Back to All Events

Exploring the Heston Model: Stochastic Volatility and its Application in Finance

  • Beta Sigma Club Munich (map)

As a premier liquidity provider worldwide, Optiver facilitates enhanced trade executions across various asset classes, with a particular emphasis on option trading. They offer quotes on exchanges and support over-the-counter option trades.

Ever pondered the complexities of trading within fiercely competitive environments and the ability to generate profits within microseconds? We've partnered with Optiver to unveil the operational strategies of this industry leader in options trading.

In an interactive workshop with a quantitative researcher at optiver we explore the Heston model and its application to trading in financial markets.

Apply now for this event set for Wednesday, November 20th, at the university of Munich. Have your questions regarding quantitative options trading answered by seasoned professionals.

Embark on your journey into the world of options trading with us today!

(Only members from Beta Sigma Club Munich are eligible for this event)

Application deadline 23:00 14.11.24

Previous
Previous
October 2

Info Event: Leuven

Next
Next
November 27

Forex Frontiers: A Modern Approach to FX Trading