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"Paramter Estimation for Financial Models"

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Abstract:


Type of Seminar:
IfA Seminar
Speaker:
Marcus Hildmann
ETHZ, Measurement and Control Lab.
Date/Time:
Aug 10, 2007   11:00
Location:

ETL K 25
Contact Person:

Prof. J. Lygeros
No downloadable files available.
Biographical Sketch:
Marcus Hildmann graduated in Mechanical and Process Engineering at TU Darmstadt, Germany. At ETH he wrote both Bachelor- and Master Thesis at the Measurement and Control Laboratory (Department MAVT) in the Financial Control Group. The topic of his Bachelor Thesis is "Kalman Filter for Financial Models", the topic of his Master Thesis is "Combined Estimation and MPC Controller Signal Calculation for Stochastic Systems".