China Education Group - Executive Seminar Series
Topic: Profiting From Arbitrage: A Simple Approach to an Advanced Topic
Host: Professor James A. Primbs, Management Science and Engineering
Stanford University
Date: Wednesday, September 1, 2010
Time: 7:00 PM - 7:45 PM
Venue: Regus, 35/F, Central Plaza, Wanchai
Fee: HK$1,000 (*Complimentary for all CEG students and Alumni)
Deadline: August 27, 2010
Spaces are limited and available on a first-come, first-served basis!
This talk explains the absence of arbitrage "law" of markets in a simple framework. Additionally, we explain that when this "law" is violated, a prescription for making money is given. We use our simple approach to understand the celebrated Black-Scholes option pricing theory and how to profit from a violation of this theory. Professor James A. Primbs will give an example that demonstrates when an opportunity of this sort was available in the US markets. The talk is aimed at a general finance audience and is a tutorial in nature. Math and technicalities will be kept to a minimum.


Professor James. A Primbs
Management Science and Engineering
Stanford University

Primbs' research involves the application of control and dynamical systems theory to complex problems in finance, business, and economics. He has applied these principles in

areas such as derivative securities, risk management, and modeling and analysis of financial markets. Due to the complexity of these problems, the solutions often involve advanced mathematical and computational techniques, which Primbs' research develops and utilizes.

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CEG Executive Seminar
China Education Group
29/F., Tower 1, Admiralty Center,
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