You are in Home > Finance > City > Corporate Finance >

Key Developments in Exotic Equity Derivatives

   Course Code: AM2254

Send A Message

Description and objective: * Discuss in-depth: barrier options, forward start options and variance swaps
* Latest research on gamma swaps, corridor variance swaps & conditional variance swaps
* Understand the limit of simple models in advanced pricing, including stochastic volatility and volatility jumps
* Master the calibration and pricing of the instruments covering default and stochastic spreads, variance swaps and the jumps dynamics, long term barriers, stochastic volatility and more.

By:
Philippe Henrotte, Founder and Managing Director, ITO 33.

Suitability: Who should attend?

*Equity Exotic Products Pricing/ Strategy
*Structured Products
*Quantitative Analysis/ Strategy
*Risk Management
*Financial Engineering
*Derivatives Products

Contact Marcus Evans Financial Training

Phone	0207 958 2671 When calling be sure to mention Training Pages
Fax	0207 637 0843

Send a Message

Training Pages can send your message straight to the company.

Your name:
Email address
Phone Optional
Subject	Re: Key Developments in Exotic Equity Derivatives
Your message Remember to include your postal address if requesting brochures or other material

Categories

•	Finance > Instruments > Capital Markets and Derivatives
•	Finance > Instruments > Equities