Event Profile

CAIA Germany and BAI Joint Educational Event in Frankfurt

Date(s):
May 30, 2017
Note:
All times listed are in local time
Venue:
Bloomberg Office
Neue Mainzer Straße 75
Frankfurt, 60311  
Fee(s):
Free Event
Description:
CAIA Germany and BAI Joint Educational Event

Volatility in the context of risk, return or hedging strategies.
How can investors benefit from this asset class?
 
11.30
Registration / Snacks
 
12.00
Introduction by CAIA und BAI

12.00-12.45  
From risk-indicator to asset class: Focus on a diversified and directional Volatility Strategy

Stephan Eckhardt, Investment-Specialist, Amundi

12.45 – 13.30
Volatility as an asset class – attributes, implementation and portfolio-implications
Dr. Bernhard Brunner, Managing Director, Head of Multi Asset Alternatives & Hedging, Allianz Global Investors

13.30 – 13.45
Kaffeepause


13.45 – 14.00
Insights to volatility and equity derivatives: volatility analysis, trading-strategies and scenario-analysis
Andreas Schmidt, Bloomberg L.P.

14. 00 - 14.45
Volatility Risk Premia as core for absolute return
Matthias von Randenborgh, CEO, RP Crest
 
14. 45 – 15.15
Panel Discussion und Q&A Session

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Bloomberg Office
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