MF项目
主 题：How banks make money using Mathematics and Technology: A perspective from the trading floor
讲座时间：2015年3月18日 18:00-20:00
讲座地点：同济大学A楼402室
讲座时间：2015年3月18日 18:00-20:00
主 讲：Dr Sebastian del Bano Rollin
Dr Sebastian del Bano Rollin is a senior lecturer at the Queen Mary University of London where he is head of the MSc in Mathematical Finance, formerly the Global Head of FX Quantitative Research at Citigroup. His background is chiefly in investment banking where he has occupied a number of senior positions such as Global Head of FX Quant Research, Quantitative Analyst, Trader at several financial institutions (Citigroup, Nomura and RBS). In these roles he has focussed in using mathematical finance (stochastic processes, numerical analysis, and partial differential equations) and technology in generating revenue through trading and risk management. Prior to his financial career he worked in mathematics at the Max Planck Institut fuer Mathematik, UPC at Barcelona and the State University of NY at Stony Brook amongst other institutions.
TALK TITLE
How banks make money using Mathematics and Technology: A perspective from the trading floor
ABSTRACT
We will showcase some personal experiences in trading floors of financial institutions related to revenue generation through innovation in mathematical finance and technology.
The emphasis will be on practical, real life situations and examples, where an additional intellectual edge can translate into real advantage over competitors and profit.
We will explain how banks and hedge funds invest vast amounts in numerate personnel and advanced technology to maximize their financial success.
We will explain how banks and hedge funds invest vast amounts in numerate personnel and advanced technology to maximize their financial success.
