8:00 - 10:00Volatility Trading 101: Understanding Volatility and Its Impact on Your Portfolio

This workshop explains the basics of volatility and its effect on your investment decisions. Join our expert faculty in analyzing volatility techniques and strategies as well as learning how to apply them to the current market. Attending this workshop will offer an educational and practical perspective to successfully exploit volatility trading and add to your bottom line.

How you will benefit:

• Gain understanding on how active investors use volatility investing strategies
• Successfully understand volatility trading to diversify your portfolio and generate a profit in a turbulent market
• Become confident in your knowledge of the product to give you an edge on everyday volatility trading

What you will learn:

• Achieve the ability to recognize market indicators that will influence your investment direction
• Understand how to analyze and implement cost effective hedging strategies
• Finding the order flow and how to interact with it successfully
• How to survive in this volatile trading market

3:00 - 5:00 Understanding Volatility Dynamics and Its Modeling

Understanding the difference among volatility models and how they perform in the market is critical and essential for successful trading. This workshop will assess which models thrive in certain markets during high volatility. Our speaking faculty will discuss how to capture the dynamics of financial asset prices and derive corresponding hedging strategies. By looking behind the vega and finding additional risk measures to quantify the volatile exposures we are able to apply best practice risk management techniques for volatility trading.

How you will benefit:

• Gain usable knowledge on the limits of stochastic volatility models and the real dynamics of the local volatility model
• Understand the best practice for measuring skew and smile exposures for hedging mandates
• Be knowledgeable on how cutting edge models that can cope with volatility and jump risk premiums

What you will learn:

• The dynamics of the forward smile to understand how different models price exotics
• Breaking down the calibration of stochastic skew and stochastic smile models
• The link of volatility mean-reversion and the dynamics of the implied volatility smile

Peter Dobranszky
Model Validation Quant
Finalyse/BNP Paribas Fortis