Fall 2012 PHD Course

B9311-023-023: (PhD) Computational Bayesian Methods

M - Full Term, 02:15PM to 05:30PM

Location: URI 327

Instructor: Michael Johannes


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Michael Johannes

ProfessorProfessor Johannes’s research analyzes the empirical content of fixed-income and derivative securities pricing models. He is particularly interested in developing econometric methods to investigate models with jumps and stochastic volatility. Johannes teaches the elective Capital Markets and Investments.

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