讲座主题:The Valuation of Contract Deposit and Purchase Price
主讲人:张大成
讲座时间:12月25日(周二)上午10:00-11:30
讲座地点:betway唯一官方网站A204
主办单位:betway必威世界经济系
主持人:张天顶
讲座摘要:This paper evaluates the deposit and purchase pricing of purchase contracts in a risk neutral framework. First, we determine the fair deposit price of a single-installment purchase contract based on theoretical modeling and numerical analysis. Second, the buyer’s threshold pricing in dual-installment and multi-installment contracts are investigated under the framework of compound options. Lastly, the pricing behavior of deposits and purchases are further analyzed using a simultaneous- equations modeling framework.
主讲人简介:张大成,东吴大学国际经营与贸易学系暨研究所教授、博士生导师、研究方向为金融机构风险管理、市场风险管理、信用风险管理、巴赛尔资本协定、财务工程、衍生性金融商品、选择权定价、结构型商品、Excel 与财务金融、Excel 与财务工程等。在Accounting and Finance Research、Asia-Pacific Journal of Accounting & Economics、Journal of International Business and Economics、经济研究、管理评论等权威期刊发表论文20多篇、在核心期刊上发表论文四十多篇。