Concordia University

https://www.concordia.ca/content/concordia/en/jmsb/programs/graduate/phd/student-profiles/chunrong-wang.html

Chunrong Wang

Chung Rong Wang 768

Date of entry: 2011 Fall
Expected graduation date: 2018 Summer

Current phase of study: Phase III (Thesis)
Specialization:
Finance
Status: Full-time student

Research Interests: Capital structure, debt and equity financing, corporate governance, option pricing, fixed income (CDS, CDO), mergers and acquisitions, risk-shifting

w_chunro@concordia.ca

 


Education

  • MSc, Finance, Brock University, Canada, 2011
  • MA, Accountancy, Brock University, Canada, 2009

Thesis titles

  • Three essays on CDS, PhD (Finance), Concordia University, expected 2018
  • The information content of Canadian implied volatility, Master, Brock University (Management), 2011

Academic and teaching experience

  • Cost Accounting, Brock University, Fall 2010, teaching assistant

Work experience

  • Lecturer, Shenyang Railway College, Shenyang China

Journal publications

  • Biktimirov, E. & Wang, C.R. (2011). Does the VIXC provide the most accurate forecast of Canadian stock market volatility? Canadian Invest Review
  • Biktimirov, E. & Wang, C.R. (2017). Model-Based versus Model-Free Implied Volatility: Evidence from North American, European, and Asian Index Option Markets. Journal of Derivative (Status: Forthcoming)
  • Wang, C.R. (2000). The library information system. Liaoning Electricity College (Language: Chinese)

Working papers

  • Model-based and model free implied volatility. Biktimirov, E., & Wang, C. R.
  • Is Black-Schole model survival? Wang, C. R.
  • Garch and implied volatility. Wang, C. R.

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