| The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. | USD 99.00 / year |
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FX Options Greeks – All chapters
This three-part module continues where our module FX Options left off and examines in a more formal way the factor sensitivities of FX options, often known as the Greeks because they are formally denoted with Greek letters by quantitative analysts. We explain in detail what are delta and gamma, and why they matter so much to option users and traders, and we provide detailed illustrations of delta hedging and its economics. We also analyze other principal Greeks, including vega, theta and rho. By the end of this module, you will feel very comfortable with how the price sensitivities of options change as the options move from being OTM, to ATM, to ITM.
Target audience: Traders, risk managers, sales force, financial control and audit
Prerequisite required:
– FX Introduction
– FX Options
Prerequisite recommended:
– None