Please join us for the next installment of the Bloomberg Quant (BBQ) Seminar Series. The seminar takes place every month and covers a wide range of topics in quantitative finance.
In this session chaired by Bruno Dupire, Peter Carr will present his current research, followed by several “lightning talks” of 5 minutes each in quick succession. This format gives the audience the opportunity to be exposed to a wider variety of topics.
Register today to secure your spot at our event – walk-ins cannot be accommodated.
Keynote
Peter Carr
Finance and Risk Engineering
Department Chair
NYU Tandon School of Engineering
It Was Fifty Years Ago Today
While the seminal contributions of Black Scholes and Merton to options pricing were published in 1973, much was known by them and others in 1969. In this talk, we turn back the clock exactly 50 years and try to determine what was known and not known about pricing options on November 18, 1969.
Agenda
- 5:00pm – Check-in
- 5:30pm – Keynote:
Peter Carr, Finance and Risk Engineering Department Chair, NYU Tandon School of Engineering - 6:15pm – Lightning talks:
A lightning talk is a very short presentation lasting only 5 minutes. Several ones will be delivered in a single session by different speakers in quick succession - 7:00pm – Cocktail reception
When & Where
Monday, November 18, 2019
5:00pm – 8:00pm EDT
Bloomberg L.P.
731 Lexington Avenue
7 MPR
New York, NY 10017