Click here to go to the previous page
The Efficient Market Hypothesis and the Current Market Environment (1.5 units CPD)
Program Code:
130PD
Date:
Wednesday, October 20, 2010
Time:
10:45 AM to 12:00 PM
EST
MODERATOR
:
Bruce B. Rosner, FSA, MAAA
SPEAKER
(S):
Richard Joss, FSA
David J. Merkel, FSA
Description
Almost 50 years after it became famous, the efficient market hypothesis remains a controversial theory that has failed to explain the major market bubbles and collapses over that period. This session aims to review implied forward interest rates, volatilities and other market parameters, and assess what can be learned and what can be expected in the future.