Financial Engineering Workshop - Julien Hok (Credit Agricole CIB)

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Workshop

Wed, Mar 15, 2017

6:10 PM – 7:15 PM

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Registration: 5:40pm - 6:10pm

Bayes Business School, 106 Bunhill Row
Room 2005

106 Bunhill Row, London EC1Y 8TZ, UK

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Registration

Details

Julien Hok, director at Credit Agricole CIB, will be giving a seminar aimed at practitioners titled "Option Pricing with Legendre Polynomials" on Wednesday 15th March from 18:10 - 19:15.

Refreshments will also be available in room 2005 from 17:40.

File Attachments: Workshop Spring 2017 Poster.pdf

Where

Bayes Business School, 106 Bunhill Row
Room 2005

106 Bunhill Row, London EC1Y 8TZ, UK

Speakers

Julien Hok's profile photo

Julien Hok

Julien Hok holds a PhD in financial mathematics from Ecole Polytechnique France. He started as a quantitative analyst in equity at Santander in London for 6 years and worked at Citi Group for 2 two years at London in interest rates. He has recently joined CA-CIB as quantitative analyst in the hybrid desk at London. His current research interests are perturbation methods to obtain approximation pricing formulas for exotic and hybrid products in equity/FX/Interest rates.