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The Financial Services Laboratory (FSL) at Lehigh University is a focal point for bringing together key constituent groups across campus:  undergrad and graduate students, campus-wide faculty, the corporate community and alumni.

 Lehigh’s Financial Services Laboratory will allow students to bypass stochastic programming models which generally assume “stationary” data, i.e. stock prices, beta values, etc.  These models will be implemented dynamically and students will be able to:

  • Test a dynamic implementation of the model online. 
  • Test sensitivity to model parameters with real-time data (to see if "static" portfolios are sensitive to real-time fluctuations). 
  • Test the ability of algorithms to handle real time data.

Scheduled to launch in fall of 2004, this addition of this facility differentiates Lehigh from other business schools and provides a practical learning environment that crosses academic boundaries and colleges. 

 Please see http://www.lehigh.edu/fsl/ for additional details.

 

 
 
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