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A Closed-form Solution to a Liquidity Discount Problem: with an Application to the Liquidity Crisis

Date: 2022-11-02
Speaker: Ren Raw Chen
Speaker Intro:  Full professor at Fordham University,

Fields of Interests: Liquidity Quantification. Credit Derivatives. Equilibrium Option Pricing. Real Options. Mortgage Backed Securities. Term Structure of Interest Rates.
 

Prof. Chen's CV

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Venue: N303, Econ Building
Organizer: WISE-SOE
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