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London Financial Studies Ltd.
Приєднався 29 сер 2012
London Financial Studies is a specialist teaching resource that concentrates exclusively on capital markets.
We offer individuals, teams and companies expert teaching that combines theoretical understanding with practical experience.
We offer individuals, teams and companies expert teaching that combines theoretical understanding with practical experience.
LFS Webinar Series - Correlation and Equity Derivatives with Dr Simon Acomb
To learn more about this topic, watch the full webinar: londonfs.com/course/Equity-Derivatives/webcast/Correlation-Equity-Derivatives
Webinar Agenda:
- Market players for equity products on more than one underlying
- Types of equity products seen in the market
- Using multiple equities to enhance upside participation in a structured product
- Using multiple equities to enhance the coupon on a “capital at risk” product
- Correlation and the autocallable market
- Managing correlation risk exposures
- Correlation swaps and offsetting risk in the hedge fund market
- Q&A
This video was produced by London Financial Studies Limited.
Webinar Agenda:
- Market players for equity products on more than one underlying
- Types of equity products seen in the market
- Using multiple equities to enhance upside participation in a structured product
- Using multiple equities to enhance the coupon on a “capital at risk” product
- Correlation and the autocallable market
- Managing correlation risk exposures
- Correlation swaps and offsetting risk in the hedge fund market
- Q&A
This video was produced by London Financial Studies Limited.
Переглядів: 69
Відео
LFS Webinar Series - Wrong-Way Risk with Dr Jon Gregory
Переглядів 1186 місяців тому
To learn more about this topic, watch the full webinar: londonfs.com/course/Valuation-Adjustments-XVA-Challenge/webcast/Wrong-Way-Risk Webinar Agenda: - Classic wrong-way situations - Archegos case study - Wrong-way risk modelling approaches - Impact in the presence of dynamic initial margin - Q&A This video was produced by London Financial Studies Limited.
LFS Webinar Series - Monetising Convexity with Richard Fedrick
Переглядів 366 місяців тому
To learn more about this topic, watch the full webinar: londonfs.com/course/Interest-Rate-Derivatives-Swaps/webcast/Monetising-Convexity Webinar Agenda: - What do we mean by convexity? - Quantifying bond and swap convexity - Extracting value through flies - Why this looks like an option problem - Arbitrage bounds for the shape of the long-end of the curve - Q&A This video was produced by London...
LFS Webinar Series - Decentralized Finance on the Blockchain in 2023 with Jean-Luc Verhelst
Переглядів 146 місяців тому
To learn more about this topic, watch the full webinar: londonfs.com/course/Blockchain-Financial-Markets/webcast/Decentralized-Finance-Blockchain-Webcast Webinar Agenda: - WEB3 basics - Key principles of blockchains and how they redefine data organisation and value transfer - Blockchain for business - Criteria to assess the viability of blockchain use cases - Publicly tradable tokens - An overv...
LFS Webinar Series - Trading and Managing Equity Derivatives in 2023 with Dr Simon Acomb
Переглядів 246 місяців тому
To learn more about this topic, watch the full webinar: londonfs.com/course/Equity-Derivatives/webcast/Equity-Derivatives-Webcast Webinar Agenda: - Choosing a portfolio of underlyings for an equity derivative - An introduction to using derivatives to enhance participation or income - An introduction to using equity derivatives in an investment portfolio - An introduction to valuation control an...
LFS Webinar Series - Key Issues in Interest Rate Derivatives Valuation with Richard Fedrick
Переглядів 427 місяців тому
To learn more about this topic, watch the full webinar: londonfs.com/course/Interest-Rate-Derivatives-Swaps/webcast/Interest-Rate-Derivatives-Valuation Learn from subject expert and LFS faculty member Richard Fedrick. Webinar Agenda: - IBOR transition, why it happened and where we are now - CSAs, funding and discounting - understanding modern derivatives valuation - Pricing interest rate deriva...
LFS Webcast series - Introduction to xVAs with Dr Jon Gregory
Переглядів 2357 місяців тому
To learn more about this topic, watch the full webcast: londonfs.com/course/Valuation-Adjustments-XVA-Challenge/webcast/Introduction-to-xVAs Learn from Dr Jon Gregory, an LFS faculty member and a world-renowned expert in counterparty risk and xVA. Webcast Agenda: - What is xVA? - Accounting and regulatory drivers - Discounting and xVA - Credit Value Adjustment (CVA)/Funding Value Adjustment (FV...
Modelling Liquidity Risk
Переглядів 8782 роки тому
In this video, Dr Simon Acomb presents Modelling Liquidity Risk as part of the Risk Management in Finance course. If you want to learn more about this subject, LFS offers a 3-day programme with Dr Simon Acomb. For details visit www.londonfs.com/course/Risk-Management-Finance
Introduction to Risk Management in Finance
Переглядів 5182 роки тому
In this video, Dr Simon Acomb introduces the Risk Management in Finance course. If you want to learn more about this subject, LFS offers a 3-day programme with Dr Simon Acomb. For details visit www.londonfs.com/course/Risk-Management-Finance
LFS Webcast series - Non-modellable Risk Factors: Stress Scenario Risk Management
Переглядів 6946 років тому
Click on the link below to watch the full webcast: www.londonfs.com/video/webCast/url/non-modellable-risk-factors In this webcast Dr Simon Acomb addresses the latest proposals from the Basel Committee and explains how banks can best take advantage of the proposed change. He also covers the concepts behind the latest proposal from the European Banking Authority on how to calculate the non-modell...
