##Statistics Seminar##\\ Department of Mathematics and Statistics
^ **DATE:**|Thursday, January 29, 2026 |
^ **TIME:**|1:30pm -- 2:30pm |
^ **LOCATION:**|WH 100E|
^ **SPEAKER:**|Bahareh Baharinezhad, Binghamton University|
^ **TITLE:**|A case study in option trading|
**Abstract**
My talk focuses on the Nobel Prize–winning work on option pricing by Black and Scholes, with key contributions from Merton. The talk is motivated by a widely shared screenshot of an investor claiming to have turned a $400 investment into one million dollars. Using this example, we will address two central questions:
– How did the market maker on the other side of this trade remain in business?
– To what extent, if at all, can such outcomes be systematically replicated?