Financial Engineering Workshop - Dominique Bang (Bank of America, Merrill Lynch)

by Faculty Events

Workshop

Wed, Jan 30, 2019

6:10 PM – 7:15 PM (GMT+0)

Add to Calendar
Registration: 17:40 - 18:10

Bayes Business School, 106 Bunhill Row
room 2005

106 Bunhill Row, London EC1Y 8TZ, UK

View Map
32
Registered

Registration

Details

Dominique Bang, director at Bank of America Merrill Lynch, will be giving a seminar titled "Local-Stochastic Volatility for Vanilla Modeling: A Tractable and Arbitrage Free Approach to Option Pricing " on Wednesday 30th January from 18:10 - 19:15 (light refreshments available from 17:40).
Food Provided (Light refreshments )

Where

Bayes Business School, 106 Bunhill Row
room 2005

106 Bunhill Row, London EC1Y 8TZ, UK

Speakers

Dominique Bang's profile photo

Dominique Bang

Bank of America, Merrill Lynch

Dominique Bang received his PhD from Observatory of Paris (2002) in the field of ‘Mathematical Methods applied to Celestial Mechanics’. He moved into quantitative finance in 2006. Dominique has since been working in Bank Of America Merrill Lynch in the Interest Rates Quantitative Team. As a Director, he is now more focusing on Interest Rates Vanilla and Quasi-Vanilla products.