PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Kris Jenssen, Yuxi Zheng.

Title:Empirical tests of option pricing models
Seminar:CCMA Luncheon Seminar
Speaker:Charles Cao, Department of Finance, Penn State University
This will be an introduction talk to Risk-Neutral Kurtosis, Jumps, and Option Pricing: Evidence from 50 Most Active Firms on the CBOE.

Room Reservation Information

Room Number:MB114
Date:02 / 19 / 2010
Time:12:00pm - 01:30pm