Events

Past Event

Alireza Javaheri

April 18, 2022
7:00 PM - 8:30 PM
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Davis Auditorium

An Overview of Equity Derivatives 

Abstract

The goal is to go over various challenges in the modelling of Equity Derivatives and in particular for volatility and correlation components, with an emphasis on the sell side demands. These challenges can be conceptual, numeric as well as practical.

  

Bio

Alireza Javaheri is an Adjunct Professor at Columbia IEOR. He is the Global Head of Equity Derivatives at Credit Suisse and has more than 25 years of experience in the financial industry, with a focus on Equities asset class.