SoFiE Financial Econometrics Summer School,
28 July-1 August, 2014
Hosted by the Department of Statistics,
Faculty of Arts and Sciences, Harvard University

The SoFiE Financial Econometrics Summer School is an annual week long research based course for Ph.D. students and new faculty in financial econometrics. For the first two years it was held at Oxford University’s Oxford-Man Institute; it has now moved to Harvard University. The editorial board for this annual series is made up of Professors Francis X. Diebold (University of Pennsylvania, past President of SoFiE), Eric Ghysels (University of North Carolina, Chapel Hill, Secretary and past Co-President of SoFiE and Editor of JFEC), Eric Renault (Brown University and SoFiE President) and Neil Shephard (Professor of Economics and of Statistics, Harvard University).

The 2014 confirmed lecturers are:

and they will speak on the topic The Econometrics of Option Pricing. Here is a draft schedule.

Attending the Summer School is by invitation only. Applications are no longer being accepted; the deadline for consideration was 25 March 2014.


SoFiE
The Society for Financial Econometrics
Summer School,
28 July - 1 August, 2014
Hosted by:
The Department of Statistics,
Faculty of Arts and Sciences,
Harvard University