The Department of Finance & Risk Engineering welcomes John Crosby, Smith School of Business – University of Maryland to present “Unspanned Risks, Negative Local Time Risk Premiums, and Empirical Consistency of Models of Interest-Rate Claims”, as part of the FRE Lecture Series*. Refreshments will be served.
*The FRE Lecture series is held every Thursday at 6 p.m.
Attendance is free and highly encouraged. When possible, slides will be made available after the talk.