Interview Aces Workshop: Guided Tour inside the Random Walk with Declensions of Black Scholes and Merton
The Department of FINANCE and RISK ENGINEERING at the NYU School of Engineering announces the “Interview Aces Workshops”, a training by Prof. Frederic Siboulet.
1st Workshop: Saturday, March 26th, 2016, 11:00am-1:30pm at RH216
2nd Workshop: Sunday, March 27, 2016, 11:00am-1:30pm at RH216
This semester, Prof. Frederic Siboulet will be teaching special workshops: the “Interview Aces Workshops”. The objective of these workshops is to prepare NYU students for the best performance in quant job interviews with the top financial and consulting firms. The workshops do not replace program classes. The workshops do not earn extra credit. The workshops are free of charge for NYU students.
The first TWO WORKSHOPS will feature the Black & Scholes topic, “Guided tour inside the random walk, with declensions of Black, Scholes and Merton”. The topics include quant interviews’ commonly asked questions, and present the many expected answers compared and contrasted throughout the workshops:
- The Black & Scholes EQUATION and FORMULAE
- Black & Scholes with partial differential equation (PDE)
- Black & Scholes with risk premium, equivalent martingale measure and probability calculation
- Black & Scholes with risk premium, equivalent martingale measure and change of numeraire
- Black & Scholes with binomial tree and Cox-Ross-Rubinstein
- Black & Scholes with dual variables on the transition probability density function with the forward Kolmogorov equation
The dates are SATURDAY MARCH 26th and SUNDAY MARCH 27th at RH216, 11:00am to 1:30pm.
We will communicate the exact venue (at NYU) to the registered students. Access is open to all NYU Students (FRE/Tandon, Courant, Stern, etc.). SEATING IS LIMITED: REGISTER BELOW NOW.