Citibank és matematikai modellezés

2014. április 23.

Időpont: 2014. április 24. 16.00 óra

Helyszín: QB F08

Mark Gibbs works in Markets Quantitative Analysis, the mathematical modelling department that drives Citi’s derivatives, algorithmic and cash trading businesses.His teams are responsible for the creation of the models which help us structure, price and risk manage Citi’s positions.

These groups are formed from a wide variety of skill sets from PhDs in theoretical physics to experts in high performance computing to Master's students in finance.

In his presentation, Mark will give a demonstration of how theory and common sense can complement and contradict each other when valuing even a simple contract.