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Correlation Trading and Risk Management

This program provides a sound understanding of the up-to-date practical realities of trading and risk managing correlation, especially equity and equity/forex.

The course will draw heavily from recent markets case studies, and the real practices used at large financial companies, highlighting the weaknesses and pitfalls where needed.

During the Excel based workshops students will have access to proprietary state-of-the-art professional software for exotic and multi-underlying pricing, thus gaining an understanding of multifactor pricing models and higher order exotic effects on risk exposures.

  • Date:
  • Please contact us
  • Venue:
  • Manhattan - New York
  • Fee:

  • You might be eligible for preferential rates. Please contact us to check if your company is a member of the LFS Global Client Programme.

This course is also available in London, Singapore and Hong Kong

Who The Course is For

  • Senior managers that need to understand risk
  • Junior exotic traders
  • Risk managers
  • Auditors and product controllers
  • Flow and proprietary traders that consider expanding their trading universe
  • Regulators, quant analysts, structurers, sales

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Prior Knowledge

  • Working knowledge of financial markets including vanilla derivatives.
  • Calculus and statistics to at least first year university.

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