Please join us for a VIRTUAL DMC Lecture Series event on the Maximum Likelihood Estimation for Discretely Observed Multivariate Vasicek Processes, given by Dr. Michael Pokojovy, Assistant Professor, Department of Mathematical Sciences, PhD Program in Data Science, PhD Program in Computational Science, The University of Texas at El Paso (UTEP).
 

This talk will discuss analyzing multiple zero-coupon bonds simultaneously to forecast future short rate dynamics.   Those forecasts can play important roles in risk management, portfolio optimization, and other applications.
 

Questions? Email Professor Amanda Beecher at abeecher@ramapo.edu.