Equity Derivatives (Institutional Applications)
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The module considers aspects of equity derivative implied volatility.
The target audience is anyone involved in the equity market
Download the Equity Derivatives (Institutional Applications) Course Outline here
By the end of the module the participant will be able to:
- Identify the main characteristics of equity implied volatility
- Identify the characteristics of implied and realised correlation
- Explain how correlation can be traded
- Defining the different types of volatility
- The demand for and supply of equity market volatility
- Volatility and the level of the equity market
- The volatility skew
- The term structure of volatility
- Implied correlation
- Trading correlation
Neil Schofield is the principal trainer for FMT Ltd. He was previously global head of financial market training at Barclays Capital. He teaches primarily on the rates business, covering all of the major asset classes and their respective derivative products from foreign exchange through to commodities. He is author of two books, Commodity Derivatives: Markets and Applications” and “Trading the Fixed Income, Inflation and Credit Markets”.
40 minutes 9 seconds
An understanding of basic option terminology is assumed.