Cross-Seminars - 28 June 16h - Efficient Pricing for Algorithmic Trading systems
25 junho 2021, 11:02 • Ana Almeida Matos
SEMINAR 2 – 28 June / 16h - 16.45h
Title: Efficient Pricing for Algorithmic Trading systems
Presenter: Alexander Toropov, lead architect at Itiviti a Broadbridge Business
Join by SIP: 93484389197@zoomcrc.com
Join by Dial Up: Meeting ID: 934 8438 9197
Passcode: 319970
Find a local number: https://itiviti.zoom.us/u/agxPd1DKl
Abstract:
Fintech is a progressive area that combines cutting edge technologies and methods from several different realms: from software and hardware development for distributed latency-critical systems to quantitative modelling using advanced mathematical approaches.
This talk is going to introduce to the audience several basic challenges in the derivative pricing task and is going to follow the next structure.Introduction to derivative instruments: Let us start with a brief introduction to derivative contracts considering an example of future and option. What properties do the contracts have and how those contracts are used in the real world.
Pricing of derivative contracts: Valuation of derivative contracts is a complex question. Starting with basic methods and coming to the most complex and advanced ones which are used in Tbricks trading platform.
Application of pricing: Pricing of derivatives contracts is a very powerful tool where advanced trading strategies can be used to make a better decision on what to buy and sell and when. Let us discuss a few of them like Market Making or Volatility trading.Speaker details on LinkedIn.