Introduction to Forwards and Futures
This module looks at some measures that help describe an option's sensitivity to the various factors that determine pricing. They are: Delta, Gamma, Theta, Vega, Rho and Psi — better known as the Greeks. This course replicates the content from module 1 of the course Forwards and Futures: Pricing and Risks.
CPE Credits: 1
|Derivative Instruments or equivalent level of knowledge.
|No advance preparation required.
|Recent Revision Date
|June 4, 2015
|Instructional Delivery Method
|QAS Self Study
|Field of Study
|Specialized Knowledge and Applications