Finance Paper Discussions

Event
Saturday, October 3, 2015 - 2:15pm
Event Type: 

Finance Paper Discussions

 

Date: Friday, October 03
Time: 2:10 pm -- 4:00 pm
Place: Heady 378C
Speaker: Shan Yang and Hainan Huang

Abstract:

Shan Yang will make concluding comments on Merton's derivation of the Black-Scholes formula.

 

Then, Hainan Huang, a visiting scholar, will lead discussion on another classic paper by Black and Scholes (1972)

which provides some empirical evidence on how well the B-S option formula work in practice.

 

If you would like copies of the papers before coming to the seminar, please contact Shan Yang whose email is in the BCC.

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