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Open enrollment period for the course on Statistics of Financial Markets (by Wolfgang Härdle)

26 October, 2016 - 28 October, 2016

The Department of Economics of the University of Cantabria organizes from October 26 to 28 of 2016 the course entitle “Statistics of Financial Markets” given by the Professor Wolfgang Härdle from the Humboldt-Universität zu Berlin.

The course will be held at the Faculty of Economics and Business and is tutorial free with limited places. Members of the university community interested in attending should send a short CV (maximum one page) to the following email address with the subject “Course Prof. Wolfgang Härdle”), secretaria.economia@unican.es. Admitted persons will receive an email before 15 October.

Professor Härdle is an expert in financial engineering, product design and credit risk analysis. His area of research has focused on dimensional reduction techniques, computational statistics and quantitative finance. He has supervised more than 40 doctoral students and has been the founder and director of the CRC 373 Cooperative Research Center “Quantification and Simulation of Economic Professions” and director of the Center for Economics and Applied Statistics, C.A.S.E. He is currently the director of the Cooperative Research Center CRC 649 “Economic Risk” and the International Chinese-German Researcher Training Group IRTG1792 “High-dimensional non-stationary time series analysis”.

This course is part of the activities of the research project “New methods for the empirical analysis of the financial markets” financed by the Santander Financial Institute (SANFI) within the strategic line of the SANFI called Global Markets. This research project is led by Professor Oliver Linton (University of Cambridge) and has as coordinators Professors Juan Rodriguez-Poo (University of Cantabria) and Francisco Peñaranda (City University of New York). Specifically, the objective of this research project is mainly focused on the development of new techniques of estimation of application both in the valuation of financial assets and in the management of risks and portfolios.

Click here for more information about the course.


26 October, 2016
28 October, 2016
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Faculty of Economics and Business of the University of Cantabria
Avda. Los Castros s/n
Santander, Cantabria Spain
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