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复旦大学工商管理MBA研修班之财务金融系系列讲座

时间:2011年3月15日(周二) 下午13:30复旦大学研修班
地点:复旦大学管理学院史带楼503室(国顺路670号)
主持人:马成虎 教授 复旦大学管理学院财务金融系
题目:Investor Sentiment and Option Prices: Evidence from Value and Growth Index Options.
主讲人:Dr. Xiaoquan Liu Associate Professor,University of Essex
复旦大学研修班简介:Dr. Xiaoquan Liu joined the University of Essex in Britain in 2003 and was promoted to Senior Lecturer (Associate Professor) in finance in 2009. She is interested in the area of empirical asset pricing and derivatives, especially in numerical derivative pricing, gauging investor risk aversion from option prices, estimating pricing kernels from options market, and investigating the information content of risk-neutral volatility and skewness. She has published in journals such as the Journal of Banking and Finance and the Journal of Economic Dynamics and Control.

复旦金融与投资总裁班