Statistics and Risk Management and MMA AEIO and MMA Financial Mathematics Seminar - 10/12/2014

Wednesday, 10 December 2014, 3:00 p.m.

Lecturer: Engº Christopher Claude, Head of CECD Front Office Lisbon platform, BNP Paribas

Title: "From throwing dices to options trading…"

Local: Room 1.5, Edifício VII
Faculdade de Ciências e Tecnologia, Quinta da Torre, Caparica

Abstract: BNP Paribas: Who we are? What we do? How do we recruit?
Focus on BNP Paribas GECD Front Office Services - Serving Corporate & Institutional Clients globally
Topic: Behind the myth of Option Trading
Starting from the basics of derivative products, you will learn more about financial markets, how they are organized, what products are traded, by who and why.
But we won’t stop there, and you will also have to use your grey matter and solve brain teasers, to properly put yourself into traders’ shoes and realize why derivatives lay where mathematics meet finance.
We will go through the  notions of Derivatives, tangible assets, financial contracts, Call/Put options, European/American options, option pricing, maxima…
More specific/technical questions may also be addressed after the main stream  (B&S formula limit & reality, new statistical models studied, etc.)