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Liuren Wu Talks
2010 Talks
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A multifrequency
theory of the term structure of interest rates (slides), at Syracuse University,
January 29, 2010.
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A multifrequency
theory of the term structure of interest rates (slides), at Risk seminar, Columbia
University, February 03, 2010.
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A multifrequency
theory of the term structure of interest rates (slides), at Northwestern
University, February 25, 2010.
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A multifrequency
theory of the term structure of interest rates (slides), at University of Chicago,
February 26, 2010.
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A multifrequency
theory of the term structure of interest rates (slides), at University of Zurich,
March 22, 2010.
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Leverage effect,
volatility feedback, and self-exciting market disruptions:
Disentangling the multi-dimensional variations in S&P 500 Index
options (slides), Conference
on ``Latest developments in heavy-tailed distributions,'' Brussels,
March 26-27, 2010.
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A
simple robust link between American puts and credit insurance (slides) A multifrequency theory of the
term structure of interest rates (slides) Ziff Brothers Investments,
April 2, 2010.
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A multifrequency
theory of the term structure of interest rates (slides), Workshop on
Financial Econometrics, Toronto, April 23-24, 2010.
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A multifrequency
theory of the term structure of interest rates (slides), The Third Triple Crown
Conference, Rutgers, New Jersey, April 30, 2010.
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Leverage effect,
volatility feedback, and self-exciting market disruptions:
Disentangling the multi-dimensional variations in S&P 500 Index
options (slides), Recent
Developments in Derivatives Pricing: A Special Event Honoring Dilip
Madan, Courant Institute, New York University, June 19, 2010.
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Anchoring Corporate Credit
Spreads to Firm Fundamentals (slides), 2010 Baruch-SWUFE Accounting
Conference, Chengdu, June 26, 2010.
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Leverage effect,
volatility feedback, and self-exciting market disruptions:
Disentangling the multi-dimensional variations in S&P 500 Index
options (slides), 2010 China
International Conference in Finance, Beijing, July 5, 2010.
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A multifrequency
theory of the term structure of interest rates (slides), Cheung Kong Graduate
School of Business, July 9, 2010.
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A multifrequency
theory of the term structure of interest rates (slides), FGV/EBAPE - Escola
Brasileira de Administração Pública e de Empresas, Rio de Janeiro,
Brazil, July 9, 2010.
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Leverage effect,
volatility feedback, and self-exciting market disruptions:
Disentangling the multi-dimensional variations in S&P 500 Index
options (slides), the 10th
Annual Meeting of the Brazilian Finance Society, Sao Paulo, July 30,
2010.
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A new simple approach
for constructing implied volatility surfaces (slides), Baruch Brown Bag, New York,
September 14, 2010.
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Simple robust hedging
with nearby contracts (slides),
McMaster University, Hamilton, Ontario, Canada, September 28,
2010.
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A new simple approach
for constructing implied volatility surfaces (slides), Fields Institute, Toronto,
Canada, September 29, 2010.
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Simple robust hedging
with nearby contracts (slides),
Worcester Polytechnic Institute, October 22, 2010.
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