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2004 Talks

  • Systematic Macroeconomic Movements and the Term Structure of Interest Rates, at New York University, December 14, 2004

  • Pricing and Hedging with Options, at Automated Trading Desk, December 8, 2004

  • Stochastic Discount Factors in International Economies, at University of Maryland, November 22, 2004

  • Discussion of "Limit Theorems for Bipower Variation in Financial Econometrics" by Neil Shephard, at Innovations in Financial Econometrics: In Celebration of the 2003 Nobel, September 30, 2004

  • Stochastic Skew in Currency Options, at Citigroup Research Seminar, September 22, 2004

  • Estimating the Taylor Rule from the Term Structure, at Baruch Brown Bag, September 7, 2004

  • Stochastic Skew in Currency Options, at European Finance Association 2004 August 20, 2004

  • Predictability of Interest Rates and Interest-Rate Portfolios, at 2004 China International Conference in Finance, July 8, 2004

  • Variance Risk Premia, at University of Zurich, June 11, 2004

  • Variance Risk Premia, at PRMIA, Zurich Chapter, Switzerland, June 10, 2004

  • Variance Risk Premia, at 5th Conference on Financial Risks, Verona, Italy, June 7, 2004

  • Predictability of Interest Rates and Interest-Rate Portfolios, at Baruch Math Finance Seminar, May 5, 2004

  • Predictability of Interest Rates and Interest-Rate Portfolios, at Goldman Sachs, Asset Management Group, April 28, 2004

  • A Tale of Two Indices, at New York University, April 13, 2004

  • Design and Estimation of Multi-Currency Quadratic Models, at International Finance Conference, Georgia Tech, April 2, 2004

  • Stochastic Skew in Currency Options, at Baruch Brown Bag, March 9, 2004

  • A Tale of Two Indices, at 20th Annual Risk Management Conference, Florida, February 23, 2004

  • Predictability of Interest Rates and Interest-Rate Portfolios, at City University of Hong Kong, January 20, 2004

  • Variance Risk Premia, at Hong Kong University of Science and Technology, January 16, 2004

  • Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes, at 2004 Econometric Society Winter Meeting, San Diego, January 4, 2004

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