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Liuren Wu Talks
2006 Talks
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Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation, at 2006 North American Winter Meeting of the Econometric Society, Boston, January 6-8, 2006.
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Modeling Financial Security Returns Using Levy Processes, at Henry B. Tippie College of Business, University of Iowa, January 20, 2006.
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Investor Irrationality and the Nasdaq Bubble, at University of Illinois at Urbana-Champaign, January 26, 2006.
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Modeling Financial Security Returns Using Levy Processes (slides), at Credit Suisse, March 15, 2006.
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Systematic Movements in Macroeconomic Releases and the Term Structure of Interest Rates (slides), at 2006 European Finance Association meetings, Zurich, Switzerland, August 25, 2006.
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Discussion on "Explaining the Level of Credit Spreads: Option-implied Jump Risk Premia in a Firm Value Model," by Cremers, Driessen, and Maenhout, at 2006 European Finance Association meetings, Zurich, Switzerland, August 25, 2006.
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Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation (slides), at Credit Derivative Symposium, Fordham Graduate School of Business, New York, September 29, 2006.
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Optimal Investment in Variance Swaps Under Stochastic Volatility, at Baruch Brown Bag, October 3, 2006.
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Optimal Investment in Variance Swaps Under Stochastic Volatility (slides), at Owen Graduate School of Management, Vanderbilt University, October 6, 2006.
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Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation (slides), at Susquehanna International Group, Philadelphia, November 9, 2006.
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Economic risk and the term structure of interest rates and credit spreads (slides), at the New York Fed, November 16, 2006.
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Design and Estimation of FX models for Derivative Pricing, at the Risk Conference on Pratcical Calibration and Implementation Techniques of Interest Rate and FX Modeling, New York, December 12, 2006.
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