Tag: Greeks
SRP in brief: Derivia to host first Middle East conference
International | Industry
30 Sep 2024 by SRP News
We review selected panel discussions of SRP Americas 2024 while awaiting to unveil the lineup of our inaugural Middle East conference to take place in Dubai.
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Greeks aggregation: the value of calculating total risk
International | Products
25 Sep 2024 by Tim Mortimer - FVC
Looking at the aggregated risk of large portfolios provides valuable insight into trading distortions and opportunities that may not be immediately obvious by simply tracking issuance trends.
Understanding Greeks
International | Products
11 Sep 2024 by Tim Mortimer - FVC
FVC’s Tim Mortimer explores the concept of Greeks and the role they play in structured products and derivatives.
