| 张元 | |
| 职 称： | 助教授 | |
| 职 位： | ||
| 研究兴趣： | 资产定价;期权市场;微观结构;量化投资 | |
| 教授课程 | ||
| 科研成果 | ||
Imbalance-Based Option Pricing. Working Paper; The Demand for Commodity Options. Working Paper, with Semyon Malamud and Michael Tseng; Electronic Trading in OTC Markets vs. Centralized Exchange. Working Paper, with Ying Liu and Sebastian Vogel; Monetary Policy Uncertainty and Risk Premia. Working Paper, with Semyon Malamud and Andreas Schrimpf; Macro-News Announcements and Futures Markets Liquidity. Working in progress, with Hasan Fallahgou; | ||
| 研究领域 | ||
| 资产定价;期权市场;微观结构;量化投资 | ||
| 奖励、荣誉称号 | ||
| 2016 瑞士洛桑联邦理工大学 Master in Financial Engineering Best TA Award | ||
| 主要研究项目 | ||
| 教育背景 | ||
| 瑞士洛桑联邦理工大学博士 | ||
| Email：zhang.yuan@mail.shufe.edu.cn | ||
