- Joined
- 5/6/06
- Messages
- 384
- Points
- 28
In case anyone interested in. You can go to Bloomberg terminal to register.
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When 2/28/08 3:00 PM - 6:00 PM
Where BLOOMBERG
731 LEXINGTON AVENUE
NEW YORK NY 10022 United States
Speaker BLOOMBERG AND RBS VARIOUS SEE DESCRIPTION
Language ENGLISH
Contact JUSTIN THOMAS
Bloomberg & RBS: Quantitative FX Volatility Analysis and Trading
Volatility as an Asset Class (3-4pm) Dr. Petra Wikstrom, Head of Quantitative
Solutions North America, will discuss volatility as an alternative source of
alpha, market regime identification and backtesting FX volatility strategies.
FX Volatility Trading and Products (4:15-5:15pm) Chris Fuligni, FX Options
Specialist for RBS, will discuss measuring FX volatility risk, implied
volatility smile and trading FX volatility - products and strategies.
Analyzing FX Derivatives on Bloomberg (5:30-6pm) Tod Van Name, FX Derivatives
Specialist for Bloomberg, will discusses volatility smile on Bloomberg, new FX
portfolio analytics and a new language for pricing exotic options on Bloomberg
*********************************************************
When 2/28/08 3:00 PM - 6:00 PM
Where BLOOMBERG
731 LEXINGTON AVENUE
NEW YORK NY 10022 United States
Speaker BLOOMBERG AND RBS VARIOUS SEE DESCRIPTION
Language ENGLISH
Contact JUSTIN THOMAS
Bloomberg & RBS: Quantitative FX Volatility Analysis and Trading
Volatility as an Asset Class (3-4pm) Dr. Petra Wikstrom, Head of Quantitative
Solutions North America, will discuss volatility as an alternative source of
alpha, market regime identification and backtesting FX volatility strategies.
FX Volatility Trading and Products (4:15-5:15pm) Chris Fuligni, FX Options
Specialist for RBS, will discuss measuring FX volatility risk, implied
volatility smile and trading FX volatility - products and strategies.
Analyzing FX Derivatives on Bloomberg (5:30-6pm) Tod Van Name, FX Derivatives
Specialist for Bloomberg, will discusses volatility smile on Bloomberg, new FX
portfolio analytics and a new language for pricing exotic options on Bloomberg