Literature Study

Time

Office

Presenter

Title

7 Mar. 2025 3:00pm-4:00pm

OBS 5.07

Ruizi Hu

Lin, Wei and Jin E. Zhang, 2022, The valid regions of Gram–Charlier

densities with high-order cumulants. Journal of Computational and

Applied Mathematics 407, 113945.

Lin, Wei, Kangli Shen, and Jin E. Zhang, 2023, Further exploration

into the valid regions of Gram–Charlier densities. Journal of

Computational and Applied Mathematics 429, 115231.

23 Feb. 2024 3:00pm-4:00pm

OBS 5.07

Tianjiao Li

Literature Review of VIX

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)

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

OBS 5.07

Ruizi Hu

Literature Review of Implied Volatility

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

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

Page updated

Google Sites

Report abuse