DiscoverUC Distinguished Visiting Scholar Lectures - VideoExtracting Market Expectations and Risk Premia from Stock Index Options
Extracting Market Expectations and Risk Premia from Stock Index Options

Extracting Market Expectations and Risk Premia from Stock Index Options

Update: 2020-11-28
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United College Distinguished Visiting Scholar Lecture by Professor Stephen Figlewski, Professor of Finance, New York University (NYU) Stern School of Business
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Extracting Market Expectations and Risk Premia from Stock Index Options

Extracting Market Expectations and Risk Premia from Stock Index Options

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Extracting Market Expectations and Risk Premia from Stock Index Options

Extracting Market Expectations and Risk Premia from Stock Index Options

United College, The Chinese University of Hong Kong