In this article, we will continue the exploration of different Greeks and examine the interesting second-order Greek known as “Charm”....
More

Analysing the role of individual Greeks in derivatives and structured products is important. In this article, we continue our...
More

Theta is one of the most critical concepts in option and structured product pricing, representing the rate at which an option's value...
More

The previous articles in this Greek textbook series looked at Delta and Gamma, which are the first and second order sensitivities of...
More

The first article in this series examined Delta, which measures the sensitivity of an option or structured product’s price to the...
More

The role of “Greeks” (or “sensitivities”) derivatives and structured products is very important. Greeks go hand in hand with option...
More

In the previous article, we considered the definition and calculation of sensitivities, or “Greeks”, for individual structured...
More

The role of “Greeks” in Structured Products and Derivatives is very important. The terminology of the Greeks was first adopted after...
More

Many investors need long term solutions for capital growth or income with controlled risk. This is particularly true for investors...
More

The hedging process is one of the most important aspects of creating structured products. One of the key differences between...
More