- Explore the principles of delta, gamma, vega, and theta (DGVT) risk sensitivities.
- Understand the Taylor Series Expansion as an adaptation to risk measurement using DGVT.
- Examine option volatility skew and its importance to Vega risk sensitivity measurement.
- Measure delta, gamma, and vega risk sensitivities and estimate portfolio profit or loss in response to market changes (Excel).
- Staff and management in Risk, Finance, Operations, Audit, Risk IT, and Front Office, in financial organizations globally.
- Earn verifiable Continuing Education and Professional Development credits with Optimal MRM’s e-Learning program.
Recommended Course Prerequisites:
How long do I have to complete this course?
You will have access to course content for 270 days from enrollment date and can choose to complete the course at any time during this period.