时间: 2010年11月16日(周二) 下午13:30
地点: 复旦大学管理学院史带楼303教室(国顺路670号)
主持人:孙谦 教授 复旦大学管理学院财务金融系主任
题目:The Information Content of Model-free Implied Volatility
主讲嘉宾:Joseph K.W. Fung 香港浸会大学工商管理学院金融学教授
嘉宾简介: Joe is one of the most published researchers on Hong Kong’s securities market. Besides working for nearly 17 years at Hong Kong Baptist University, he has held research fellowships at universities in Australia, Dubai, France, Japan, Russia, Singapore, U.K., and U.S.A.; and at the Federal Reserve Bank of Atlanta and Hong Kong Institute for Monetary Research (an independent entity affiliated with the Hong Kong Monetary Authority). A recipient of the first Institute for Financial Markets (IFM) research grant in 2010, Joe has served as special project consultant for the Hong Kong Exchanges and Clearing Limited, the Securities and Futures Commission of Hong Kong, the Hong Kong Securities Institute, as well as a number of proprietary securities trading houses.
He is published widely in the field of derivatives and is ranked 22 most productive authors among 170 Asia-Pacific universities. He is currently serving as a member of the Council of Advisors for the Hong Kong Institute for Monetary Research. He is the author of the new practical finance papers of the Hong Kong Securities Institute Licensing Examinations. Joe has been serving as a member of the Asia Pacific Futures Research Symposium (APFRS) organizing and review committee since 2003. He is a member of the editorial board of the Review of Futures Markets. He received his Ph.D. in Finance from the University of Alabama in 1991.
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