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Conferences – University of Copenhagen

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2nd Humboldt-Copenhagen Conference on Financial Econometrics. May , Keynote speakers: Nour Meddahi, Stephen Taylor, and Bas Werker.

Cooperative Investment in Incomplete Markets Under Financial Fairness...

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Groups of agents, such as participants in a collective pension fund, can decide to undertake a joint investment and to define, ex ante, a rule for the division

Advanced topics in Financial Econometrics Bas Werker Tilburg...

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Contents 1.Introduction 2.Inference in parametric models 3.Semiparametric analysis for models with i.i.d. observations 4.Semiparametric time series models...

Jaroslav Pazdera, Johannes Schumacher and Bas Werker Intra-group Risk...

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1 Jaroslav Pazdera, Johannes Schumacher and Bas Werker Intra-group Risk Sharing under Financial Fairness DP 05/ (revised...

Numerical methods finance | Mathematical physics | Cambridge...

www.cambridge.org

Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis.

PPT – Advanced topics in Financial Econometrics PowerPoint...

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Advanced topics in Financial Econometrics. Bas Werker. Tilburg University, SAMSI fellow ... econometric applications, semiparametric. analysis, and rank based ...

Mark-Jan Boes Home

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The Impact of Overnight Periods on Option Pricing (2007), with Feico Drost and Bas Werker. Journal of Financial and Quantitative Analysis. Working papers:.

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Bas Werker und Financial Person-Info