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Correlation and Equity Derivatives

Organiser: 
Marcus Evans
Start: 
28/05/12
End: 
29/05/12
Location: 
Central London
Country: 
UK
This course will take delegates on anexploration of correlation and equity derivatives, from a sound understanding of the basic concepts through to sophisticated structures, correlation skew and copulas. Along the way, delegates will look at methods of estimating historical correlation, how to model correlation, a practical examination of equity derivatives which have strong correlation exposure, and products which offer pure correlation risk.

The course is as practical and pragmatic as possible, and all sessions are reinforced by PC-based exercises and examples.

Contact Details: 
t: +44(0)20 3002 3235 | e: AliceT@marcusevansuk.com
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