Innovative solutions were needed for a private client who were trying to create a structured and automated financial valuation model for small-size merger & acquisition deals (below $10M USD)
Israeli Investment Banking, M&A Consulting
Deutsche Bank Option Trading (Volatility Arbitrage)
Creating a profitable trading operation by carrying out successful option trading strategies based on different volatilities priced in options in the market issued by various financial institutions. Automation was key in this project and this was achieved by reverse engineering the Black & Scholes Formula in real time and screening thousands of options continously.
