*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