2023 Past Events

Time

Office

Presenter

Title

17 Nov. 2023 3:00pm-4:00pm

OBS 5.07

MFinc Students

Literature Review of Implied Volatility Smirk

10 Nov. 2023 3:00pm-4:00pm

OBS 5.07

Ruizi Hu

Tianjiao Li

The Implied Volatility Smirk (2008)

03 Nov. 2023 3:00pm-4:00pm

OBS 5.07

MFinc Students

Introducing MFinc Projects

27 Oct. 2023 3:00pm-4:00pm

OBS 5.07

Ruizi Hu

Literature Review of Implied Volatility

20 Oct. 2023 2:00pm-3:00pm

OBS 5.07

Wen Xu

6-Month Progress Review

17 Oct. 2023 9:00am-3:00pm

OBS 4.26

PhD Workshop

13 Oct. 2023 3:00pm-4:00pm

OBS 5.07

Wen Xu

6-Month Review Progress Rehearsal

06 Oct. 2023 3:00pm-4:00pm

OBS 5.07

Tianjiao Li

Literature Review of Moneyness

22 Sep. 2023 3:00pm-4:00pm

OBS 5.07

Ruizi Hu

Bakshi and Madan (2000)

15 Sep. 2023 3:00pm-4:00pm

OBS 5.07

Wen Xu

Markov Chain Monte Carlo

25 Aug. 2023 3:00pm-4:00pm

OBS 5.07

Weihan Li

The Rare Disaster Concern Index: RIX

18 Aug. 2023 3:00pm-4:00pm

OBS 5.07

Tianjiao Li

Covid-19 Tail Risk in the Euro-Dollar Option Market

11 Aug. 2023 3:00pm-4:00pm

OBS 5.07

Weihan Li

04 Aug. 2023 3:00pm-4:00pm

OBS 5.07

Wen Xu

Merton Jump Diffusion Model

28 Jul. 2023 3:00pm-4:00pm

OBS 5.07

Ruizi Hu

Black-Scholes Model

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