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About
President
Governance
Partner Institutions
Visit
People
Management
Faculty
Postdocs
Visiting Scholars
Staff
Research
Research Groups
Courses
Seminars
Join Us
Faculty
Postdocs
Students
Events
Conferences
Workshops
Forum
Life @ BIMSA
Accommodation
Transportation
Facilities
Tour
News
News
Announcement
Downloads
Qiuzhen College, Tsinghua University
Yau Mathematical Sciences Center, Tsinghua University (YMSC)
Tsinghua Sanya International  Mathematics Forum (TSIMF)
Shanghai Institute for Mathematics and  Interdisciplinary Sciences (SIMIS)
BIMSA > YMSC-BIMSA Applied and Computational Mathematics Seminar Black Scholes model in trading practice
Black Scholes model in trading practice
Organizer
Yi Zhu
Speaker
Zhangyi Hu & Zhouchi Lin
Time
Thursday, June 9, 2022 10:00 AM - 11:30 AM
Online
Tencent 836 6547 4971 ()
Abstract
Black Scholes is by-far the most famous model in option pricing theory. This model has elegant mathematical representation, accompanied with many unrealistic assumptions. In this talk, we will try to build connections between trading activities and model assumptions as an approach to better understand this unrealistic yet popular model.
Speaker Intro
胡张翼,2009年毕业于北京大学,2014年毕业于密歇根大学后在彭博被破格聘用,担任Senior Quantitative Developer负责为开发衍生品定价模型,2017年加入纽约一家对冲基金负责股指期权相关的业务。2021年5月加入IDEA FinAI组,担任高级研究员。 林舟驰,2012年毕业于中山大学,2018年于香港大学博士毕业后加入香港一家负责大中华地区场内期权做市的对冲基金,负责期权定价与策略研发相关业务,2021年3月加入IDEA FinAI组,担任金融系统研究工程师。
Beijing Institute of Mathematical Sciences and Applications
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