Cross-Asset Real-Time Implied Volatility Analysis
Bloomberg's real-time data and analytics make it easy to track option implied volatility across multiple asset classes. Join this webinar to learn how to leverage Bloomberg's tools for analysing real-time implied volatility from the options markets.
Discussion topics:
- Bloomberg's BVOL implied volatility data for associated analytical tools for cross-asset listed options
- Tools for charting and analysing cross-asset implied volatility historically, statistically and on a relative-value basis
- Comparing implied volatility, skew and term structure across a custom universe or portfolio of instruments to identify outliers and trading opportunities
- Leveraging Excel to drive investment models and drive decisions
- Building applications leveraging implied volatilities to help automate workflow and create business value
- Moving from On Premise to the Cloud
Speakers
SUJIT NAGDA
Workflow Specialist - Equity Derivatives
BLOOMBERG/ LONDON
Sujit Nagda is an Equity Derivative Workflow Specialist in Bloomberg's London office where he covers Investment Banks and other sell-side institutions. His main areas of focus include Bloomberg's Implied Volatility data and associated analytics, Structured Products pricing & trading and Quantitative Investment Strategies. Prior to Bloomberg, Sujit worked as an Equity Derivative Trader at Nomura (formerly Lehman Brothers) and HSBC.
Dave Stone
EMEA Realtime and Cloud Specialist
Bloomberg LP
With over 10 years at Bloomberg, Dave has been in the Enterprise Data organisation since its inception, working as a Product Manager to build a number of realtime offerings and lately, supporting the European entity with subject matter expertise around realtime technology, cloud and data. His background is supported with a wealth of market data experience, application architecture, software development life cycle, and is a keen .NET C# developer. Dave has worked on a variety of strategic customer projects across EMEA, each combining Bloomberg products to drive business benefit. His most recent focus is around driving automation solutions, specifically in the fixed income investment workflow