[Talks@IDSIA] PIDSIA with Oleg Szehr (Wed. 25.9)

*Title: Concepts of Financial Mathematics *Abstract: This is an introductory level crash-course in Financial Mathematics. We review some key concepts of Financial product pricing and show how they can be applied to price Options. We present a Reinforcement Learning approach to replicate the theoretical prices. *Speaker: Oleg Szehr studied Physics at ETH and did a PhD in Quantum Information in the Max Planck Institute of Quantum Optics. Following a PostDoc in Cambridge, OS was working for 4 years as a Quant in various banks. OS recently joined IDSIA as a researcher. *Date: Wednesday, 25th of September 2019, 12:00-13:00 *Location: Manno, Galleria 1, 2nd floor, room G1-201 *Doodle registration: Pizza and drinks will be offered at the end of the talk. If you plan to attend, please register in a timely fashion at the following link so that we will have no shortage of food: https://doodle.com/poll/w9bencd4zq25xssx