Böde, Csaba (Morgan Stanley)
Algorithmic trading strategies and
risk approximation
In the past decade algorithm based trading strategies became popular among
investors to boost yields. Pricing options on these strategies is technically
challenging and often done with approximations. In this seminar we will discuss
the most popular strategies and the practical limitations of the modeling
approaches.
The talk is held in English!
Az előadás nyelve angol!
Date: Sep 10, Tuesday 4:15pm
Place: BME, Building „Q”, Room QBF13