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2017 Associate Sponsors
David Gershon founded Gershon Capital after he sold his company SuperDerivatives, a leading vendor in market data and derivatives technology, to Intercontinental Exchange (ICE) in 2014. Since then Gershon has developed a universal model for option pricing which requires no external parameters or calibration and reflects accurately the market prices for options in all asset classes (interest rates, commodities, energy, currencies and equities). The Gershon model demonstrates that all liquid financial assets behave according to a new type of a probability density function.
Dr. David Gershon will speak about his model in the Global Derivatives 2017 conference on Thursday May 11.