Cetin Karakus: Anatomy of a Distributed Options Market Making System

Name: Cetin Karakus: Anatomy of a Distributed Options Market Making System
Uploaded: 2020-11-22
Duration: 1 min 55 s
Description: In this talk, I will outline the design of a distributed options market making system, covering the essential concepts of market making, basic options pricing, particular computational challenges encountered in options market making systems and how to address them using precomputation and approximation based strategies utilizing a parallel, distributed computing architecture.

by Admin
2020-11-222023-02-10

pending

356 views

Cetin Karakus: Anatomy of a Distributed Options Market Making System

You may also like