Course highlights:

• Learn how to avoid common pitfalls in volatility modelling
• Understand volatility and it’s impact on investment strategies
• Optimise volatility trading by analysing variance swaps and volatility strategies
• Understand the difference between volatility impacted and volatility based products
• Explore volatility trading strategies across asset classes
• Investigate diversification and correlation issues in volatility arbitrage
• Examine the success factors in volatility models
• Consider the risk of different volatility strategies

Course tutors:

• Philippe Ankaoua, ABC SQUARE ASSET MANAGEMENT LLP
• Colin Bennett, DRKW
• Michael Boguslavsky, PEARL GROUP
• Hans Buehler, DEUTSCHE BANK
• Kevin Chang, CREDIT SUISSE
• Oleksandr Chybiryakov, DEUTSCHE BANK
• Nicolas Mougeot, BNP PARIBAS
• Howard Simons, BIANCO RESEARCH
• Michael Sotiropoulos, BANK OF AMERICA
• Paul Stephens, CBOE
• Srdjan Stojanovic, UNIVERSITY OF CINCINATTI
• Peter van Kleef, INVESTEC BANK
• Johannes van de Wetering, ABP Investments

 

Please note: This site will be updated regularly, please visit again soon for more information.