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Correlation Trading and Risk Management

Course level: Advanced
Delivery method: Classroom
Duration:  2 days
Schedule: in-house on demand, or see LFS for public


Exposure to correlation is key in many advanced derivatives strategies, whether using listed options as in dispersion trading or exotic OTC ones.

This course provides a sound understanding of the up-to-date practical realities of trading and risk managing correlation in equity derivatives.

What will you learn?

The course will draw heavily from recent market case studies and the real practices used at large financial companies, highlighting the weaknesses and pitfalls where needed.

During the Excel based workshops delegates will have access to EQ Finance state-of-the-art professional software for exotic and multi-underlying pricing, thus gaining an understanding of multi-factor pricing models and higher order exotic effects on risk exposures.

Who is this course for?

Are you a senior manager needing to understand the risks taken by your team?

Are you an exotics trader needing to understand how to minimize risk?

Are you an auditor, product controller, regulator or risk manager needing detailed knowledge?

Are you a flow or proprietary trader looking to expand your trading universe?

Do you just like financial models?

What are the pre-requisites?

Delegates require a working knowledge of financial markets, including vanilla derivatives.

Delegates should be proficient Excel users and have knowledge of calculus and statistics to the level of first year university.

What next?

This course is available privately on-demand. Please contact us to discuss details.

We deliver this course publicly through our training partners in London, New York and Singapore, click here.


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