Equity: Volatility – What Drives It & How to Measure It
Join us for a comprehensive webinar series designed to equip traders and risk managers with the essential knowledge and tools to understand, trade and manage volatility risk across asset classes — with a dedicated focus on equity and rates markets.
The first session will dive into the fundamentals of volatility trading, with a focus on equity derivatives. Designed especially for equity traders and structured product professionals to get practical insight into how volatility behaves and how to manage the associated risks.
Key topics include: Implied vs realized volatility: Key differences and why they matter
The volatility surface: Skew, smile and term structure
Volatility sources: BVOL vs LIVE vs Custom
Volatility monitors: {HVG}, {OVDV}, {VCA}, {GV}, {GIV}
Vol data download and enterprise licenses
The first session will dive into the fundamentals of volatility trading, with a focus on equity derivatives. Designed especially for equity traders and structured product professionals to get practical insight into how volatility behaves and how to manage the associated risks.
Key topics include: Implied vs realized volatility: Key differences and why they matter
The volatility surface: Skew, smile and term structure
Volatility sources: BVOL vs LIVE vs Custom
Volatility monitors: {HVG}, {OVDV}, {VCA}, {GV}, {GIV}
Vol data download and enterprise licenses
Speakers
Filippo Ginanni
Derivatives Market Specialist
Bloomberg
In January 2023, Filippo joined Bloomberg as Equity Derivatives, Structured Products, and Digital Assets Market Specialist. Filippo aims to create a long-lasting partnership with clients by developing products tailored to their needs. Prior to Bloomberg and for over 20 years, he has been structuring, trading, and selling derivatives across asset classes (Equities, Credit, and Interest Rates), from different institutions (Mediobanca, Deutsche Bank, Bear Stearns, and Lehman Brothers) to the most diverse client base (Institutional, Retail and everything in the between). Filippo holds a Master of Arts in Economics from Stanford University.