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Please See Below For Course Information On 'Volatility: Trading and Managing Risk'



Overview

The course starts by providing an understanding of how to estimate volatility and the consequences of the various ways of describing volatile asset prices. This leads into sessions on the application of a range of standard volatility derivatives such as VIX futures and options and volatility swaps. The final part of the programme covers the treatment of volatility in the more popular stochastic volatility models used in the industry such as SABR and Heston and provides insights into the most relevant approaches to modelling volatility under current market conditions.

Presented by Simon Acomb and Dr. Ser-Huang Poon.

Who is it for?

* Derivative traders
* Fund managers, fund of funds
* Structured product teams
* Private wealth managers
* Risk managers and regulators
* Finance directors
* Research analysts
* Bank and corporate treasury managers

What will I learn?

Black-Scholes Revisit and Local Vol
Trading on Realised Volatility

Heston
Trading on Volatility Indices

SABR and the Vol Surface
Hedging Volatility Exposure

How will I be assessed?

This program is eligible for 24 Continuing Education credit hours from the CFA Institute. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE Diary.

Address

Butlers Wharf, London SE1

Travel Information

http://www.londonfs.com/contact.htm

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