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
2019.1.16 3pm-4pm
Presenter: Wei Guo