Webinar: Modeling Market Prices Using Stochastic Processes by Wolfram Research

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About This Webinar

This webinar is concerned with the modeling of stock prices, portfolios, index returns, bonds, option prices, exchange rates and conditional risk using stochastic processes such as the Box-Jenkins SARIMA and ARCH models, multivariate Normal, multivariate T, Inverse Gamma, and Variance Gamma distributions. In doing so it shows that the Finance Platform contains a complete collection of stochastic process and statistical distributions that can be fitted to a wide array of market phenomena.

Presenter

Michael Kelly

Senior Wolfram Technology Consultant

Michael Kelly has used Mathematica since 1992 and has given innumerable seminars on the use of Wolfram Finance Platform and Mathematica in finance.

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