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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700
The course starts by providing an understanding of how to estimate volatility and the consequences of the various ways of describing volatile asset prices.
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Volatility: Trading and Managing Risk
Owner: London Financial Studies
Description:
"I thoroughly enjoyed the course at LFS. Tutors were brilliant and interesting which made the classes even more fun. LFS staff were very friendly. Lunch and refreshments were first class. Location is great. I strongly recommend it to everyone."
Asim Sinha - Developer, BNP Paribas
Course Outline
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 volatility futures and options, tradeable volatility products such as VXX, 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.
Brief description: The course starts by providing an understanding of how to estimate volatility and the consequences of the various ways of describing volatile asset prices.
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Website: http://www.londonfs.com/programmes/Volatility-Trading-and-Managing-Risk/Outline/
