Why This Event?

Volatility is the heart of any investment strategy - and also the biggest source of risk in the capital markets. Most mission-critical metrics utilised to monitor and manage risk in investment portfolios are based on an assessment of volatility. One of the most widely followed indices of risk, the VIX (also called the "Feax Index") was at an all-time high during the recent crisis and continues to be a focus of attention for market participants.

In this course delegates will explore various ways to measure volatility. But more importantly, delegates will learn how to trade volatility to manage risk - by using cutting edge products, structures, and strategies.

This strategic 3-day interactive course is specially tailored in a bid to help delegates learn to hedge existing exposures, take profitable positions in volatility, and create opportunities to maximize portfolio performance that were unavailable just a few years ago.


MAJOR BENEFITS OF ATTENDING – YOU’LL LEARN TO:

• DISTINGUISH between historical and implied volatility
• UNDERSTAND the impact of volatility on option pricing
• UTILIZE historical and implied volatility calculation techniques
• DIFFERENTIATE between volatility smiles and skews
• DEFINE the VIX index and how it is calculated
• EVALUATE volatility-based derivative products
• DESCRIBE variance swaps and how they are utilized
• DEVELOP and ANALYSE derivative trading strategies for volatility
• DEVELOP and ANALYSE volatility dispersion and correlation trade strategies

WHO SHOULD ATTEND
Head of Derivatives | Propriety Traders | Hedge Fund Managers | Portfolio Managers | Head of Trading Desk | Risk Directors and Managers | Accountants | Auditors | Corporate Strategists | Developers | Planners | Financial Analyst | Financial Brokers | Exchange Officials | Regulators | Treasury Executives, Directors and Managers

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