Course

Minicourse Derivatives

How to Use Greeks to Manage a Derivative Portfolio

Introduce modern techniques and derivative pricing practices and how to use the "Greeks" in risk management. Market examples will be solved in spreadsheet with emphasis on calculating the Greeks and risk analysis of the derivatives presented.

Value U$ 240,00

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General information

DATE

21/01/2022

MORE INFORMATION

Phone 1 305 371 6767
e-mail course@financialset.com

DESCRIPTION

Introduce modern techniques and derivative pricing practices and how to use the "Greeks" in risk management. Market examples will be solved in spreadsheet with emphasis on calculating the Greeks and risk analysis of the derivatives presented.

WHO IS IT FOR

Derivatives operators, responsible for risk analysis, product managers, portfolio managers, financial directors, researchers, system analysts and other professionals interested in risk management, forecasting and derivative products in general.

HOW IT WORKS

The topics below will be studied through theoretical exposure followed by the case study with market data and examples solved in Excel spreadsheet, which will be delivered along with the didactic material. Participants will have access to simulation and practical exercises.

INSTRUCTORS

Gyorgy Varga