ENGLISH
您所在的位置: 首页» 新闻中心» 综合要闻

Neil Pearson教授应管理与经济学院之邀作学术报告

供稿:秦文波 摄影:陈芳宇 编辑:高超

    2012年9月18日,Neil Pearson教授应管理与经济学院之邀在主楼216作学术报告。报告内容是Neil Pearson教授的论文《New Evidence on the Financialization of Commodity Markets》。应用经济系马明主任主持了本次报告。
    报告会整体轻松自然,Neil Pearson教授讲解简洁幽默,向校内外师生介绍了他的论文的主要内容:大宗商品金融化问题;与大宗商品相关联票据的发行对商品价格的影响。他采用事件分析法进行分析,得出了与商品相关票据相关联的套期交易对相关商品期货市场的产品价格有统计和经济学上的显著性。
    内容涉及复杂的数据整理和计量分析方法,但Neil Pearson教授化繁为简,将他的主要思想清晰地向在场师生做了简单而生动的阐释。老师和同学同Neil Pearson 教授热烈讨论论文中相关细节问题,受益匪浅。最后,在场的师生与Neil Pearson教授关于当今世界金融热点话题进行了简单交流,都对相关问题提出自己的见解,内容深刻,气氛轻松。

Neil Pearson教授介绍:
  Neil D. Pearson is a Harry A. Brandt Distinguished Professor in Financial Markets and Options, University of Illinois at Urbana-Champaign. His research includes both theoretical and empirical work on asset pricing and the valuation and hedging of financial derivatives and other financial instruments. Dr. Pearson has published papers in a number of academic journals, is an associate editor of the Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, and Economics Bulletin and has written a book, Risk Budgeting: Portfolio Problem Solving with Value-at-Risk, published by John Wiley & Sons. He has consulted for a number of U.S. and international banks, working on term structure models, the evaluation of derivatives pricing models, and some issues that arise in the computation of “value at risk” measures. He received his Ph.D. from the Massachusetts Institute of Technology.

(审核:颜志军)

TOP