Volatility In Foreign Exchange And Equity Markets July 20, 2008

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.

This extremely practical course will make use of live interactions with programs and trading tools set up to support in explaining and visually demonstrating certain areas, such as the importance of establishing fair volatility levels on day one and examining the various gamma/delta hedging tools on day two. The use of practical exercises, group discussions and Q&A sessions will allow you to effectively benefit by helping you to employ the techniques learnt and to address your business concerns over the two day workshop.

Official Website: http://www.salvoglobal.com/Salvo%20-%20Volatility.htm