Instructor: Michael Taksar

Description: This is designed to be a "hand on experience" study. We will mix some theoretical presentations with the analysis of the real life data from the stock market. It is expected that each of the participants will make a presentation on the analysis of a particular stock, the calculation of volatility, pricing of various options, comparison with the market data, etc. While some exposure to the math. finance theory is recommended, this seminar would be beneficial for those who had no previous experience with the theory but is interested in the subject.