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Past Talk

  • Fall 2007
  • Spring 2007
    • Talk 1¡G
      Place¡G3/16 (¤­) ¤U¤È3:00
      Time¡G¤¤ ¬ã°|²Î­p©Ò308«Ç
      Speaker¡GJohn Aston ±Ð±Â(¤¤¬ã°|²Î­p©Ò)
      Title¡GAssessing Markov Switching Models through the Calculation of Exact Distributions for Switching State Features. 

    • Talk 2:
      Place¡G3/30 (¤­) ¤U¤È3:00
      Time¡G¤¤ ¬ã°|²Î­p©Ò308«Ç
      Speaker¡G³¯ µXÀs ±Ð±Â(»Ê¶Ç¤j¾Ç°]°Èª÷¿Ä¨t)
      Title¡GUnit root,  Cointegration and Pairs Trading

    • Talk 3:
      Place¡G4/13 (¤­) ¤U¤È3:00
      Time¡G¤¤ ¬ã°|²Î­p©Ò308«Ç
      Speaker¡GÁú ¶Ç²» ±Ð±Â(²MµØ¤j¾Ç­p¶q°]°Èª÷¿Ä¾Ç¨t)
      Title¡GToward a Unified Formulation of Derivatives Pricing, Hedging, and Transaction Cost under Incomplete Market Models

    • No Talk on 4/27.

    • Talk 4:
      Place¡G5/11 (¤­) ¤U¤È3:00
      Time¡G¤¤ ¬ã°|²Î­p©Ò308«Ç
      Speaker¡G ªô«T²W (¥x¤j¸ê¤u©Ò)
      Title¡GPrice an Asian option by PDE approach

    • Talk 5:
      Place¡G6/1 (¤­) ¤U¤È3:00
      Time¡G¤¤ ¬ã°|²Î­p©Ò308«Ç
      Speaker¡G ±i°ê¥­ ±Ð±Â (²MµØ¤j¾Ç­p¶q°]°Èª÷¿Ä¾Ç¨t)
      Title¡GAre Securities also Derivatives?

    • Talk 6:
      Place¡G6/29 (¤­) ¤U¤È3:00
      Time¡G¤¤ ¬ã°|²Î­p©Ò308«Ç
      Speaker¡G ÃC¦¼ªÚ(¥x¤j°]ª÷©Ò)
      Title¡GPricing Discrete Lookback Options Under A Jump-Diffusion Model

    • Talk 7:
      Place¡G8/24 (¤­) ¤W¤È10:30
      Time¡G¤¤ ¬ã°|²Î­p©Ò308«Ç
      Speaker¡G Áé´f¥Á±Ð±Â ¡]¥æ³q¤j¾Ç°]°Èª÷¿Ä¬ã¨s©Ò¡^
      Title¡GDecimalization and the ETFs and Futures Pricing Efficiency

  • Fall 2006