Reminders
- Links must include 'http://'
- Changes must be saved with save button in top left
Presenters
Charles Cao
Charles Cao is The Smeal Chair Professor of Finance at the Department of Finance, the Smeal College of Business at the Pennsylvania State University. He received his Ph.D. in Finance from the University of Chicago's Graduate School of Business in 1993, M.S. from the University of Kentucky in 1988, and B.S. from Peking University in 1984. Professor Cao's research interests include derivative securities markets, market microstructure, credit risk, mutual funds and hedge funds. Professor Cao’s paper “Empirical Performance of Alternative Option Pricing Models” (co-authored with Gurdip Bakshi and Zhiwu Chen, Journal of Finance, 1997) is among the 50 top cited articles of all time from the Journal of Finance.
| Event | Title | Organization |
|---|---|---|
| CQA Fall 2008 | The Information Content of Option Implied Volatility for Credit Default Swap Valuation | Pennsylvania State University |