In order to celebrate the new opening of the academic year 2021/2022 full of hope and exception, the QF course has invited one of the big name of the Quantitative Finance all over the world to held a magistralis lecture of
Everyone is warmly invited to attend the magistralis lecture of Prof. Jim Gatheral which is planned on the 1st October at 2 pm in Aula Magna, P.zza Scaravilli, 2.
Title: The complex dynamics of financial prices
In this talk, the historical development of our understanding of the complex dynamics of financial prices from the perspective of an options trader, is approached. These complex dynamics result from the interactions between thousands of traders trading on different timescales. Beautiful patterns are generated that lend themselves to a mathematical description. It will be shown how modeling has a feedback effect on prices through the options markets, emphasizing how each development in options pricing improves our understanding of price dynamics, making option markets ever more efficient.
Don't miss this opportunity!