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The Heat Equation: From Heat Equation to Black-Scholes

  • Beta Sigma Club 5 Kolonel Begaultlaan Leuven, Vlaams Gewest, 3012 Belgium (map)

The Beta Sigma club would like to welcome you aboard with Optiver, a Dutch quant finance company and one of our foremost sponsors, for a captivating event set on a boat. Get ready to navigate the intriguing waters of quantitative finance as we delve into the heat equation and its applications in the financial world. We'll also unravel the origins of the Black-Scholes equation from the principles of heat diffusion.

Join us for a relaxed and informative session that combines the charm of the peaceful water with the world of financial modeling. Come on board to explore the unique parallels between these two diverse worlds while enjoying the serene setting of the open water.


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November 9

Trading in Modern Finance: Making Profits on the Nanoseconds

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November 24

Insight Into Optiver: Behind The Scene of a Leading Market Maker