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Liuren Wu Talks
2007 Talks
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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.
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Levy Processes and Option Pricing (slides), at Derivatives 2007: New Ideas, New Instruments, New Markets, Stern, New York University, May 18, 2007.
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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.
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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.
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Market pricing of economic risks and stock returns (slides), at Northern Finance Association meetings, Toronto, September 29-30, 2007.
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Imports, exports, currency exposure, and stock returns (slides), at Economics and Finance Brown Bag, Zicklin, Baruch, October 30, 2007.
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Market pricing of economic risks and stock returns (slides), at Rensselaer Polytechnic Institute (RPI), November 27, 2007.
Lecture Series
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