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NICOLAS MERENER: Globally Distributed Production and the Pricing of CME Commodity Futures

2012-06-08 00:00
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【Topic】 Globally Distributed Production and the Pricing of CME Commodity Futures【Speaker】 NICOLAS MERENER

【Time】 14:00-15:30, 2012-3-15, Thursday

【Venue】 Room 385 , Weilun Building Tsinghua SEM.

【Language】 English

【Organizer】 Department of Finance

【Target Audience】Faculty Members and Graduate Students

【Background Information】

Dr. NICOLAS MERENER is an Assistant Professor of Finance, School of Business Universidad Torcuato Di Tella. His recent research focuses on Quantitative Finance, Emerging Markets & Commodities, Numerical Methods. He has written numerous scholarly articles, which have appeared in many publications including Quantitative Finance, Proceedings of the Royal Society A, The Journal of Computational Finance, Finance and Stochastics, and Europhysics Letters.