Speaker: Prof. Paul Glasserman, Columbia University
Title: W-shaped Implied Volatility Curves and The Gaussian Mixture Model
Date & Time: Jan 14, 2022 (Friday) 9:00 – 10:15 pm (HKT)
Venue: Online via zoom (Zoom Link)
Meeting ID: 989 6455 9063
Passcode: 353229
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.