Financial Engineering Workshops - Peter Austing - Citadel

Name: Financial Engineering Workshops - Peter Austing - Citadel
Start: 2017-12-06T18:10:00+00:00
End: 2017-12-06T19:15:00+00:00
Location: Bayes Business School, 106 Bunhill Row

by Faculty Events

Workshop

Wed, Dec 6, 2017

6:10 PM – 7:15 PM (GMT+0)

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Bayes Business School, 106 Bunhill Row

106 Bunhill Row, London EC1Y 8TZ, UK

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Peter is a mathematician and quantitative researcher. He has developed models for derivatives pricing at a number of financial institutions, both on the sell and the buy side. He is known for work on multi-asset / correlation derivatives and is the author of Smile Pricing Explained.

Peter Austing will be giving a seminar aimed at practitioners titled “Model-free valuation of barrier options” on Wednesday 6th December from 18:10 - 19:15.

Refreshments will also be available in room 2005 from 17:40.

File Attachments: Autumn 2017 Poster .pdf

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Where

Bayes Business School, 106 Bunhill Row

106 Bunhill Row, London EC1Y 8TZ, UK

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