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31 July 2010
finance/insurance sector

2nd Annual Investing and Trading in Volatility
Examining practical approaches to implementing volatility into the portfolio

Event Date: 3-4 Apr 2008
Location: 'A Five Star Venue To Be Announced Shortly', UK

key conference speakers

Michael Wexler
Chief Investment Officer, Maple Leaf Capital
Peter van Kleef
Capital Partner, Lakeview Capital Market Services
Scott Jamieson
Head of Structured Products , Aegon Asset Management
Dr. P.J. van der Sluis
Senior Portfolio Manager, GTAA Fund, ABP Investments
Jason MacQueen
, Alpha Strategies and Apollo Advisors Ltd

key conference topics

  • Profiting from volatility in the current environment
  • How to incorporate volatility within your portfolio
  • Arbitrage volatility strategies
  • Pricing challenges within a volatility portfolio
  • Volatility forecasting: Methods, models, key results and remaining issues
  • key conference features

  • Learn how to profit from volatility in the current market
  • Understand how to incorporate volatility within your portfolio
  • Ascertain how volatility can be used as a hedging tool
  • Strategies and models explained
  • conference focus

    conference sponsors
    Gold Sponsor


    BNP Paribas

    who should attend the conference

    From Institutional Investors, Fund and Asset Managers and Hedge Funds:
    Heads, Directors and Managers of:
    Portfolio Management
    Investment Strategy
    Alternative Investments
    Product Development
    Quantitative Research
    Structured Products
    Equities
    Derivatives
    Trading

    From Investment Banks:
    Heads, Directors and Managers of:
    Equity Derivatives Sales and Marketing
    Quantitative Research and Analysis
    Equity Derivatives Trading
    Derivatives Products

    From Exchanges and Brokers:
    Heads, Directors and Managers of:
    Volatility Futures
    Equity Derivatives Product Sales and Marketing
    Derivatives Products
    Business Development

    Together with Law Firms, Financial Regulators and Industry Associations

    the conference organisers

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.



    conference speakers

    Michael Wexler
    Chief Investment Officer
    Maple Leaf Capital

    Peter van Kleef
    Capital Partner
    Lakeview Capital Market Services

    Scott Jamieson
    Head of Structured Products
    Aegon Asset Management

    Frank van Etten
    Senior Investment manager
    ING Investment Management

    Max Butti
    Strategic Development Director
    Liquid Capital

    Institutional Investor Case Study: Variance swapsTaron Ganjalyan
    Portfolio Manager
    Shell

    Dr. P.J. van der Sluis
    Senior Portfolio Manager, GTAA Fund
    ABP Investments

    Patrick Houweling
    Senior Quantitative Researcher
    Robeco Asset Management

    Peter Schwendner
    Head of Quantitative Research
    Sal. Oppenheim

    Dario Brandolini
    Director, Quantitative Management Products
    Allianz Global Investors Italia

    Ser-Huang Poon
    Professor of Finance, Manchester Business School
    University of Manchester

    David McMillan
    Professor of Finance, School of Management
    University of St. Andrews

    Jason MacQueen

    Alpha Strategies and Apollo Advisors Ltd

    Luis De Juan
    Head of Research
    Société Générale Asset Management (SGAM)

    Bertrand Delarue
    Global Head of Product Engineering
    BNP Paribas

    general enquiries

    Anne Flamant

    Marcus Evans
    11 Connaught place
    London, W2 2ET

    Telephone:
    +44 (0) 20 3002 3282
    Fax: +44 (0) 20 3002 3016
    Email: annefl@marcusevansuk.com


    sponsorship opportunities

    Nisha Vyas

    11 Connaught Place
    LONDON
    W2 2ET

    Telephone: +44(0)20 3002 3171
    Fax: +44 (0)20 3002 3484
    Email: nishav@marcusevansuk.com

    conference quote

    "“Explore the prominent challenges and practical solutions when considering the investment in and trading of volatility”"

    “This conference will prove to be a significant development towards understanding the current market and the practical approaches to investing and trading in volatility in order to best equip investors with the knowledge to increase their risk adjusted returns. Within this bigger picture, market players will demonstrate their strategies and will explore the issue of volatility objectively, explaining when gains and losses can be made when investing and trading in volatility.”