Volatility in the Eiffel Tower, Cross Asset Trading, 19th May
Bruno Dupire of Bloomberg will be at the Eiffel Tower to tell us about Cross Asset Trading. He'll look at the state of the art in understanding the interactions between equity volatility and credit spreads.
He'll also talk about VIX strategies and hedging.
He'll also talk about VIX strategies and hedging.
Peter Carr, Bloomberg's Head Quant will also be on hand.
It would of course be irrelevant to point out that there are cocktails afterwards :)
The event starts at 4:30 and runs until 7:00, but you have to register before you go, regardless of whether you are a BB customer or not. That's on +44 20 730 7550
Go to the north tower entrance, BTW.
