| |
|
|
| Date: |
|
2008-07-21 -
2008-07-22 |
|
| Time: |
|
08:30 - 17:30 |
| Event Type: |
|
Seminar |
| Event Organizer: |
|
Salvo Global |
| Contact
Person: |
|
Vivian 
|
| Country: |
|
Singapore |
| Region/Province/State: |
|
-NA- |
| Venue: |
|
Singapore |
| URL: |
|
http://www.salvoglobal.com/Salvo%20-%20Volatility.htm
|
| Language: |
|
English |
| Target
Participant: |
|
Vice Presidents, Heads, Managers, Analysts, Advisors and Market Players in:
• Trading: Flow, Proprietary, Arbitrage, Structured Products and Customer Trading
• Market Risk Management
• Trading and Markets: Derivatives, Equity, Fixed Income and Currencies
• Portfolio Management and Strategy: Equity, Fixed Income, Currencies, Directional/Non-Directional
and Short Term/ Long Term
• Convertible Bonds
• Options
• Hedge Funds
• Investment: Alpha/Beta Investment, Yield Enhancement, Protection and Leverage
• Alternative Investments
• Quantitative Analysis and Research
• Derivatives Research
• Risk Management
• Risk Analytics and Control
• Corporate Treasury
• FX Options and Derivatives
• Wealth Management and Private Banking
• Model Risk, Validation and Valuation |
| Industry
Sector: |
|
Banking, Finance, Insurance & Investment
|
| Product
Category: |
|
-NA- |
| Descriptions: |
|
The foreign exchange and equity markets are in a dynamic environment that is constantly innovating and evolving. The main aspect of this course is to give a detailed description of how to practically realize pricing and hedging under different kinds of modeling of market volatility: constant, time-dependent, local, and stochastic, and to examine their differences and effects. In particular, in the case of stochastic volatility, the special emphasis is given to practical calculation of the risk premium due to the future possible market changes that cannot be predicted and hedged fully.
|
| No. of visits: |
|
117 |
| |
|
|
| |
|
|
| |
|
|
