Changes in Risk and Valuation of Options: A Unified Approach to Option Pricing Bounds

独墅湖畔经济学论坛第三十四期

Changes in Risk and Valuation of Options: A Unified Approach to Option Pricing Bounds

时间：2012年11月4日(周日) 19:00开始

地点：修远楼318教室

主讲人：Dr . Xiaoping James Huang

主讲人简介：

Dr Xiaoping James Huang, Accounting and Finance, Lancaster University. Professional : School of Information, Renmin University of China,1993 to 1995,lecturer in Mathematics; School of Finance, Renmin University of China, 1995 to 1996, lecturer in Finance; Management School, Lancaster 2000 to date,

lecturer in Finance.

His main research interests include mathematical finance and financial economics covering option pricing theory, aggregation of heterogeneous preferences and beliefs, expected utility theory, risk sharing rules,existence of equilibrium and behavioral finance.