[Alumnos] Coloquios DF: Maciej Trzetrzelewski (CRISIL GR&A) HOY Jueves 10/10, 14hs, Aula Seminario, 2do piso, Pab. I

[Lista de los Alumnos del Departamento de Fisica]

COLOQUIOS DEL DEPARTAMENTO DE FÍSICA FCEYN - UBA

             En el Aula Seminario, 2do piso, Pab. I, 

             Jueves 10/10, 14hs:

             MACIEJ TRZETRZELEWSKI

             CRISIL Global Risk & Analytics

            
            QUANT FINANCE - METHODS OF MATHEMATICAL PHYSICS IN FINANCE

            
   In this talk I will discuss models that are used nowadays to price
   derivative instruments (such as options, interest rate products) in the
   financial industry. I will try to convince the audience that these
models
   are both practical and mathematically interesting - and therefore that
   working for e.g. a bank need not necessarily be a boring experience. 

    

   From a physicist viewpoint, financial models resemble very much
   considerations of Statistical Physics and hence it is not a surprise
that
   financial practitioners use, quite frankly, the same mathematical
methods
   as physicist do. However unlike in Physics, Quantitative Finance is not
   about making predictions but about "fair" pricing today. This subtle
   difference makes the objectives of these disciplines very different.

    

   Finally if times allows I will present my recent paper concerning
   "relativistic" extensions of the financial models. 

    

    
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