Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
Finance
| Speaker: | Peter Christoffersen, Rotman School of Management University of Toronto |
|---|---|
| Date: | Thursday 15 November 2012 |
| Time: | 14:00-15:30 |
| Location: | Xfi Conference Room 2 |
| Speaker: | Peter Christoffersen, Rotman School of Management University of Toronto |
|---|---|
| Date: | Thursday 15 November 2012 |
| Time: | 14:00-15:30 |
| Location: | Xfi Conference Room 2 |