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Category: Risk Management

March 1, 2022 No comments

Implied and historical volatility

Volatility is one of the parameters needed to calculate the price of a currency option between its trade date and

March 1, 2022 No comments

Introduction to Delta

Delta is one of many indicators that option pricing models are providing (Greeks). It represents the practical level for exercising

March 1, 2022 No comments

La notion de Delta

Le Delta fait partie des nombreuses variables (que l’on appelle les “Grecs”) qu’un outil de pricing d’option va retourner. Il représente

June 17, 2014 No comments

Volatilité historique et volatilité implicite

La volatilité est un des paramètres nécessaires pour calculer le prix d’une option de change entre sa date de valeur

June 16, 2014 No comments

Utilisation pratique du Delta : la Gestion en Delta neutre

Utilisation pratique du Delta : la Gestion en Delta neutre Une position optionnelle induit un risque de change, au même

July 22, 2013 No comments

Practical use of the Delta: Delta neutral management

An FX option position induces a risk, just as a spot or a forward position. A “delta neutral” management consists

September 11, 2012 No comments

Une approche des risques

RISK MANAGEMENT  / Gestion des Risques : Une approche des risques Table des matières Chapitre 1 – INTRODUCTION A propos

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