How much math do you really need to make markets in stock options?

Industrial Problems Seminar 

John Dodson (Options Clearing Corporation)


Using actual data from the listed securities and securities options markets, we investigate the applicability of the Black-Scholes-Merton framework for financial engineering and investigate the implications of the various standard assumptions and unmodeled features of these markets.

Start date
Friday, Jan. 26, 2024, 1:25 p.m.
End date
Friday, Jan. 26, 2024, 2:25 p.m.

Lind Hall 325 or Zoom

Zoom registration