34 results
This article is based on data provided by the SRP Greeks application and its focus is two of the stocks covered by the service;...
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This article explains how using backtested data sets can be useful to provide extra insight. For traders evaluating investment...
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In this article, we will continue the exploration of different Greeks and examine the interesting second-order Greek known as “Charm”....
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SRP Greeks is a comprehensive platform for structured product analysis and risk management that offers daily sensitivities across...
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Analysing the role of individual Greeks in derivatives and structured products is important. In this article, we continue our...
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The previous articles in this Greek textbook series explored Delta, Gamma, Theta and Vega, each representing a different sensitivity...
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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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