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Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew

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PublisherCreatespace Independent Publishing Platform; 99th edition
ISBN 139781461108757
ISBN 101461108756
AuthorColin Bennett
Book FormatPaperback
LanguageEnglish
About the AuthorColin Bennett is a portfolio manager within the Multi-Asset Strategy Group at Insight Investment. Colin has previously worked at Eurex as Head of Equity and Index Product Development, Banco Santander as Head of Quantitative and Derivative Strategy, Barclays Capital as Head of Delta 1 Research and at Dresdner Kleinwort as Head of Convertible and Derivative Research. He has also been a synthetic Equity and Derivative Strategist at Deutsche Bank and a Convertible Bond Research Analyst at Merrill Lynch. Colin has also worked in Equity Derivative Sales, and as a Desk Analyst for the equity derivative trading desk. Colin studied Mathematics and Electrical Engineering at Cambridge University, and is a regular speaker at CBOE, Eurex, Marcus Evans, Futures and Options World, Risk Magazine and Bloomberg conferences.
Publication Date17 August 2014
Number of Pages316 pages
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Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew
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