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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.
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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.