Risk Models, Option pricing & Bank Regulation training – 2013 guide
3 mins read Risk Models, Option Pricing & Bank Regulation training for practitioners A typical MBA program allows a candidate to take a
3 mins read Risk Models, Option Pricing & Bank Regulation training for practitioners A typical MBA program allows a candidate to take a
2 mins read Option Greeks. Dissecting Delta, Gamma, Vega, Theta & Rho It doesn’t matter if you took the FRM, CFA, PRMIA, CERA,
3 mins read Option Greeks – Theta This article is closely based on the paper “A closer look at Black–Scholes option thetas –
6 mins read Technical Sales & Trading Interviews – Understanding Greeks & Delta Hedging Delta Hedging – Designed for audiences with: Job Interviews
5 mins read Rebalancing frequency, Implied Volatility & Rho. Dynamic Delta Hedging Applications. Now that we have a Delta Hedging Model for Calls
3 mins read In earlier posts we have set the foundation for hedging in practice. We did this by calculating Option Price Sensitivities