Title: A Practitioners' guide to VIX Options
Bio: Maneesh Deshpande has held a variety of quantitative finance roles over the past 30+ years. He started his career as a Fixed Income derivatives quant but soon moved into various trading roles. He worked at BNP-Paribas, Morgan Stanley and Goldman Sachs across a variety of fixed income and equity trading roles including interest rate options, electronic market making and portfolio trading. He subsequently moved to Research at Barclays where he has head of Global Equity Derivatives Research and U.S. Equity Research. More recently, he switched to the buy-side working at Millennium and is currently a Quantitative Portfolio Manager at East Meadow Capital. He has a Bachelor of Technology in Electrical & Electronics at IIT Madras and a PhD in Physics from University of Pennsylvania.
