Due to the pandemic, the summer school is canceled.

The scientific program of the Summer school will contain three introductory tutorials on the first day. These seminars will present an overview of different measures of volatility, existent modelling approaches, and estimation methods for complex models. On the second day, four invited speakers will discuss new advances in volatility modelling, followed by a panel discussion with participants from the industry.

Organizers

Diego Amaya, Wilfrid Laurier University
Jean-François Bégin, Simon Fraser University
Geneviève Gauthier, HEC Montréal