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.
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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