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Alexander Aurell: Some aspects of option pricing

Tid: Fr 2018-11-16 kl 13.15 - 14.15

Plats: Room 3418, Lindstedtsvägen 25, 4th floor, Department of Mathematics, KTH

Medverkande: Alexander Aurell, KTH

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An option is a financial contract that gives you the right, but not the obligation, to buy/sell some asset for a fixed price at a future date. The market for options is huge, and therefore accurate methods for pricing options are valuable. This talk will cover some theory and some practical difficulties, connected to an recent trail in Sweden.