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TRADING VOLATILITY

VOLATILITYT rading VOLATILITY , Correlation, Term Structure and SkewTRADINGVOLATILITYC olin Bennett VOLATILITYTRADINGC olin Bennett is a Managing Director and Head of Quantitative and Derivative Strategy at Banco Santander. Previously he was Head of Delta 1 Research at Barclays Capital, and Head of Convertible and Derivative Research at Dresdner started his career in Convertible Bond Research at Merrill Lynch, after studying Mathematics and Electrical Engineering at Cambridge University. In the 1993 National Mathematics Contest Colin came 16th in the UK. He has also worked in Equity Derivative Sales, and as a Desk Analyst for the equity derivative TRADING desk. Colin is a regular speaker at CBOE, Eurex, Marcus Evans, Futures and Option World, Risk Magazine and Bloomberg THE AUTHOR A master piece to learn in a nutshell all the essentials about VOLATILITY with a practical and lively approach.

Trading Volatility, Correlation, Term Structure and Skew VOLATILITY TRADING Colin Bennett . VOLATILITY TRADING Colin Bennett is a Managing Director and Head of Quantitative and Derivative Strategy at Banco Santander. Previously he was Head of Delta 1 …

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