東京大学金融教育研究センター
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特別セミナー
第64回金融センター特別セミナー
日時: 2013年4月4日(木) 17:30-19:00
場所:東京大学経済学研究科学術交流棟(小島ホール)2階 コンファレンスルーム
スピーカー:Haitao Li 教授
Professor of Finance
Stephen M. Ross School of Business
University of Michigan
テーマ:
演題:Pricing Sovereign Credit Default Swaps with Credit Ratings

スピーカーのプロフィール:
Professor Li's current research interests are in theoretical and empirical asset pricing, term structure of interest rates, hedge funds, and financial econometrics. His recent works have developed econometric methods for analyzing continuous-time finance models driven by jump diffusions and Levy processes using underlying and derivative prices. He has developed and tested multi-factor term structure models for pricing and hedging interest rate derivatives and options embedded in corporate bonds. He has also developed asset pricing tests in absence of arbitrage and applied them to evaluate hedge fund returns. Professor Li has published in the Journal of Finance, the Journal of Financial Economics, the Review of Finance Studies, the Journal of Econometrics, and other finance and economics journals. Professor Li received the Sterling Prize Fellowship from Yale University, the Trefftz Award from the Western Finance Association, and a research grant from the Q-group.

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