Zoom meeting link: https://otago.zoom.us/j/96781835240
| Time | Location | Presenter(s) | Topic |
|---|---|---|---|
| Fri 2 Jun. 2023 3:00pm ~ 4:00pm |
Zoom OBS7.08 |
Weihan Li | 12-month Progress Review |
| Tue 16 May. 2023 7:00pm ~ 8:00pm |
Zoom | Weihan Li | 12-month Rehearsal: An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options |
| Fri 17 Mar. 2023 2:00pm ~ 3:00pm |
OBS5.07 | Junyu (Jeffery) Zhang | 24-month Progress Review: The role of risk-neutral moments in forecasting future realized volatility: An international perspective |
| Tue 14 Mar. 2023 4:00pm ~ 5:00pm |
Zoom OBS5.07 |
Junyu (Jeffery) Zhang | 24-month Rehearsal: The role of risk-neutral moments in forecasting future realized volatility: An international perspective |
| Mon 20 Feb. 2023 7:00pm ~ 8:30pm |
Zoom | Yi Shi | The implied volatility smirk of Chinese currency options |
| Tianjiao Li | COVID-19 tail risk in the Euro-Dollar option market | ||
| Thur 09 Feb. 2023 7:00pm ~ 8:30pm |
Zoom | Pakorn (Beam) Aschakulporn Jungah (Isabella) Yoon Jianhui (Iris) Li |
Rehearsals for NZFC 2023 |
