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Volatility: Trading and Managing Risk

This programme gives you a deep understanding of the key differences between volatility models and their implications for trading and risk management.

The course starts by analysing the role of volatility in current financial markets including the causes and impact of volatility smiles on a variety of financial products.  This leads into practical sessions covering techniques for trading volatility, and the application of a range of volatility derivatives such as volatility swaps, volatility futures and volatility options.

The final part of the programme covers the treatment of volatility in the more popular stochastic volatility models used in the industry such as SABR and Heston and provides insights into the most relevant approaches to modelling volatility under current market conditions.

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  • Date:
  • 28th - 30th August 2019
  • Venue:
  • Cliftons Singapore - The Finexis Building
  • Fee:
  • US$1665 per day

This course is also available in London and New York

This course is FTS-Eligible* and also eligible for 24 CPD hours. GARP & CFA Institute members are eligible for 24 CE/CPD credits. See details

Who The Course is For

  • Derivative traders
  • Quants and research analysts
  • Fund managers, fund of funds
  • Structured product teams
  • Financial and valuation controllers
  • Private wealth managers
  • Risk managers and regulators
  • Finance directors
  • Bank and corporate treasury managers

Prior Knowledge

  • Basic mathematics including the concept of a derivative
  • Participants should be familiar with the use of Excel

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*FTS Eligible
This programme is approved for listing on the Financial Training Scheme (FTS) Programme Directory and is eligible for FTS claims subject to all eligibility criteria being met. Please note that in no way does this represent an endorsement of the quality of the training provider and programme. Participants are advised to assess the suitability of the programme and its relevance to participants' business activities or job roles. The FTS is available to eligible entities, at a 50% funding level of programme fees subject to all eligibility criteria being met. FTS claims may only be made for programmes listed on the FTS Programme Directory with the specified validity period. Please refer to www.ibf.org.sg for more information.