As the launch of the SRP Greeks solution approaches, we dive deep into the various risk characteristics that the option positions in structured products are exposed to.
The role of “Greeks” (or “sensitivities”) derivatives and structured products is very important. Greeks go hand in hand with option valuation, which is itself a very complex subject. Options exchanges provide a liquid environment for trading important options on many underlyings During the lifetime of an option or structured product, an investment bank or other party can price a product based on market data and accepted pricing models to calculate a price at which the