{"id":61,"date":"2022-01-21T15:43:25","date_gmt":"2022-01-21T02:43:25","guid":{"rendered":"https:\/\/blogs.otago.ac.nz\/dqfg\/?page_id=61"},"modified":"2023-06-14T00:07:17","modified_gmt":"2023-06-13T12:07:17","slug":"phd-textbook-study","status":"publish","type":"page","link":"https:\/\/blogs.otago.ac.nz\/dqfg\/events\/phd-textbook-study\/","title":{"rendered":"PhD Textbook Study"},"content":{"rendered":"

Zoom meeting link: https:\/\/otago.zoom.us\/j\/96781835240<\/a><\/p>\n

<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Time<\/th>\nLocation<\/th>\nPresenter(s)<\/th>\nTopic<\/th>\n<\/tr>\n
Tue 31 May 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nJungah (Isabella) Yoon<\/a><\/td>\nMathematical Finance:
\nNo-arbitrage principle, forward price, put-call parity and the Black-Scholes model<\/td>\n<\/tr>\n
Tue 24 May 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nJunyu (Jeffery) Zhang<\/a><\/td>\nMathematical Finance:
\nStock price model, Ito’s Lemma and option price model<\/td>\n<\/tr>\n
Tue 17 May 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nJianhui (Iris) Li<\/a><\/td>\nMathematical Finance:
\nConditional expectation of a Function of a Brownian motion and martingale<\/td>\n<\/tr>\n
Tue 10 May 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nWeihan Li<\/a><\/td>\nMathematical Finance:
\nUnconditional expectation of a function of a Brownian motion<\/td>\n<\/tr>\n
Tue 03 May 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nYi Shi<\/td>\nMathematical Finance:
\nProbability density function of a function of Brownian motion<\/td>\n<\/tr>\n
Tue 26 April 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nWen (Derrick) Xu<\/td>\nMathematical Finance:
\nBrownian motion and normal distribution<\/td>\n<\/tr>\n
Tue 19 April 2022<\/td>\n–<\/td>\n–<\/td>\n~Easter Break~<\/i><\/td>\n<\/tr>\n
Tue 12 April 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nPakorn (Beam) Aschakulporn<\/a><\/td>\nThe Black-Scholes Model<\/td>\n<\/tr>\n
Tue 05 April 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nJungah (Isabella) Yoon<\/a><\/td>\nBinomial Tree Model<\/td>\n<\/tr>\n
Tue 29 March 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nJianhui (Iris) Li<\/a><\/td>\nModel-Free Relationships between Option Prices<\/td>\n<\/tr>\n
Tue 22 March 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nJunyu (Jeffery) Zhang<\/a><\/td>\nForward Rate and Forward Rate Agreements
\nSwaps<\/td>\n<\/tr>\n
Mon 14 March 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nWeihan Li<\/a><\/td>\nNo-Arbitrage Principle and Forward Price Formula
\nThe Current Value of a Forward Contract and Futures Trading<\/td>\n<\/tr>\n
Tue 08 March 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nYi Shi<\/td>\nOption Strategies and Static Replication<\/td>\n<\/tr>\n
Tue 01 March 2022
\n2:00pm ~ 3:00pm<\/td>\n		Zoom<\/a><\/td>\nWen Xu<\/td>\nDerivatives:
\nIntroduction<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

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 […]<\/p>\n","protected":false},"author":39818,"featured_media":0,"parent":6,"menu_order":1,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-61","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/blogs.otago.ac.nz\/dqfg\/wp-json\/wp\/v2\/pages\/61","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blogs.otago.ac.nz\/dqfg\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/blogs.otago.ac.nz\/dqfg\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/blogs.otago.ac.nz\/dqfg\/wp-json\/wp\/v2\/users\/39818"}],"replies":[{"embeddable":true,"href":"https:\/\/blogs.otago.ac.nz\/dqfg\/wp-json\/wp\/v2\/comments?post=61"}],"version-history":[{"count":0,"href":"https:\/\/blogs.otago.ac.nz\/dqfg\/wp-json\/wp\/v2\/pages\/61\/revisions"}],"up":[{"embeddable":true,"href":"https:\/\/blogs.otago.ac.nz\/dqfg\/wp-json\/wp\/v2\/pages\/6"}],"wp:attachment":[{"href":"https:\/\/blogs.otago.ac.nz\/dqfg\/wp-json\/wp\/v2\/media?parent=61"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}