The seminar on Mathematical Finance and Signal Processing

will take place on Friday, November 4, 2016 at the Institute of Mathematics and Informatics,

Bulgarian Academy of Sciences, room 403, at 5.00 p.m. (http://math.bas.bg).

Yanko Punchev (PhD student at IMI) will give a talk on:

"Using Implied Distributions To Construct Optimal Options Portfolios"

Yanko Punchev is currently Portfolio Manager, Alternative Investments, at Tecta Invest GmbH, the asset management arm of German insurer Versicherungskammer Bayern (VKB).