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Workshop: The asymptopics of extreme returns

Invitation

sree_2008Dr Nagaratnam Jeyasreedharan will present a paper on "The asymptotics of extreme returns in the Australian stock market". Please join us for the seminar followed by Xmas drinks & nibbles on Monday December 14th 2009, 4:30 - 5:30 pm at the CMCRC office, Suite 307, Level 3, 55 Harrington St. (Clocktower Building), The Rocks.

pdf sree_cmcrcseminar_asymptotics.pdf

Dr Jeyasreedharan (Sree) is a Lecturer at the School of Economics and Finance, at the University of Tasmania. His research interests include Asset Pricing, Derivative Pricing, Behavioural Finance, Quantitative Finance, Investment Analysis, Market Microstructure, Security Markets, Speculative Markets and Financial Econometrics.

Schedule

  • 4:30pm - 5:30pm Seminar: "The asymptotics of extreme returns in the Australian stock market" presented by Dr Nagaratnam Jeyasreedharan (Department of Finance, University of Tasmania)
  • 5:30pm onwards: Xmas Drinks and Nibbles

Please RSVP by 11 December to This e-mail address is being protected from spambots. You need JavaScript enabled to view it

We suggest you arrive at 4:30pm to catch the presentation, or at 5:30pm for just the drinks and food. You will definitely need to get here before 6.00pm, when access to the building becomes a problem.