VIGRE is an on-line environment which brings together Mathematics, Statistics and Computational and Applied Mathematics. This combination of interdisciplinary groups work on parallel themes to achieve the full potential of vertical integration and the merging of education and research. It was designed to ensure that members at all levels will be able to contribute to work in many fields and appreciate the broad relevance of mathematical sciences. Computational Finance has been an ongoing theme to this ten year program.
Funding generously provided by William Rapson ('53).
A workshop concerning empiricism in modeling the market. How does one handle situations in which current orthodoxies in finance produce strategies which fail to model the real world? To what extent have the current orthodoxies been responsible for failed strategies on the part of investors and government regulators? What are the implications of market practice in nonwestern markets. How shall we begin to build new theories which are more effective at modeling and modifying real world markets?
A conference on modeling real-world markets. In spite of the beauty and wonder of closed form mathematical solutions to financial market models, it has become increasingly apparent that such formulae are not helping reduce financial risk encountered in the real world. Today, things are even more complicated given the increasing frequency of command economy decisions and interventions.
A conference addressing critical issues in today's dynamic and uncertain political climate and markets.
A workshop concerning empiricism in modeling the market. How does one handle situations in which current orthodoxies in finance produce strategies which fail to model the real world? To what extent have the current orthodoxies been responsible for failed strategies on the part of investors and government regulators? What are the implications of market practice in nonwestern markets. How shall we begin to build new theories which are more effective at modeling and modifying real world markets?
A conference, "A Focus on Energy," was jointly sponsored by Rice Center for Computational Finance and Economic Systems (CoFES) and Baker Institute for Public Policy Energy Forum of the Center for Energy Studies.
A workshop concerning empiricism in modeling the market. How does one handle situations in which current orthodoxies in finance produce strategies which fail to model the real world? To what extent have the current orthodoxies been responsible for failed strategies on the part of investors and government regulators? What are the implications of market practice in nonwestern markets. How shall we begin to build new theories which are more effective at modeling and modifying real world markets?
A workshop concerning empiricism in modeling the market. How does one handle situations in which current orthodoxies in finance produce strategies which fail to model the real world? To what extent have the current orthodoxies been responsible for failed strategies on the part of investors and government regulators? What are the implications of market practice in nonwestern markets. How shall we begin to build new theories which are more effective at modeling and modifying real world markets?
A workshop concerning empiricism in modeling the market. How does one handle situations in which current orthodoxies in finance produce strategies which fail to model the real world? To what extent have the current orthodoxies been responsible for failed strategies on the part of investors and government regulators? What are the implications of market practice in nonwestern markets. How shall we begin to build new theories which are more effective at modeling and modifying real world markets?