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Alumni News March 28, 2023

Guest Lectures by Master in Finance Alumni

Alumni Bring Industry Knowledge to MFin Students

On Monday, March 27, two Princeton BCF Master in Finance alumni returned to campus to deliver guest lectures to the Asset Pricing (ORF515/FIN503) class taught by Ludovic Tangpi. This course covers the pricing and hedging of advanced derivatives, including topics such as exotic options, greeks, interest rate and credit derivatives, as well as risk management. Tangpi reached out to his former students, Emre Oezkan and Siddhant Gupta, to speak about their work as it aligns with the course for the benefit of his current students. 

Oezhan–a Quantitative Researcher at an NYC based hedge fund–delivered the first 40-minute lecture on “Introduction to Statistical Arbitrage.” In this lecture he touched on topics such as: 

Gupta–an Exotic Options Trader at an NYC based bank–gave the second 40-minute lecture on “Pricing Models for Exotic Derivatives.” The topics he covered included:

After the lectures, the students participated in an informal discussion with the alumni and asked questions pertaining to their lectures and careers.

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