Thursday, 30 October 2014
Zürich Volatility and Tail Risk Hedging Educational Breakfast 2014
Venue
Savoy Baur en Ville, Savoy Baur En Ville Paradeplatz Zurich CH-8022 Switzerland
Our agenda
8:30am – 8:35am
Registration and Breakfast, Welcome Remarks
8:35am – 8:40am
Opening Remarks
Richard (Jerry) Haworth | Co-founder & CIO, 36 South Capital Advisors LLP)
8:35am – 8:45am
Volatility Investing: New Instruments for a Changing Market
Frederic Cosmao | Structurer, BNP Paribas
Risk Disclosure Statement
DISCLAIMER - These materials may not be suitable for all audiences. Please click this button to confirm you are accessing these materials on behalf of a Professional Client or Eligible Counterparty; a Major US Institutional Investor; or an equivalent level of professional investor, and that you have read and agree to be bound by this Notice
8:45am – 9:15am
The Inner Workings of Equity Volatility: Cogs and Levers
Gerry Fowler | Global Head of Equity & Derivatives Strategy, BNP Paribas
Risk Disclosure Statement
DISCLAIMER - These materials may not be suitable for all audiences. Please click this button to confirm you are accessing these materials on behalf of a Professional Client or Eligible Counterparty; a Major US Institutional Investor; or an equivalent level of professional investor, and that you have read and agree to be bound by this Notice
9:15am – 9:45am
Bias, Risk Premia and Diversification using Asymmetry
Anthony Limbrick | Principal & Head of Quantitative Research, 36 South
Presentaton: Bias, Risk Premia and Diversification using Asymmetry
9:45am – 10:15am
Directional Trading Using Volatility: Enhancing your Risk-Reward
Oleg Lugovkin | Volatility Portfolio Manager, Argentière
10:15am – 10:45am
Low Volatility Markets - to be Feared or Embraced? - A Macro Perspective
Guest Speaker: Chris Watling | CEO & Chief Market Strategist, Longview Economics
Presentaton: Low Volatility Markets - to be Feared or Embraced?
10:45am – 11:00am
Coffee