 |
Liuren Wu Talks
2008 Talks
-
Time-Changed Levy processes, at Courant Institute, New York University, February 26, 2008.
-
Market pricing of economic risks and stock returns (slides), at Midwest Finance Association meetings, San Antonio, March 1, 2008.
-
A simple robust link between American puts and credit insurance (slides), at Finance Department Brown Bag Seminar, Baruch College, New York, March 4, 2008.
-
A simple robust link between American puts and credit insurance (slides), at Bloomberg, New York, March 12, 2008.
-
Hedging barriers (slides), at Risk Conference on
Modeling and Hedging Using FX Options, New York, March 13, 2008.
-
A simple robust link between American puts and credit insurance (slides), at Quantitative Finance & Econometrics Seminar, New York University, March 31, 2008.
-
A simple robust link between American puts and credit insurance (slides), at JP Morgan Chase, New York, May 1, 2008.
-
A simple robust link between American puts and credit insurance (slides), at Stanford University, May 9, 2008.
-
A simple robust link between American puts and credit insurance (slides), at SoFiE (The Society for Financial Econometrics) Inaugural Conference, New York, June 4-6, 2008.
-
A simple robust link between American puts and credit insurance (slides), at Western Finance Association meetings, Waikoloa, Hawaii, June 22-25, 2008.
-
Computational challenges in estimating option pricing models, at Computational Finance Workshop, Shanghai, China, July 4, 2008.
2007 Talks
-
Modeling Financial Security Returns Using Levy Processes (slides), at The 2007 Meeting of the Swiss Society of Economics and Statistics, St. Gallen, March 22-23, 2007.
-
Levy Processes and Option Pricing (slides), at Derivatives 2007: New Ideas, New Instruments, New Markets, Stern, New York University, May 18, 2007.
-
Predictability of Interest Rates and Interest Rate Portfolios (slides), at The Bank of Canada--Rotman School of management Workshop on Advances in Portfolio Management, University of Toronto, July 6-7, 2007.
-
Statistical arbitrage based on no-arbitrage models (slides), at Asset Management Forum , Center of Competence Finance in Zurich (CCFZ) and Schroder & Co. Bank AG, Zurich, Switzerland, September 12, 2007.
-
Market pricing of economic risks and stock returns (slides), at Northern Finance Association meetings, Toronto, September 29-30, 2007.
-
Imports, exports, currency exposure, and stock returns (slides), at Economics and Finance Brown Bag, Zicklin, Baruch, October 30, 2007.
-
Market pricing of economic risks and stock returns (slides), at Rensselaer Polytechnic Institute (RPI), November 27, 2007.
Lecture Series
Past Talks
|
|
|
|