Buying and Selling Volatility

Kevin B. Connolly used to be Head of Quantitative Research at JamesCapel & Co. He then joined Cresvale International AssetManagement as Director responsible for instituting scientific riskmanagement for Cresvale's principal Japanese warrants market-makingsection. He is currently undertaking research into complexvolatility trading for Refco Overseas Ltd, and is setting up salesand trading systems for Japanese warrants and convertible bonds forIndependent Capital Corporation. He also lectures at CityUniversity Business School and London Guildhall University, UK.