ASSET PRICING
Notice
Seminar Tomorrow
Dear all,
I thought some of you may find the following seminar interesting.
Tomorrow Thursday, October 29, 11:00 - 13:00, Room G (Building B, 2nd floor )
Edoardo Scrima (ENEL) will give the talk:
“Forecasting Volatility in Energy Markets with a Random Forest Machine Learning Algorithm”
All are welcome
Best regards,
KC
Solutions of Exercise 4 in Exercise Class 1
Dear all,
as requested by some of you, I have uploaded the solution to Exercise 4 in Exercise Class 1 (The chooser option).
Best regards,
Katia Colaneri
Correction on Exercise Class n.3
Dear all,
This email is to inform you that Exercise Class 3 contained a few mistakes, specifically in Exercise 4 and in the solution of point (e) of Exercise 6. I have now uploaded the corrected version, which is available on the website of the course under Teaching Material. Corrections are highlighted in red.
I apologise for any inconvenience.
Best regards,
KC
Reminder on Next week Test
Dear all
This is a gentle reminder about next week's in-class test. The day of the test is Friday, October 9th at 11am, and it will last about 30 minutes. After the test, we continue with an exercise class.
Non-attending students who want to participate in the test are kindly requested to send an email to katia.colaneri@uniroma2.it for the accurate estimation of the number of participants.
On the day of the test, you are only allowed to use a pen and a non-programmable calculator.
Best regards,
KC
Exercise Class 1
Dear Students
The material of the first Exercise Class has just been uploaded on the webpage of the course.
Best regards,
KC