{"id":50088,"date":"2019-10-08T00:00:00","date_gmt":"2019-10-08T00:00:00","guid":{"rendered":"https:\/\/www.cpr.cuhk.edu.hk\/press\/cuhk-united-college-distinguished-visiting-scholar-professor-stephen-figlewski-to-give-talks-on-investment-strategies-and-stock-index-options\/"},"modified":"2019-10-08T00:00:00","modified_gmt":"2019-10-08T00:00:00","slug":"cuhk-united-college-distinguished-visiting-scholar-professor-stephen-figlewski-to-give-talks-on-investment-strategies-and-stock-index-options","status":"publish","type":"press","link":"https:\/\/www.cpr.cuhk.edu.hk\/sc\/press\/cuhk-united-college-distinguished-visiting-scholar-professor-stephen-figlewski-to-give-talks-on-investment-strategies-and-stock-index-options\/","title":{"rendered":"\u4e2d\u5927\u8054\u5408\u4e66\u9662\u5230\u8bbf\u6770\u51fa\u5b66\u4eba\u53f2\u63d0\u82ac\u2022\u8d39\u9ad8\u65af\u57fa\u6559\u6388\u5206\u4eab\u6709\u5173\u6295\u8d44\u884d\u751f\u4ea7\u54c1\u7b56\u7565\u548c\u80a1\u7968\u6307\u6570\u671f\u6743\u6ce2\u5e45\u7387"},"content":{"rendered":"","protected":false},"featured_media":0,"template":"","tags":[],"class_list":["post-50088","press","type-press","status-publish","hentry"],"acf":{"title_alt":"","sub_title_alt":"","press_date":"20191008","keep":false,"details":"<p>\u9999\u6e2f\u4e2d\u6587\u5927\u5b66\uff08\u4e2d\u5927\uff09\u8054\u5408\u4e66\u9662\u9080\u5f97\u7f8e\u56fd\u7ebd\u7ea6\u5927\u5b66\u53f2\u767b\u5546\u5b66\u9662\u91d1\u878d\u5b66\u8bb2\u5ea7\u6559\u6388\u53f2\u63d0\u82ac&bull;\u8d39\u9ad8\u65af\u57fa\uff08Professor Stephen Figlewski\uff09\uff0c\u62c5\u4efb2019\u81f32020\u5e74\u5ea6\u7684\u300c\u5230\u8bbf\u6770\u51fa\u5b66\u4eba\u300d\u3002\u4ed6\u5c06\u4e8e10\u670813\u65e5\u81f320\u65e5\u5230\u8bbf\u4e2d\u5927\u8054\u5408\u4e66\u9662\uff0c\u5e76\u4e3b\u6301\u4e24\u573a\u8bb2\u5ea7\uff0c\u5206\u522b\u9898\u4e3a\u300c<strong>\u6ce2<\/strong><strong>\u5e45\u7387\u4e0e<\/strong><strong>\u80a1\u7968\u671f\u6743<\/strong>\u300d\u53ca\u300c<strong>\u4ece<\/strong><strong>\u80a1\u7968<\/strong><strong>\u6307\u671f\u6743\u4e2d<\/strong><strong>\u63a2\u7d22<\/strong><strong>\u5e02\u573a\u9884\u671f\u548c\u98ce\u9669<\/strong><strong>\u6ea2\u4ef7<\/strong>\u300d\u3002\u53f2\u63d0\u82ac&bull;\u8d39\u9ad8\u65af\u57fa\u6559\u6388\u662f\u6b21\u8bbf\u95ee\u7531\u8054\u5408\u4e66\u9662\u57fa\u91d1\u4f1a\u8d44\u52a9\u3002&nbsp;<\/p><p>\u4e24\u573a\u8bb2\u5ea7\u5747\u4ee5\u82f1\u8bed\u8fdb\u884c\uff0c\u6b22\u8fce\u516c\u4f17\u53c2\u52a0\uff0c\u8be6\u60c5\u5982\u4e0b\ufe30<\/p><p><strong><span 