Avner Shlain, UC Berkeley
Past events
Around the campus
Sep
4
Seminar 218, Psychology and Economics: More than a Penny's Worth: Left-Digit Bias and Firm Pricing
648 Evans Hall | 2:00pm
Sep
4
Development Lunch: "Destructive Behavior, Judgment, and Economic Decision-making Under Thermal Stress"
648 Evans Hall | 12:30pm
Robert Pickmans, Berkeley ARE
Sep
4
Seminar 217, Risk Management: On Optimal Options Book Execution Strategies with Market Impact
1011 Evans Hall | 11:00am
Speaker: Saad Mouti, UC Berkeley
We consider the optimal execution of a book of options when market impact is a driver of the option price. We aim at minimizing the mean-v... read more