Quant Event with Peter Carr of Bloomberg, London

As promised, here is another event where you will both learn stuff and get to network. Peter is a very high end quant, so his talks can be very technical and rewarding.

FOOD FOR THOUGHT WITH PETER CARR - What does option price mean? 8.30am Registration and Breakfeast 9am Introduction and overview on new Bloomberg coverage in Equity Derivatives * Variance swaps monitoring, mark to market and pricing * Local volatility pricing of exotic options * Volatility trade ideas made easy through new GV, real time volatility.

9.30am What does option price mean? OMON: On the Information Content of Option Prices

It is well known that the market price of a standard option reflects the risk-neutral mean of its path-independent payoff. It is less well known that this same option price also reflects the risk-neutral mean of various path-dependent payoffs. We give several examples of such payoffs which together suggest that OMON conveys much more information than one might initially expect.

Speakers - Peter Carr, Head of Quantitative Research, Bloomberg

To register: conferences@bloomberg.net or 44-20-7330-7500

Location: BLOOMBERG OFFICE, CITYGATE HOUSE 39-45 FINSBURY SQUARE, London.