财务金融系系列讲座之197期
时间：2016年11月1日（周二）13:30
地点：史带楼602室
主持人：Prof. Qi ZHU Department of Finance, School of Management, Fudan University
主题：European Options: The DNA in Finance.
演讲者：Prof. Chenghu MA Department of Finance, School of Management, Fudan University
简介：In this presentation I will discuss the information content of European options for revealing both the fundamental and the technical aspects of the underlying securities, and I will also identify its unique role for revealing the term structure of interest rates, futures price, VIX and SIX, and more generally the risk-neutral pricing kernel in an arbitrage free market environment. An option-based asset pricing model that involves option pricing rule as an risk factor will be also presented.The presentation is largely based on my past research on this subject, and much of the material is contained in my recently published books:《金融经济学原理》，清华大学出版社，2016.“Advanced Asset Pricing Theory", Imperial College Press: UK, 2011
财务金融系
2016-10-24
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