How can business help solve society’s biggest challenges? Welcome to Take on Tomorrow, the award-winning podcast from PwC that examines the biggest problems facing society and the role business can—and should—play in solving them. Hosts Femi Oke and Lizzie O’Leary talk to industry innovators, tech trailblazers and visionary leaders from around the globe about timely topics: from the climate transition to AI and data; and from the future of food to how we build, move and power the world.
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Gamma Capture
MP3•Episode home
Manage episode 489285093 series 2686124
Content provided by The Quant / Financial Engineering Podcast and Patrick J Zoro. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by The Quant / Financial Engineering Podcast and Patrick J Zoro or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
The podcast welcomes Rob Navin, Founder of Real Time Risk Systems to discuss his new method of estimated a realized volatility based on P&L from a constant gamma position. This is a deep dive quant discussion on Option strategies. Estifanos Shekour, MFE also join the podcast and share his experience on designing option strategies. Link to Discussion Article https://optionstree.substack.com/p/gamma-capture-realized-volatility-9b5 https://www.linkedin.com/in/robnavin/ https://www.linkedin.com/in/estifanos-shekour/ https://www.linkedin.com/in/patrick-z-08bb5b5a/ Lehigh MFE Linkedin Page https://www.linkedin.com/company/lehigh-master-in-financial-engineering
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61 episodes
MP3•Episode home
Manage episode 489285093 series 2686124
Content provided by The Quant / Financial Engineering Podcast and Patrick J Zoro. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by The Quant / Financial Engineering Podcast and Patrick J Zoro or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
The podcast welcomes Rob Navin, Founder of Real Time Risk Systems to discuss his new method of estimated a realized volatility based on P&L from a constant gamma position. This is a deep dive quant discussion on Option strategies. Estifanos Shekour, MFE also join the podcast and share his experience on designing option strategies. Link to Discussion Article https://optionstree.substack.com/p/gamma-capture-realized-volatility-9b5 https://www.linkedin.com/in/robnavin/ https://www.linkedin.com/in/estifanos-shekour/ https://www.linkedin.com/in/patrick-z-08bb5b5a/ Lehigh MFE Linkedin Page https://www.linkedin.com/company/lehigh-master-in-financial-engineering
…
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61 episodes
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