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style=\"width: 402px;\" border=\"0\" cellspacing=\"0\" cellpadding=\"0\"><tbody><tr><td valign=\"top\" width=\"78\"><p>\u65e5\u671f\uff1a<\/p><\/td><td valign=\"top\" width=\"324\"><p>2019\u5e7410\u670815\u65e5\uff08\u661f\u671f\u4e8c\uff09<\/p><\/td><\/tr><tr><td valign=\"top\" width=\"78\"><p>\u65f6\u95f4\uff1a<\/p><\/td><td valign=\"top\" width=\"324\"><p>\u4e0b\u53484\u65f630\u5206\u81f36\u65f6<\/p><\/td><\/tr><tr><td valign=\"top\" width=\"78\"><p>\u5730\u70b9\uff1a<\/p><\/td><td valign=\"top\" width=\"324\"><p>\u4e2d\u5927\u5eb7\u672c\u56fd\u9645\u5b66\u672f\u56ed\u5730\u4e0b\u5218\u4f50\u5fb7\u6f14\u8bb2\u5385<\/p><\/td><\/tr><\/tbody><\/table><p><span style=\"text-decoration: underline;\"><strong>\u7b2c\u4e8c\u8bb2\uff1a\u4ece\u80a1\u7968\u6307\u671f\u6743\u4e2d\u63a2\u7d22\u5e02\u573a\u9884\u671f\u548c\u98ce\u9669\u6ea2\u4ef7<\/strong><\/span><br \/>\u671f\u6743\u4ef7\u683c\u53cd\u6620\u4e86\u5e02\u573a\u5bf9\u6807\u7684\u80a1\u7968\u7684\u6ce2\u52a8\u6027\u7684\u9884\u671f\u3002\u53ef\u662f\uff0c\u5c31\u7b97\u662f\u540c\u4e00\u53ea\u80a1\u7968\u7684\u671f\u6743\uff0c\u56e0\u4e3a\u6267\u884c\u4ef7\u683c\u7684\u5dee\u5f02\uff0c\u4ea6\u6709\u4e0d\u4e00\u6837\u7684\u9690\u542b\u6ce2\u5e45\u7387\uff0c\u5373\u6240\u8c13\u7684\u300c\u6ce2\u5e45\u7387\u5fae\u7b11\u300d\u66f2\u7ebf\u3002\u867d\u7136\u300c\u5fae\u7b11\u300d\u66f2\u7ebf\u663e\u793a\u671f\u6743\u7684\u5e02\u573a\u4ef7\u683c\u4e0e\u7406\u8bba\u5e76\u4e0d\u4e00\u81f4\uff0c\u4f46\u4e00\u822c\u4ecd\u4f1a\u5c1d\u8bd5\u4f7f\u7528Black-Scholes\u6a21\u578b\u7684\u6ce2\u5e45\u7387\u8fdb\u884c\u5efa\u6a21\u3002\u53c8\u6216\u8005\u5728\u540c\u4e00\u65f6\u95f4\uff0c\u900f\u8fc7\u6536\u96c6\u4e0d\u540c\u6267\u884c\u4ef7\u683c\u7684\u671f\u6743\u7684\u6ce2\u5e45\u7387\uff0c\u53ef\u4ee5\u9884\u6d4b\u5728\u671f\u6743\u5230\u671f\u65e5\u65f6\u80a1\u7968\u4ef7\u683c\u6574\u4f53\u9690\u542b\u6982\u7387\u7684\u5206\u5e03\u60c5\u51b5\uff0c\u800c\u65e0\u987b\u4f7f\u7528\u7406\u8bba\u5b9a\u4ef7\u6a21\u578b\u3002\u73b0\u65f6\u7684VIX\u5c31\u662f\u4ee5\u8fd9\u4e2a\u53bb\u6a21\u578b\u5316\u7684\u65b9\u6cd5\u8ba1\u7b97\u51fa\u6765\u7684\u3002\u53ef\u662f\uff0c\u8ddf\u53c2\u6570\u5316\u5b9a\u4ef7\u6a21\u578b\u4e00\u6837\uff0c\u6b64\u6a21\u578b\u5c06\u6295\u8d44\u8005\u89c6\u4e3a\u5b8c\u5168\u76f8\u540c\u3002\u8fd9\u5c31\u51fa\u73b0\u4e86\u4e00\u4e2a\u5927\u95ee\u9898\uff0c\u56e0\u4e3a\u4e2a\u522b\u6295\u8d44\u8005\u5728\u540c\u4e00\u79cd\u671f\u6743\u5408\u7ea6\u4e0a\uff0c\u662f\u6c38\u4e0d\u4f1a\u4e24\u9762\u90fd\u540c\u65f6\u6295\u8d