| Presentation Name： | Instability of replicating option pricing and the current financial crisis |
|---|---|
| Presenter🪰： | 朱其吉 教授 |
| Date： | 2008-11-13 |
| Location： | 光华东楼1801 |
| Abstract： | Using a simple example we illustrate the instability of the replicating portfolio based option pricing mechanism. This will help us to understand one of the important reason for the current financial cresis. An alternative robust option pricing and trading strategy will also be discussed. |
| Annual Speech Directory🍇👅： | No.106 |
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