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QuantMinds Americas
2022

2022

The Volatility and Correlation Workshop

Led by Sébastien Bossu, Principal at Ogee Group LLC and Adjunct Professor at NYU Courant

Friday, 3 November 2017

Your workshop leader

Sébastien Bossu

Principal and Adjunct Professor 

Ogee Group LLC and NYU Courant

Sébastien Bossu is Principal at Ogee Group LLC in New York where he runs his startup hedge fund focused on macro option strategies; and also serves as Adjunct Professor of Mathematics in Finance at NYU Courant. Sébastien has ten years’ experience in banking and the financial industry at institutions such as J.P. Morgan, Dresdner Kleinwort and Goldman Sachs. An expert in derivatives, he has published several papers and textbooks in the field and he is a regular speaker at Global Derivatives. He is a graduate from The University of Chicago, HEC Paris, Columbia University and Université Pierre et Marie Curie.

Your workshop highlights

First Half

The first part of the workshop will focus on volatility, including volatility and variance derivatives. 


Second Half

The second part of the workshop will focus on correlation, including dispersion trading and correlation swaps.

Your workshop leader

Sébastien Bossu is currently Principal at Ogee Group LLC in New York where he runs his startup hedge fund focused on macro option strategies, and Adjunct Professor at NYU Courant.  Sébastien has over ten years’ experience in the financial industry, including positions with JPMorgan, Dresdner Kleinwort (now Commerzbank), and Goldman Sachs.  His JPMorgan report on variance swaps has become a classic in the industry as well as in the classroom.  His two derivatives textbooks were published by John Wiley and Sons.  Sébastien is a graduate from The University of Chicago, HEC Paris, Columbia University and Université Pierre-et-Marie-Curie.