LFS Webcast series - How Volatility Products Can Move Underlying Markets
Переглядів 6706 років тому
Click on the link below to watch the full webcast: www.londonfs.com/video/webCast/url/market-turbulence-volatility-products In this webcast Dr Simon Acomb addresses the recent volatility disaster that hit the markets and explains how volatility products can move underlying markets. Agenda: - An overview of how market participants hedge volatility products - How this impacts supply and demand in...
LFS Webcast series - Convertible Bonds & Hybrids
Переглядів 3796 років тому
Click on the link below to watch the full webcast: www.londonfs.com/video/webCast/url/convertible-bonds-hybrids In this webcast Dr Jan De Spiegeleer explains the working of the market for hybrid bonds, giving you insights into the basic valuation and risk principles of hybrid debt, the different valuation models for CoCo bonds, and the different numerical approaches to study convertible debt. A...
LFS Webcast series - The relationship between CMS and Swaptions
Переглядів 3,4 тис.6 років тому
Click on the link below to watch the full webcast: www.londonfs.com/video/webCast/url/CMS-and-Swaptions In this webcast Dr David Cox explains the relationship between CMS and Swaptions, covering the following topics: - CMS v IRS payoff - The convexity gap - CMS Caps and Floors and Swaptions - Plugging the convexity gap - The importance of smile This video was produced by London Financial Studie...
LFS Webcast series - MiFID II - Key Challenges for Equity and Fixed Income Markets
Переглядів 2136 років тому
Click on the link below to watch LFS webcasts: www.londonfs.com/webcasts In this videocast with Dr Jamie Walton, an eminent expert in the field, we review the main issues associated with the introduction of MiFID II, which became reality on the 3rd of January 2018. Starting from a general overview of what MiFID II is and its main differences with the original MiFID regulation, we then delve dee...
LFS Webcast series - Why LIBOR discounting is so wrong
Переглядів 4746 років тому
Click on the link below to watch the full webcast: www.londonfs.com/video/webCast/url/xva-developments In this webcast Dr Jon Gregory addresses some of the issues with LIBOR discounting, covering the following topics: - The history of LIBOR discounting - The global financial crisis and OIS discounting for collateralized trades - FVA and LIBOR discounting of uncollateralized trades - LIBOR-OIS b...
LFS Webcast series - Bilateral Margin Requirements - SIMM and MVA
Переглядів 6937 років тому
LFS Webcast series - Bilateral Margin Requirements - SIMM and MVA
LFS Webcast series - Volatility Trading - Does a variance swap have a delta?
Переглядів 2,7 тис.7 років тому
LFS Webcast series - Volatility Trading - Does a variance swap have a delta?
LFS Webcast series - Hedge Accounting under IFRS 9
Переглядів 4897 років тому
LFS Webcast series - Hedge Accounting under IFRS 9
LFS Webcast series - Modelling Break-Even Inflation
Переглядів 7697 років тому
LFS Webcast series - Modelling Break-Even Inflation
LFS Webcast series - The Mechanics of Cross Currency Basis Swaps
Переглядів 4,9 тис.8 років тому
LFS Webcast series - The Mechanics of Cross Currency Basis Swaps
LFS Live - Virtual Experience. Real Learning
Переглядів 2,7 тис.8 років тому
LFS Live - Virtual Experience. Real Learning
LFS Webcast series - Central Counterparties and Mandatory Clearing of OTC Derivatives
Переглядів 5498 років тому
LFS Webcast series - Central Counterparties and Mandatory Clearing of OTC Derivatives
LFS Webcast series - The xVA Challenge: Derivatives Valuation in the Modern World
Переглядів 9638 років тому
LFS Webcast series - The xVA Challenge: Derivatives Valuation in the Modern World
LFS Webcast series - Impact of the Fundamental Review of the Trading Book (FRTB)
Переглядів 6498 років тому
LFS Webcast series - Impact of the Fundamental Review of the Trading Book (FRTB)
LFS Webcast series - Applying Data-Mining in Finance
Переглядів 7968 років тому
LFS Webcast series - Applying Data-Mining in Finance
LFS Webcast series - Blockchains and Distributed Ledgers
Переглядів 2858 років тому
LFS Webcast series - Blockchains and Distributed Ledgers
LFS Webcast series - Electronic Trading
Переглядів 1,1 тис.8 років тому
LFS Webcast series - Electronic Trading
Basel III: New Regulatory Requirements
Переглядів 16 тис.10 років тому
Basel III: New Regulatory Requirements
Strategic ALM, Treasury and Capital
Переглядів 4,2 тис.10 років тому
Strategic ALM, Treasury and Capital
Risk Management in the New Regulatory Environment
Переглядів 29210 років тому
Risk Management in the New Regulatory Environment
Martinez Lisa Lewis Kevin Rodriguez Sarah
Gonzalez Mark Gonzalez Eric Hall Brian
Kunze Orchard
Best book for Counterparty Credit Risk
Thank you for sharing this, @Spartanash!
जय श्री राम
Completely esoteric
What is full name of CMS?
Constant maturity swap
This is what I am worried about for gold futures. Could it be that people find it hard to close out their vertical option spreads / iron condors etc because of low liquidity?? Thus the whole derivatives market dries up and people run into ?hard assets like gold. (Permanent, evolving / worsening and catastrophic backwardation due to widening bid / ask spreads with time) - majorly exacerbated by strong / hyper inflation of the usd.
Volume may remain high (initially) - but spreads are widening and people are losing money to desperately close out their trades and minimise losses.
Zero comments?! This stuff is gold!
Juan Sanchez Thank you Juan, feel free to share this video with your colleagues :)
Dr Simon Acomb explains the role of volatility in derivative pricing models, and the implications of choosing from an array of different stochastic models available in the market. Simon has over two decades of experience in quantitative finance.During his career in banking he established and led quant teams for tier one institutions, covering from proprietary trading to equities analytic modelling.