Implied Volatility: From Theory to Practice

Tuesday, March 7, 2017, 9:30 PM IST | 8:00 AM PST

Implied Volatility: From Theory to Practice

Volatility is a cornerstone concept in options trading, and all traders have a theory of how to trade on it, however, not everyone is clear about what it is exactly.

The webinar will cover

  • Introduction to different kinds of volatility
  • The theory behind implied volatility (IV)
  • How to use Implied Volatility
  • A few of the numerous trading strategies that exploit various characteristics of IV
  • Available online resources i.e. academic and practitioner research
  • Various CBOE indexes to help you get started

Share your questions/ queries and we will try our best to take them up in the webinar! 


Arnav Sheth

Director of the MS in Financial Analysis and Investment Management (MS FAIM)

Saint Mary’s College of California

Arnav Sheth

With almost two decades of experience, Dr. Sheth is a full-time professor at Saint Mary’s College of California. Prior to that, he was an economist with Deloitte Tax and a lecturer at various departments at the University of California, Berkeley including the Haas School of Business.

He has studied, researched, and taught about volatility for almost all of that time, and has consulted on derivative contracts with numerous firms.

He has numerous peer-reviewed journal publications in journals such as the Journal of Investing and Computational Economics. Additionally, his work has been presented at several conferences around the world. He published his first book – Optimal Operating Strategies Under Stochastic Cash Flows – in 2011. He started Gaji Analytics, a consultancy in 2014, and was technical co founder of ProfitModeler, a financial analytics platform, in 2015. He is also involved as a researcher with several active management firms and hedge funds, and is frequently called on to advice fintech firms in Silicon Valley. He has a B.A. in Economics-Mathematics and Philosophy from Lawrence University; an M.A. in Behavioral Economics; an MBA in Finance; and a Ph.D. in Quantitative Finance from Rutgers University, working with the late mathematician Larry Shepp.

Outside of his work, he is interested in climbing (four expeditions to the Himalayas), distance running (completed three marathons) and, open water swimming (completed the swim from Alcatraz to San Francisco).


Who should attend?

  • options traders
  • traders/quants/analysts interested in implied volatility
  • hedge fund managers and consultants
  • students and academicians

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