Research Seminar in Probability and Statistics II - #3

24 fevereiro 2016, 08:54 • Manuel Cabral Morais

Behind the myth of Option Trading

Christopher Claude (BNP Paribas, Lisbon)

March 16 (Wed.), 16:00 - Room P3.10 (Math. Building, IST, Av. Rovisco Pais, 1049-001 Lisboa)

Starting from the basics of derivative products, you will learn more about financial markets, how they are organized, what products are traded, by who and why. But we won’t stop there, and you will also have to properly put yourself into traders’ shoes and realize why derivatives lay where mathematics meet finance. We will go through some notions (Derivatives, tangible assets, financial contracts, Call/Put options, European/American options, option pricing, maxima…) focusing in the pratical application of pricing models like B&S formula limit & reality, new statistical models studied, etc.

http://math.tecnico.ulisboa.pt/seminars/pe/