Math in Action: The Dynamic World of Quantitative Finance(2024/08/21)

 

Abstract

The talk serves as a briefly introduction to three topics in quantitative finance: asset and derivative pricing, the problem of order execution, and market making. The talk is intended in entry level, no prior knowledge or exposures are expected. The presentation is to showcase how mathematics, especially the theory of probability and stochastic process, helps model and formulate, and eventually solve, problems in finance. Empirical market data supporting the findings will also be presented.