04.02.2008 Opalesque Exclusive: Swiss/German options trading hedge fund surfs the volatility smile with a little help from the Greeks
Benedicte Gravrand, Geneva: Opalesque talked to Conservative Concept back in May 2007 (see our exclusive article here), and the risk manager Mr. Schuermann said then he was expecting a rise in volatility in the summer – which would be good for the CC Athena OS Fund which trades in opportunities that arise from the volatility smile. That is just what happened. Maik Kaminski, portfolio manager
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