Zoom meeting link: https://otago.zoom.us/j/96781835240
| Time | Location | Presenter(s) | Topic |
|---|---|---|---|
| Tue 31 May 2022 2:00pm ~ 3:00pm |
Zoom | Jungah (Isabella) Yoon | Mathematical Finance: No-arbitrage principle, forward price, put-call parity and the Black-Scholes model |
| Tue 24 May 2022 2:00pm ~ 3:00pm |
Zoom | Junyu (Jeffery) Zhang | Mathematical Finance: Stock price model, Ito’s Lemma and option price model |
| Tue 17 May 2022 2:00pm ~ 3:00pm |
Zoom | Jianhui (Iris) Li | Mathematical Finance: Conditional expectation of a Function of a Brownian motion and martingale |
| Tue 10 May 2022 2:00pm ~ 3:00pm |
Zoom | Weihan Li | Mathematical Finance: Unconditional expectation of a function of a Brownian motion |
| Tue 03 May 2022 2:00pm ~ 3:00pm |
Zoom | Yi Shi | Mathematical Finance: Probability density function of a function of Brownian motion |
| Tue 26 April 2022 2:00pm ~ 3:00pm |
Zoom | Wen (Derrick) Xu | Mathematical Finance: Brownian motion and normal distribution |
| Tue 19 April 2022 | – | – | ~Easter Break~ |
| Tue 12 April 2022 2:00pm ~ 3:00pm |
Zoom | Pakorn (Beam) Aschakulporn | The Black-Scholes Model |
| Tue 05 April 2022 2:00pm ~ 3:00pm |
Zoom | Jungah (Isabella) Yoon | Binomial Tree Model |
| Tue 29 March 2022 2:00pm ~ 3:00pm |
Zoom | Jianhui (Iris) Li | Model-Free Relationships between Option Prices |
| Tue 22 March 2022 2:00pm ~ 3:00pm |
Zoom | Junyu (Jeffery) Zhang | Forward Rate and Forward Rate Agreements Swaps |
| Mon 14 March 2022 2:00pm ~ 3:00pm |
Zoom | Weihan Li | No-Arbitrage Principle and Forward Price Formula The Current Value of a Forward Contract and Futures Trading |
| Tue 08 March 2022 2:00pm ~ 3:00pm |
Zoom | Yi Shi | Option Strategies and Static Replication |
| Tue 01 March 2022 2:00pm ~ 3:00pm |
Zoom | Wen Xu | Derivatives: Introduction |
