Data Science Seminar
Date: Friday, 15 March 2024
Time: 2:00 PM
Venue: NKN Hall
Derivative pricing from a quants perspective
Govind Narayanan
HSBC, Bengaluru.
15-03-24

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Abstract

We will begin by introducing derivative products and explore what a fair price would look like. Next, we will introduce some relevant mathematical tools and learn different models representing the market and their utility for pricing in various contexts. We will conclude with a problem session.

About the speaker: After a masters in mathematics from Sri Sathya Sai University and a masters in computational sciences at IISc, Govind A Narayanan joined Morgan Stanley as a core quant where he worked for three years. After another three years as an equity derivative strat at Goldman Sachs, he has been working at HSBC for the last seven years in the equity derivative analytics team.