【Topic】Cross-section of Stock Option Returns and Individual Stock Volatility Risk Premium

【Speaker】Bing Han, Assistant Professor of Finance, University of Texas at Austin

【Time】2:00—3:30pm., June 25, 2009 (Thursday)

【Venue】Room 385, Weilun Building, Tsinghua SEM

【Language】English

【Organizer】Department of Finance, CCFR

【Co-organizers】Department of Economics

【Target Audience】SEM faculty members, PhD students, master students

【Background Information】

Bing Han now is assistant Professor of finance at University of Texas at Austin. Bing Han is a finance and mathematics double-Dr. He first received his doctoral degree of Mathematics at the University of Chicago, in 1997. Then, he received his doctoral degree of Finance at Anderson Graduate School of Management, UCLA, in 2002. His research area includes Behavioral Finance, Theoretical and Empirical Asset Pricing, Institutional Investors, Real Estate Finance, Term Structure of Interest Rates and Derivatives, financial Engineering and Risk Management