Practical Asset Pricing and Options Theory in FX Markets

Adam Iqbal
Date & Time Sep 20 2022 12:15 PM - 1:15 PM
Location Julis Romo Rabinowitz Building
399 Ruehl Family Room
Adam Iqbal
Audience Restricted to Princeton graduate students, faculty, and fellows

Foreign exchange (FX) markets are among the most volatile of all financial markets. Adam Iqbal will talk about the drivers of currency volatility and what investors and traders need to understand about finance theory, risk premia strategies, and options in order to operate in these markets.

Adam Iqbal

Adam Iqbal served as Managing Director and Global Head of G10 FX Options Trading at Goldman Sachs. Prior to this, he was an FX Volatility Portfolio Manager at PIMCO, and he has worked as a vanilla and exotic FX options trader at Barclays Investment Bank in London. He is the author of "Foreign Exchange: Practical Asset Pricing and Macroeconomic Theory" (forthcoming, 2022), and Volatility: Practical Options Theory (2018). Adam holds a Ph.D. in financial mathematics and economics from Imperial College London, an M.Sc. in applied mathematics from Oxford University, and an M.Sc., and B.A. in physics from Cambridge University.