Finance Paper Discussions
|Date:||Friday, October 03|
|Time:||2:10 pm -- 4:00 pm|
|Speaker:||Shan Yang and Hainan Huang|
Shan Yang will make concluding comments on Merton's derivation of the Black-Scholes formula.
Then, Hainan Huang, a visiting scholar, will lead discussion on another classic paper by Black and Scholes (1972)
which provides some empirical evidence on how well the B-S option formula work in practice.
If you would like copies of the papers before coming to the seminar, please contact Shan Yang whose email is in the BCC.