This article includes a series of Risk Management videos, covering several topics which are relevant specially for Market Risk professionals. The videos included cover the following topics (click on the different topics below to access directly the embedded video). Forwards Futures Hedging Hedging with Futures Put options Call options Put-Call Parity Combining Payoffs Payoffs Total […]
Options
Exclusive Interview with Options Expert & Author Pierino Ursone
Pierino Ursone has more than twenty years working as a professional Options trader in the equity and commodity markets (half of it as a Market Maker in Equity Options, the other half as a Proprietary Options trader in the Energy Markets). He has authored Amazon’s popular book How to Calculate Options Prices and Their Greeks: […]
VIDEO: The Universal Principle of Risk Management: Pooling and the Hedging of Risks
Statistics and mathematics underlie the theories of finance. Probability Theory and various distribution types are important to understanding finance. Risk management, for instance, depends on tools such as variance, standard deviation, correlation, and regression analysis. Financial analysis methods such as present values and valuing streams of payments are fundamental to understanding the time value of […]
Popular Systematic Trading Strategy – Breakout Trading
London based Man AHL – Leading Quantitative Investment Manager and one of the biggest hedge funds in the world ($19 billion AUM), published a series of videos explaining how maths are the core for their predictive trading tools. The video highlighted below explains “breakout trading,” which is one of one of the most popular systematic […]
Measuring Risk with Options using the Greeks
If you’re trading with options (or about to start), you will need to get acquainted with the Greeks. The Greeks are composed of four main measures of risk which represent several variables that influence option prices. They are used to support a trader or portfolio manager to determine the risk and reward in options trading. The Greeks risk measures indicate […]
