'Position delta' diaporamas de présentation

Chapter 7

Chapter 7. Option Greeks. Outline. Introduction The principal option pricing derivatives Other derivatives Delta neutrality Two markets: directional and speed Dynamic hedging. Introduction. There are several partial derivatives of the BSOPM, each with respect to a different variable:

515 views • 50 slides

Chapter 16

Chapter 16. Financial Engineering and Risk Management. Outline. Introduction and background Financial engineering Risk management. Introduction and Background. Financial engineering: Is a relatively new derivatives endeavor

443 views • 33 slides

425 views • 20 slides

Case & Hedging Examples

849 views • 9 slides

Case & Hedging Examples

248 views • 9 slides