Asia-Pacific Financial Markets Research Centre


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Welcome to the Asia-Pacfic Financial Markets Research Centre, please install the RealVideo Player 5.0 before you watch the following seminars.

 

Date and Time (HKG) Speaker Topic
July 6, 1998 (Monday) Prof. Warren Bailey, Cornell University Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence
July 7, 1998  (Tuesday) Prof. Warren Bailey, Cornell University How Important was Silver? Some Evidence on Exchange Rate Fluctuations and Stock Returns in Colonial-Era Asia
July 8, 1998  (Wednesday) Prof. Marco Avellaneda, New York University Calibrating Volatility Surfaces via Relative-Entropy Minimization
July 9, 1998  (Thursday) Prof. Marco Avellaneda, New York University An E-Arch Model for the Term Structure of Implied Volatility of FX Options
July 10, 1998  (Friday) Dr. Wai-yan Cheng, City University of Hong Kong Difficulties in Hedging Equity Derivative in Asia
July 10, 1998  (Friday) Dr. Jin Zhang, City University of Hong Kong Options on the Minimum or the Maximum of Two Average Prices