Highlights
Oleg Szehr: Concepts of Financial Mathematics
25 September 2019 - 25 September 2019
Manno, Galleria 1, 2nd floor, room G1-201 @12:00
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.

The 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, Oleg was working for 4 years as a Quant in various banks. He recently joined IDSIA as a researcher.

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

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