Theta is one of the most critical concepts in option and structured product pricing, representing the rate at which an option's value...
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The previous articles in this Greek textbook series looked at Delta and Gamma, which are the first and second order sensitivities of...
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The first article in this series examined Delta, which measures the sensitivity of an option or structured product’s price to the...
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The role of “Greeks” (or “sensitivities”) derivatives and structured products is very important. Greeks go hand in hand with option...
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In the previous article, we considered the definition and calculation of sensitivities, or “Greeks”, for individual structured...
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The role of “Greeks” in Structured Products and Derivatives is very important. The terminology of the Greeks was first adopted after...
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The US social media giant Twitter Inc is a high profile, volatile and at times rewarding stock which has significant interest and...
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Many investors need long term solutions for capital growth or income with controlled risk. This is particularly true for investors...
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The hedging process is one of the most important aspects of creating structured products. One of the key differences between...
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Equity linked products remain dominant in most structured products markets around the world. This is because equities are considered...
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