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SUMMARY:The Implied Risk Neutral Distribution and its practical applicatio
 n in Financial Risk Management. (A Cantab Capital Institute Seminar) - Dr 
 Camilla Schelpe
DTSTART:20160519T150000Z
DTEND:20160519T160000Z
UID:TALK66148@talks.cam.ac.uk
CONTACT:Stephanie North
DESCRIPTION:I will start with an introduction to Cantab Capital and the wo
 rld of systematic hedge-funds. One of the important tasks faced in the ind
 ustry is the accurate estimation of risk and future volatility. Vanilla ca
 ll and put options traded in the derivatives market provide a rich source 
 of information for gauging market sentiment. Assuming risk neutral pricing
 \, it is possible to construct a probability distribution for the price of
  the underlying asset implied by the option prices. I will give a whistle-
 stop tour through the basics of option pricing\, and demonstrate their pot
 ential role in risk management.\n
LOCATION:MR4
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