Option Greeks. Dissecting Delta, Gamma, Vega, Theta & Rho. It doesn’t matter if you took the FRM, CFA, PRMIA, CERA, SOA, CAS or the FIA investment / risk management exam this November/December. There was one section in the curriculum that gave you pause, occasionally a
Understanding Option Price Sensitivities – European Put Options – Sales & Trading Technical Interview Guides As part of our Sales & Trading technical interview guide series we have done a number of posts on Greeks, Delta hedging and estimation of Delta hedging Profit & Loss.
Sales & Trading Interview Guides Series – The understanding option greeks reference resource for dummies A collection of everything we have ever written about understanding Delta, Gamma, Vega, Theta & Rho (the Greeks). To help you prepare for your upcoming Sales & Trading interview at
Option Greeks – Delta, Gamma, Vega, Theta & Rho. While we have done a few posts earlier about option price sensitivities, here is a quick reference guide for the truly lost and confused. For convenience the reference guide has been broken down into the following
Sales & Trading Interview Guide: Understanding Greeks. Option Delta and Gamma. Here is a short and sweet extract from the Sales & Trading Interview Guide series on Understanding Greeks (iBook and plain vanilla PDF version in the works). Rather than focus on formula and derivations,
The Sales and Trading Interview Guide Series – Understanding Greeks and Delta Hedging – Coming soon to an iPad near you…
Update: The ebook edition of the Sales & Trading Interview Guide – Understanding Greeks and Delta hedging is now available for sale and in stores. Preparing for the quantitative portion of a sales and trading interview for a main street bank is a nightmare.