The Global Implied Volatility Surface, Convexity, and Common Predictability of International Equity Premia

活动时间:4月9日11:30 – 12:45

活动地点:Fudan - ZK 302 (On-site, 复旦大学智库楼302会议室) & Zoom

活动演讲人: Terry Zhang, Australian National University

活动内容

Topic:

 

 

The Global Implied Volatility Surface, Convexity, and Common Predictability of International Equity Premia

 

 

 

Speaker:

 

Terry Zhang, Australian National University