Navigating Cross-Asset Volatility Amidst COVID-19

Join us for a webinar on how to analyse cross-asset implied volatility as markets globally have been roiled by the on-going COVID-19 pandemic. Securities have experienced unprecedented levels of volatility for an extended period of time, and various asset classes have responded differently to these market moves which has often created anomalies in cross-asset implied volatility.

More than ever before it is now crucial to gather signals from multi-asset options markets for investors to place hedges to protect their portfolios as also to express trading views and implement ideas.

Sign up below to learn about the various tools and functions on the Bloomberg Terminal available to dig deeper into the derivatives markets and gather valuable information and market-intelligence from these asset classes.

Discussion topics

• In-depth look at Bloomberg's BVOL implied-volatility data for associated analytical tools for all major asset classed including Equities, FX, Rates, Commodities and Credit-Indices 
• 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 so as to identify outliers and trading opportunities