| Date | Nov 22, 2019 |
|---|---|
| Speaker | 안신미 |
| Dept. | 경희대학교 |
| Room | 27-325 |
| Time | 20:00-21:00 |
In this talk we discuss the long term behavior of options and bond prices. As a main tool ,the HS decomposition is presented and its applications to bond price and exotic options are demonstrated.
