财务金融系系列讲座之五十一

时间：2010年10月19日（周二）下午13：30

地点：复旦大学管理学院史带楼303教室

主持人：马成虎教授复旦大学管理学院财务金融系

主讲人：张处教授(Prof. Chu Zhang) 香港科技大学

主题：Diagnosing Affine Models of Options Pricing: Evidence from VIX　

简介：Prof. Chu Zhang is currently a professor of finance in the Finance Department at The Hong Kong University of Science and Technology. Prof. Zhang obtained his MBA and PhD degrees in finance from the University of Chicago. He also holds a Bachelor of Science degree in mathematics and Master of Science degree in quantitative economics. After graduation from University of Chicago, Prof. Zhang taught investments, portfolio management, and corporate finance at undergraduate, MBA and PhD levels at the University of Alberta in Canada for six years before joining HKUST. At HKUST, he has been teaching a Ph.D course on empirical studies of asset pricing and master-of-science courses on fixed-income securities and derivatives. Prof. Zhang has a wide range of research interest in financial markets and corporate decisions. He has published in various finance journals such as Journal of Finance, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Business, and Management Science. Prof. Zhang also serves as a referee for many finance journals.　