Option Greeks – Delta, Gamma, Vega, Theta & Rho
3 mins read While we have done a few posts earlier about option price sensitivities, here is a quick reference guide for the
Advance Risk Management Models – Workshop & Training reference page
2 mins read Advance Risk Management Models (aka RM II) course is a 1 credit course taught at the SP Jain Campus in
Sales & Trading Interview Guide: Understanding Greeks: Option Delta and Gamma
8 mins read Sales & Trading Interview Guide: Understanding Greeks. Option Delta and Gamma. Here is a short and sweet extract from the
Sales and Trading Interview Guide: Understanding Greeks – Preface
5 mins read Sales and Trading Interview Guide: Option Greeks Primer – Preface A word of fair warning. This is a trivial book by
Treasury Department.
10 mins read The post that follows is a transcript of the “Introducing the Bank Treasury Function” lecture. The lecture is part of
The LIBOR Crisis Barclays Bank.
7 mins read LIBOR Crisis Barclays Bank LIBOR: What is LIBOR? LIBOR is the abbreviation for London Inter Bank Offer Rate. This is