The Human Capital Foundation is a sponsor of the Volatilities and Correlations in Stressed Markets Conference held by The Volatility Institute at the NYU Stern School of Business on April 3, 2009

The newly launched Volatility Institute at the NYU Stern School of Business in collaboration with the The Center for the Study of Auctions, Procurement and Competition Policy (CAPCP), the Center for Research on International Financial and Energy Security (CRIFES) at Pennsylvania State, FinEx Plus LLC, the Institute for Financial Studies (IFS) and the Society for Financial Econometrics (SoFiE) will hold a conference on April 3rd, 2009.

The conference will emphasize both academic and practitioner points of view on volatility.  The focus is  to understand both economically and statistically the dramatic movements in volatilities and correlations we have experienced in global financial markets since Sept 2008.   Which models performed well, which approaches to risk management gave the most accurate assessments, and which economic hypotheses shed light on this crisis period?  Have we seen such episodes before and what is the same and what is not?

View the Program