Time: 13:30, May 6, 2014 (Tuesday)

Venue: Room 303, Starr Building　　

Moderator: Dr. Yan LUO, Department of Finance, School of Management, Fudan University　

Topic: Jump Propagation, Option Pricing and Optimal Derivative Strategies

Speaker: Dr. Dan LUO, Assistant Professor of Finance, Shanghai University of Finance and Economics

Profile of the speaker: Dr. Dan LUO is an assistant professor of finance at the School of Finance, SHUFE, where he teaches Option Pricing Theory and Continuous Time Finance for the Ph.D. curriculum. Dr. LUO's research interests are in asset pricing, corporate finance, financial intermediation, and Bayesian method in finance. His recent work focuses on credit risk, option pricing, portfolio choice, and volatility modeling. His research has been recognized by the Shanghai Pujiang Project and National Natural Science Foundation of China. He has won the best paper award in risk management at the annual meeting of FMA in 2009.