Dr. Peter J Kempthorne

Lecturer

Primary DLC

Department of Mathematics

MIT Room: 2-378

Areas of Interest and Expertise

Statistical Modeling in Finance
Bayesian Forecasting/Information Filtering
Decision Analysis for Multiple Objectives and Group Decision Making
Bayesian Theory and Methods for Model Building
Options Theory for Valuation of Technology Investments
Modeling Real-Time Behavior of Equity Markets
Models of Interest Rates, Equity Market Indexes, and Exchange Rates
for Risk Management

Recent Work