FX Options – Quantitative Practitioner’s Perspective
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Details
The Investment Management Club is exciting to welcome Dr. Iain Clark, Founder of Efficient Frontier Consulting to share his view in the Foreign Exchange option market, first-hand experiences in quantitative analytic and the challenges in top investment banks. His talk will also cover the beauty of the quantitative option pricing model and its ugly risks. Do not miss out this fantastic opportunity to learn from the best quant on the street.
When: Tuesday 24th May 7.00pm – 8.00pm
Where: LT7
Speaker's Bio
Dr. Iain Clark is managing director and founder of Efficient Frontier Consulting Ltd. (www.efficientfrontierconsulting.com), a London based quantitative analytics and risk consultancy. He holds a PhD in applied mathematics from the University of Queensland and a MSc in financial mathematics from the Universities of Edinburgh and Heriot-Watt. He was former Head of FX and Commodities Quantitative Analysis at Standard Bank, Head of FX Quantitative Analysis at UniCredit and Dresdner Kleinwort, and has worked at Lehman Brothers, BNP Paribas and JP Morgan. Iain is the author of Foreign Exchange Option Pricing: A Practitioner's Guide (Wiley, 2011) and Commodity Option Pricing: A Practitioner's Guide (Wiley, 2014).
Regards,
Investment Management Club
VP Quantitative Strategies
Where
LT7
26 Sussex Place, Marylebone, London, NW1 4SA, United Kingdom