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 |
| Abstract: | |
| 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 |