Centre, Room G03/04|
He taught in the University of London for thirty years, before joining Brunel as Professor of Statistics and Stochastic Modelling in 2000. His interests cover probability and stochastic processes, statistics (particularly non- or semi-parametrics), mathematical finance and mathematical analysis.