S+FinMetrics 3.0: Comprehensive Solution for the Analysis of Financial Data

Presented: August 28th, 2007

Speaker: Eric Zivot, University of Washington

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S+FinMetrics 3.0 offers the most advanced collection of statistical tools for analyzing, modeling, predicting, and visualizing financial market data. New to S+FinMetrics is a comprehensive collection of tools for analyzing and valuing complex financial securities. Combined with S-PLUS 8 and FAME S+Connector, it is the most comprehensive, modern, and flexible platform available for creating financial analytics solutions.

This webinar will first give an overview of S+FinMetrics, and then focus on new features implemented in S+FinMetrics 3.0 including:

• Option pricing and analysis tools
• Fixed income pricing and analysis tools
• FAME S+Connector integration
• High frequency data modeling tools 
• New multivariate GARCH models including Robert Engle's Dynamic Conditional Correlation model
• Improved state space analysis tools incorporating enhancements in SsfPack 3.0

This Web cast is meant for quantitative analysts and traders in central banks, investment banks, hedge funds, and insurance companies, as well as academics doing empirical work in finance.

Presenter Information

Eric Zivot is a Professor and Gary Waterman Distinguished Scholar in the Economics Department, and an Adjunct Professor of Finance in the Business School at the University of Washington. He is co-author of Modeling Financial Time Series with S-PLUS. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is has been an associate editor of Studies in Nonlinear Dynamics and Econometrics and the Journal of Business and Economic Statistics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics.