seminars:stat:jan292026 [Department of Mathematics and Statistics, Binghamton University]

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<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematics and Statistics</WRAP>

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^  **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|
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<WRAP centeralign>**Abstract**</WRAP>
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?







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