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Peter Austing
Quantitative Researcher at Eisler Capital

Profile

Peter Austing is a quantitative researcher at Eisler Capital and the author of Smile Pricing Explained. He has held senior roles at a number of investment banks and hedge funds, and his main research interests are in exotic derivatives pricing and volatility relative value.

Agenda Sessions

  • One step forwards, one step back: Finite difference algebras and perfect discretization

    , 12:20
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Speakers at this event

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Arta Babaee
Academic Visitor
Imperial College London

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