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Volatility: Trading and Managing Risk

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

The course starts by analyzing 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 program 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 modeling volatility under current market conditions.

  • 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

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

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Prior Knowledge

  • Basic econometrics and Black-Scholes
  • Participants will also need to be competent users of Excel

A pre-course reading on Mathematics is provided for delegates who need a refresher (please contact your programme advisor).


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