Lecture: Option Pricing Based on Reconstruction under Uncertainty

When: 10:30-12:00 a.m., Thursday, May 26, 2016

Where: Classroom C, Third Floor, Area A of Building No.25, Weijin Road Campus

Lecturer: Lin Zhongguo

About the Lecture: When trying to conduct option pricing based on reconstruction in an uncompleted market, uncertainty and transaction cost must be taken into account. The model introduced in the lecture can make a better anticipation on the marketing price.

All students and staff of Tianjin University are welcome.