CAFD SEMINAR SERIES 177

TOPIC:Instantaneous Squared VIX and VIX Derivatives

SPEAKER: Prof. Xingguo Luo

Biography: Dr. Xingguo Luo is an Associate Professor and Distinguished Young Scholar in Finance, School of Economics, Zhejiang University. His main research interests are asset pricing, VIX derivatives and credit risk. He has published research works in the Journal of Financial Markets, Journal of Futures Markets, Pacific-Basin Finance Journal and Finance Research Letters. He actively presented his papers in major international finance conferences and served as Session Chair for Financial Management Association (FMA, 2010) and Asian Finance Association (AsianFA, 2012) annual meetings. He also received research grants from the CME Group Foundation in 2012, National Science Foundation of China in 2013, and best paper awards from the 13th and 14th International Symposium on Financial System Engineering and Risk Management in 2015 and 2016.

Time: Nov8^th, 2016, Tuesday, 10:00-11:30 am

Place: Academic Hall 702

Organizer: Chinese Academy of Finance and Development

CAFD 系列学术讲座177期

题目：Instantaneous Squared VIX and VIX Derivatives

报告人：洛兴国教授

简介：洛兴国博士是浙江大学经济学院金融学副教授，杰出青年学者。他的研究方向主要包括资产定价，VIX金融衍生品和信用风险。他的文章发表在Journal of Financial Markets, Journal of Futures Markets, Pacific-Basin Finance Journal和Finance Research Letters。他曾获邀在多个国际金融会议上宣读论文并担任小组讨论主席，包括Financial Management Association，Asian Finance Association annual meetings等。他的研究受到CME Group Foundation 和国家自然科学基金支持，并荣获第13,14届International Symposium on Financial System Engineering and Risk Management的最佳论文奖。

时间：2016年11月8日（星期二）上午10:00 – 11:30

地点：学术会堂702

主办方：东营市金融发展研究会