Fixed Income vs Fin Econometrics
Posted: January 31st, 2006, 10:49 pm
Does anyone have an idea about in which areas fixed income and financial econometrics (as subjects on their own) intersect the most? Was just thinking of my dissertation and, as I fancy both of the areas, would be cool to combine my knowledge and skill in both :-)I guess i can name one - modeling credit spread dynamics? Right?