2019 (Jun-Feb) PhD Group Meeting (Finished)

Department of Accountancy and Finance, Otago Business School

3:00pm-4:00pm, Wednesday, Starting from Jan. 16th to Feb. 20th, 2019, CO 3.37

Initiator: Prof. Jin Zhang

Organizer: Wei Lin

2019.2.20 3pm-4pm

Presenter: Wei Lin

Supervisors: Prof. Jin Zhang

Title: The Gram-charlier density and the Generalized Gram-charlier density

Material: Jondeau and Rockinger (2001)


2019.2.7 3pm-5pm

Presenter: Tin,

Wei Guo,

Beam

Supervisors: Prof. Jin Zhang

Title: Conference papers


2019.1.30 3pm-4pm

Presenter: Wei Lin

Supervisors: Prof. Jin Zhang

Title: The implied volatility smirk and the Gram-charlier density

Material: Zhang and Xiang (2008) and Jondeau and Rockinger (2001)


2019.1.23 3pm-4pm

Presenter: Beam

Supervisors: Prof. Jin Zhang

Title: The implied volatility smirk

Material: Zhang and Xiang (2008)

2019.1.16 3pm-4pm

Presenter: Wei Guo

Supervisors: Prof. Jin Zhang

Title: The implied volatility smirk

Material: Zhang and Xiang (2008)