Finance Paper Discussions
Oct 3, 2015 - 2:15 PM
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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.