44\u7684\u3002\u5728\u73b0\u5b9e\u4e16\u754c\u7684\u671f\u6743\u5e02\u573a\uff0c\u6295\u8d44\u8005\u4e4b\u6240\u4ee5\u4f1a\u4e92\u76f8\u4ea4\u6613\uff0c\u662f\u56e0\u4e3a\u4ed6\u4eec\u5bf9\u672a\u6765\u80a1\u7968\u4ef7\u683c\u7684\u6da8\u8dcc\u548c\u6240\u627f\u62c5\u7684\u98ce\u9669\u610f\u613f\u6709\u4e0d\u540c\u7684\u770b\u6cd5\u3002<\/p><p>\u4eca\u65f6\u4eca\u65e5\uff0c\u5f88\u591a\u79cd\u884d\u751f\u4ea7\u54c1\u3001\u671f\u8d27\u3001\u671f\u6743\u548c\u4ea4\u6613\u6240\u4ea4\u6613\u57fa\u91d1\u90fd\u4ee5\u540c\u4e00\u4e2a\u80a1\u7968\u5e02\u573a\u6307\u6570\u4e3a\u6807\u7684\uff0c\u5982\u6807\u51c6\u666e\u5c14500\u6307\u6570\u53ca\u6052\u751f\u6307\u6570\u3002\u627f\u62c5\u7684\u98ce\u9669\u6709\u4e70\u7a7a\u5356\u7a7a\uff0c\u4ea6\u6709\u4e0d\u540c\u7a0b\u5ea6\u7684\u6760\u6746\u6548\u5e94\u3002\u6765\u81ea\u591a\u4e2a\u5e02\u573a\u6240\u9690\u542b\u7684\u6982\u7387\u5206\u5e03\uff0c\u4f7f\u6211\u4eec\u80fd\u591f\u63a2\u7d22\u6295\u8d44\u8005\u4e4b\u95f4\u7684\u5dee\u5f02\uff0c\u8fd9\u662f\u4ee5\u524d\u672a\u80fd\u505a\u5230\u7684\u3002\u6f14\u8bb2\u7684\u7b2c\u4e00\u90e8\u5206\u5c06\u56de\u987e\u6211\u4eec\u5bf9\u9690\u542b\u6ce2\u5e45\u7387\u548c\u6ce2\u5e45\u7387\u66f2\u9762\u7684\u7406\u89e3\u3002\u7b2c\u4e8c\u90e8\u5206\u662f\u4ee5\u4e00\u4e9b\u5bc6\u5207\u76f8\u5173\u4f46\u53c8\u4e0d\u540c\u7684\u80a1\u6743\u884d\u751f\u5de5\u5177\u7684\u6982\u7387\u5206\u5e03\u6570\u636e\uff0c\u6765\u5448\u73b0\u6295\u8d44\u8005\u5f02\u8d28\u6027\u7684\u65b0\u53d1\u73b0\u3002<\/p><table style=\"width: 402px;\" border=\"0\" cellspacing=\"0\" cellpadding=\"0\"><tbody><tr><td valign=\"top\" width=\"78\"><p>\u65e5\u671f\uff1a<\/p><\/td><td valign=\"top\" width=\"324\"><p>2019\u5e7410\u670816\u65e5\uff08\u661f\u671f\u4e09\uff09<\/p><\/td><\/tr><tr><td valign=\"top\" width=\"78\"><p>\u65f6\u95f4\uff1a<\/p><\/td><td valign=\"top\" width=\"324\"><p>\u4e0b\u53484\u65f630\u5206\u81f36\u65f6<\/p><\/td><\/tr><tr><td valign=\"top\" width=\"78\"><p>\u5730\u70b9\uff1a<\/p><\/td><td valign=\"top\" width=\"324\"><p>\u4e2d\u5927\u5eb7\u672c\u56fd\u9645\u5b66\u672f\u56ed\u5730\u4e0b\u5218\u4f50\u5fb7\u6f14\u8bb2\u5385<\/p><\/td><\/tr><\/tbody><\/table><p>\u8bb2\u5ea7\u7b80\u4ecb\uff1a<a href=\"http:\/\/www.cuhk.edu.hk\/uc\/dvs\/2019-20\">http:\/\/www.cuhk.edu.hk\/uc\/dvs\/2019-20<\/a><br \/>\u7f51\u4e0a\u767b\u8bb0\uff1a<a href=\"https:\/\/cloud.itsc.cuhk.edu.hk\/webform\/view.php?id=6231331\">https:\/\/cloud.itsc.cuhk.edu.hk\/webform\/view.php?id=6231331<\/a><br \/><br 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