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2019-2020 UC Distinguished Visiting Scholar ~ Professor Stephen Figlewski

Professor Stephen Figlewski, Professor of Finance, New York University Stern School of Business, USA, will visit United College from 13 to 20 October 2019 as the College’s Distinguished Visiting Scholar in 2019-20.  The visit of Professor Figlewski is sponsored by the United College Endowment Fund.

 

Professor Figlewski received his Bachelor of Arts in Economics, summa cum laude, from Princeton University, and his Doctor of Philosophy in Economics from the Massachusetts Institute of Technology in 1976. He is the director of the NYU Stern Derivatives Research Project.  His primary research interests include derivatives, risk management and financial markets; in addition to working at NYU, Professor Figlewski was a Vice-President at the First Boston Corporation, responsible for research on equity derivatives products, and has been a market maker in stock index options at the New York Exchange.

Professor Figlewski has published extensively in academic journals, especially in the area of financial futures and options. His contribution is self-evident on reading this long list of publications. Majority of them appears in top tier Journals, such as Journal of Finance, Journal of Financial Economics, The Review of Financial Studies, etc. He published over 100 papers and his H-index is over 30.

During his visit to United College, Professor Figlewski will deliver two public lectures:

 

1. Volatility and Stock Options

Tuesday, 15 October 2019; 4:30 pm

 

2. Extracting Market Expectations and Risk Premia from Stock Index Options

Wednesday, 16 October 2019; 4:30 pm

 

All events will be conducted in English and held at Lau Chor Tak Lecture Theatre, Yasumoto International Academic Park, CUHK. Please reserve seat at https://cloud.itsc.cuhk.edu.hk/webform/view.php?id=6231331.

Contact Information: