Course highlights:

• Compare and evaluate the leading models and select the most appropriate models for the type of product you are pricing
• Learn how to avoid common pitfalls in stochastic volatility modelling
• Analyse the concept of equity based CPPI products
• Examine correlation in structured equity products
• Examine optimal techniques to consistently price and hedge exotic options & options on variance and volatility

Course Tutors:

• Claudio Albanese INDEPENDENT CONSULTANT
• Matthias Fengler SAL.OPPENHEIM
• Christopher Jordinson DEUTSCHE BANK
• Peter van Kleef LAKEVIEW ARBITRAGE
• Steve Kou COLUMBIA UNIVERSITY
• Marcello Minenna CONSOB
• David Samuel RBOS
• Michael Sotiropoulos BANC OF AMERICA