Equity Derivatives: pricing and trading strategies

Overview

In some markets contexts, equity derivatives, volatility and correlation can represent real assets for trading and portfolio protection strategies.

This two day course will give an insight into the equity derivative products, correspondent market structures, proprietary option trading, volatility strategies and their evaluation and analysis. A historical perspective of the evolution of equity derivatives and trading strategies is vital for understanding their use is a modern, sub-millisecond trading world.

Why attend?

Equity derivatives have been one of the hottest areas of growth in a market environment of rapid financial innovation. A crucial driver of the vast increase in the use of equity derivatives has been the pace of innovation, with numerous diverse structures being developed to suit particular needs of many different types of users.
The Equity Derivatives seminar investigates each of the widely used equity derivative products. This program is designed to familiarise participants with the structures of the important equity derivatives as well as the analytic tools and techniques used to evaluate and price them. Understanding the historical evolution of equity derivatives sheds further light on its modern use, analysis, and strategies.  A historical perspective of the evolution of equity derivatives is a constant thread running through the course.

Who should attend?

This two day course has been designed to appeal to the following professionals:

• Head of trading equity derivatives desks,
• Traders,
• Market makers of banks, investment banks, funds and energy companies
• Proprietary desk traders
• Institutional investors"
   

Location: London Stock Exchange