Rimini Finance Workshop
May 30, 2008
Faculty of Economics, via Q. Sella 13 – Room Alberti 3
9:00 -10:00 a.m.
Dr. John Maheu (University of Toronto)
Are There Structural Breaks in Realized Volatility?
10:00 – 11:00 a.m.
Dr. Michel Dacorogna (SCOR, Switzerland)
Bootstrapping the Economy
11:00 – 12 noon
Dr. Stephen A. Ross (MIT, Sloan School of Management, U.S.A.)
Topics in Finance
12 noon – 2:00 p.m.
2:00 – 3:00 p.m.
Dr. Angelo Melino (University of Toronto)
Transition Density for the Courtadon Process
3:00 – 4:00 p.m.
Dr. Espen Eckbo (Tuck School of Business)
The Toehold Puzzle (paper 1 – paper 2)
4:00 – 5:00 p.m.
Dr. Michael Stutzer (University of Colorado, U.S.A.)
Some Uses of Entropy in Financial Economics
Spotlight: Stephen Ross at RCEA
Stephen A. Ross is the Franco Modigliani Professor of Financial Economics at the MIT Sloan School of Management. Dr Ross is unanimously recognized as one of the most inspired, prolific, and influential financial economists of the past three decades. He is best known as the inventor of the Arbitrage Pricing Theory of Agency; as well as the co-discoverer of risk-neutral pricing, the binomial model for pricing derivatives (the Cox-Ross-Rubinstein model) and for his contributions to interest rate dynamics (Cox-Ingersoll-Ross model). His book, Corporate Finance, is among the most widely read books in the field and is in its fourth edition. Dr Ross served as President of the American Finance Association in 1988 and was named Financial Engineer of the Year in 1996 by the International Association of Financial Engineers. He is a fellow of the American Academy of Arts and Sciences, a director of Freddie Mac, Algorithmics, Inc., a former director of the College Retirement Equities Fund and a co-founder of Roll & Ross Asset Management Corporation.