Correlation and Equity Derivatives Webinar

Market players for equity products on more than one underlying
Types of equity products seen in the market
Using multiple equities to enhance upside participation in a structured product
Using multiple equities to enhance the coupon on a “capital at risk” product
Correlation and the autocallable market
Managing correlation risk exposures
Correlation swaps and offsetting risk in the hedge fund market
Live Q&A

Dr Simon Acomb

Dr Simon Acomb has over 30 years of experience in quantitative finance. He started his career in finance at Barclays deZoete Wedd in 1992 in the Equities Derivatives Group and progressed to run the quantitative research team. This was followed by five years at Commerzbank, where he established a derivatives proprietary trading team and then became head of the equity quantitative research group.

Most recently, Simon has been a managing director at Morgan Stanley as global head of the Equities Analytic Modelling Group. He now works as a consultant and trainer in mathematical finance.

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“[...] Simon is great at explaining difficult mathematical concepts and presenting how they can be applied through numerical exercises. At the same time, he balances out the level of detail depending on the knowledge or interest of the group.”

Asset Management Consultant

“[...] I think the tutors were very proficient in the subjects and I especially enjoyed learning from Simon who has the ability to back up theory with significant practical experience and understanding.”

Derivatives Trader
(Vtb Capital Plc)

Correlation and Equity Derivatives Webinar

PRACTICAL APPLICATION

INTELLECTUAL CLARITY

PERSONAL APPROACH

Key Topics

The Teacher

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