University of Sussex Business School

Department of Accounting and Finance

The Department of Accounting and Finance is a key component of the University of Sussex Business School, with strong industry links, expert academic staff who consult for leaders in business and government, and state-of-the-art teaching and learning facilities. We aim to produce leading research that impacts policy and practice.

News

Are you a current university student or have you recently graduated? Have you experienced an eating disorder?

3 December 2019

Are you a current university student or have you recently graduated? Have you experienced an eating disorder? Student Minds are working with a...


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Events

Operator splitting schemes for option valuation under the two-asset Merton jump-diffusion model

Monday 27 January from 11:30 until 12:45
JUB - G32
FAST Seminars
Karel In't Hout

Abstract Under the two-asset Merton jump-diffusion model, the value of a European-style option satisfies a two-dimensional time-dependent...


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