War on Option Greeks – The weekend option pricing risk challenge
2 mins read Option Greeks. Dissecting Delta, Gamma, Vega, Theta & Rho It doesn’t matter if you took the FRM, CFA, PRMIA, CERA,
2 mins read Option Greeks. Dissecting Delta, Gamma, Vega, Theta & Rho It doesn’t matter if you took the FRM, CFA, PRMIA, CERA,
2 mins read I am often asked if there is a suggested sequence that I would recommend to finance newbie(s) when it comes
8 mins read Have you ever wondered what Value at Risk (VaR) numbers would look like across the same dataset but using the
< 1 min read Value at Risk Models – Value at Risk, Marginal VaR, Incremental VaR & Conditional VaR Our latest addition to our
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