Zhiguang (Gerald) Wang
PhD Candidate (expected July 2009)
Department of Economics
zwang006@fiu.edu
Office Hours: Mon 11am-12noon or by appointment
Research Interests:
1. Derivatives, Asset Pricing, Investments, Real Options
2. Econometrics
PhD Dissertation: Three Essays on Asset Pricing
Committee: Robert T. Daigler (Co-Chair, Finance) , Prasad V. Bidarkota (Co-chair, Economics), Brice Dupoyet (Finance)
1. A long run risks model of asset pricing with fat tails (with Prasad V. Bidarkota, forthcoming, Review of Finance)
2. The performance of VIX option pricing models: empirical evidence beyond simulation (with Robert T. Daigler, revise and resubmit)
3. How does the market price risk: evidence from stock options? (accepted by 2009 FMA Annual meeting, Reno, Nevada)
Teaching:
Fall 2008 ECO3202 Applied Macroeconomics
Spring 2008, Fall 2007 ECO2023 Principles of Microeconomics