Volatility: Trading and Modelling

Lecturer

Dr. Ser-Huang Poon is a Professor of Finance at Manchester Business School and has held several visiting appointments at universities in the U.S., Canada, the Netherlands, and Singapore. She is internationally renowned for her volatility research. Her work, with Nobel laureate Clive Granger, was cited on Nobel web site as reference reading in volatility, and has won the Financial Analysts Journal Graham and Dodd Scroll Award for Excellence for 2005. She has published papers in international top ranking journals and has written three books, including a Wiley book on forecasting volatility.

 

Dr Simon Acomb has over 16 years experience in quantitative finance. He started his career in finance at Barclays deZoete Wedd in 1992 in the Equities Derivatives Group and progressed to run the quantitative research team. This was followed by five years at Commerzbank where he established a derivatives proprietary trading team and then became head of the equity quantitative research group. Most recently Simon has been a managing director at Morgan Stanley as global head of the Equities Analytic Modelling Group. He now works as a consultant and trainer in mathematical finance.