Risk Sensitivity (Excel)

USD $165


In this e-Learning course, we explore the fundamental principles of delta, gamma, vega, and theta (DGVT) risk sensitivities. We engage with you in practical exercises in Excel, to measure delta, gamma, and vega risk sensitivities and estimate portfolio profit or loss in response to market changes.

Who Should Enroll:

This course is ideal for finance professionals, traders, risk managers, and anyone seeking a deeper understanding of risk sensitivities in financial markets. It is suitable for College and University students who aspire to become risk and finance professionals.

What You Will Gain:

Upon completing this course, you will:

  • Understand what risk sensitivities are and how they are used to estimate portfolio profit or loss.
  • Apply the Taylor Series Expansion for risk measurement to arrive at delta, gamma, and vega.
  • Measure delta, gamma, and vega risk sensitivities in Excel.
  • Estimate portfolio profit or loss in response to market fluctuations, using risk sensitivities.

Course Duration:

1.5 hours

Course Access Duration:

270 days starting from enrollment date.


Audio-Visual Content and Course Duration:

  • The time that it takes to complete the course will be determined by your pace.
  • The total viewing time of lesson presentations is 1-1.5 hours;  individual lesson topics are between 5-15 minutes each, presented as audio-visual content.
  • The time needed to complete each exercise presented is between 10-20 minutes, based on your level of engagement.
  • The exam is allocated 1 hour.

Downloadable Content:

  • The exercises presented in lessons are provided in a downloadable Excel spreadsheet. This will enable you to practice the exercises, side-by-side with the lesson presentations.
  • A downloadable PDF is provided as a text version of the lessons presentations. This can be used as reference and to make notes, as you go through the presentations.

Exam and Certificate:

  • The course exam is comprised of questions in the form of true/false, multiple choice, sorting choice, and fill in the blank.
  • A personalized course certificate will be issued to you with a minimum score of 50%.
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