Financial Engineering Cycle 2022

Da Vinci Derivatives | Arbitrage & Probability in Options Trading

Da Vinci Derivatives is one of the most successful and fastest growing trading parties in the Netherlands, and is a perfect fit if you’re passionate about beating the markets. In this lecture, Da Vinci will explain how you can use the concepts of arbitrage and probability in option pricing to earn money in the markets.

The speaker for this session will be Nick Timmer. He is a quantitative researcher with a background in Econometrics and Quant Finance. At Da Vinci he is focussing currently mainly on modelling.

About us

Da Vinci Derivatives is a unique proprietary trading firm, focussing on volatility trading, arbitrage and market making across major exchanges worldwide. We identify opportunities in financial derivatives with short-medium term strategies focused on volatility and provide liquidity to the markets, thus, making them more efficient and increasing transparency for end investors.

We are defined by innovation and collaboration. We are always open for new ideas and we foster a supportive environment where the success of one is the success of all. What drives us is passion for what we do and wanting to be one of the best prop trading houses in the world. Our philosophy towards work is best captured by “Be good, work hard and great things will happen”. We are meritocratic by nature and believe that empowering talent in our organization is the only way to achieve our ambitious goals.