Academic Training Lecture Regular Programme

Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (2/3)

Name: Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (2/3)
Start: 2009-10-29T11:00:00+01:00
End: 2009-10-29T12:00:00+01:00
Location: CERN

by Brian Coffey (VTB Bank, London), Bryan Lynn (CERN Theory Department, ex-Merrill Lynch MD)

Thursday 29 Oct 2009, 11:00 → 12:00 Europe/Zurich

500/1-001 - Main Auditorium (CERN)

500/1-001 - Main Auditorium

CERN

400

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Description

Market Trading and Risk Management of Vanilla FX Options - Measures of Market Risk - Implied Volatility - FX Risk Reversals, FX Strangles - Valuation and Risk Calculations - Risk Management - Market Trading Strategies

From the same series

1 3

Organised by

Maureen Prola-Tessaur

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Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (2/3)

by Brian Coffey (VTB Bank, London), Bryan Lynn (CERN Theory Department, ex-Merrill Lynch MD)

500/1-001 - Main Auditorium

CERN