发布时间：2019-03-31
浏览次数：
3672
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张元
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职 称：
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助教授
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职 位：
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研究兴趣
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资产定价;期权市场;微观结构;量化投资
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教授课程
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科研成果
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Imbalance-Based Option Pricing. Working Paper;
The Demand for Commodity Options. Working Paper, with Semyon Malamud and Michael Tseng;
Electronic Trading in OTC Markets vs. Centralized Exchange. Working Paper, with Ying Liu and Sebastian Vogel;
Monetary Policy Uncertainty and Risk Premia. Working Paper, with Semyon Malamud and Andreas Schrimpf;
Macro-News Announcements and Futures Markets Liquidity. Working in progress, with Hasan Fallahgou;
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研究领域
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资产定价;期权市场;微观结构;量化投资
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奖励、荣誉称号
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2016 瑞士洛桑联邦理工大学 Master in Financial Engineering Best TA Award
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主要研究项目
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教育背景
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瑞士洛桑联邦理工大学博士
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Email：
[email protected]
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