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Latest news
New versions released -Oct 2011
EQF Addin and VolManager versions 1.4.4 out now
Correlation trading course
Correlation Trading and Risk Management: public session in London on 10 and 15 October via LFS. Places might still be available.
In-house course
Week-long bespoke in-house training delivered to major bank in Bogota, Colombia
Correlation trading course
Correlation Trading and Risk Management: public session in NY on 22 and 23 September via LFS. Places might still be available.
VolManager in production
VM is now officially out of beta testing and in production for equity indexes. Final beta testing for single stocks ongoing.
EQF Addin 1.4.3 released
EQ Finance now on ICFR training catalogue
Link to ICFR catalogue
EQF Addin 1.4.0 adds advanced scenarios and stress tests
Latest release of EQF Addin adds functionalities for advanced, multidimensional and multi-date scenario analysis and stress test of equity derivatives portfolios, mantaining the very simple and intuitive user interface
VolManager upgrades
The VolManager is now being bought even if officially still in Beta
VolManager Beta release
April 2011: The VolManager is now in Beta and being used against live market data. Demos available
Stochastic Local Vol
Released in EQF Addin in April 2011
Variance swaps, options on variance
Released in EQF Addin in April 2011. As usual, particular care to treatment of dividend effects and others.
'Correlation Trading and risk management' course
Strong demand for Correlation Trading and Risk Management. Being delivered both in-house and as a public course.
Bologna University course 2011 concluded
Second part of the course in Equity Derivatives for the master in Mathematical Finance at the University of Bologna has finished
"Structured Product for Investment" course
Heavy demand recently - several sessions delivered in-house