CREATES lunch seminar: Paolo Santucci de Magistris, Aarhus University and CREATES
Title: Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach
Info about event
Time
Location
Fuglesangs Allé 4, 8210 Aarhus V, building 2628, room 303
CREATES arranges lunch seminars on a regular basis, normally on Tuesdays. The speakers are usually CREATES members, mostly PhD students and postdocs. The speakers can also be visiting PhD students or professors.
Each lunch seminar is followed by a discussion of the paper presented.
Organisers: Paolo Santucci de Magistris and Niels Strange Grønborg.
Place: CREATES meeting room, M303, building 2628 (M)