Abstract:
Mr. Engebretson will discuss equity derivatives, focusing on basic vanilla options and touching on exotic options. The discussion will cover how to evaluate option prices, ways to manage the risk of holding options in a portfolio, and ways in which options can be traded together. A few types of exotic options will be discussed and briefly compared with vanillas.
Bios:
Dave Engebretson is a quantitative analyst with nearly 10 years experience in equity derivatives focusing on vanilla options. Mr. Engebretson has developed pricing models, worked on statistical trading platforms, and created analytics tools for vanilla options traders. Dave holds a Ph.D. in physics from the University of Minnesota.