题目：A Simple Stochastic Model for Stock Price and Option Pricing

            一个股票价格和期权定价的简单随机模型

报告人：庞华栋 Henry Pang 

时间：10月9日 周日 下午3:00-4:00

地点：管研楼1518

摘要： We will discuss a simple but empirically consistent stochastic model for stock price dynamics and option pricing, which not only has the same analyticity as log-normal and Black-Scholes model, but is also consistent with many phenomenons arising from empirical stock and option markets. It is another way to model stock price and options under leptokurtic distribution that hopefully can add some new insight or give new ideas to improve stock and option valuation.

报告人简介：科大95级少年班，麻省理工学院概率论博士，华尔街工作9年

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