Learning Platform - "Trade Compliance & Surveillance"

Course: Options – Greek Variables

About the online training programme

This course provides learners with a comprehensive overview of the risk parameters related to option positions. It is explained how the Greek variables can be used to perform risk management. Throughout the course one can master advanced knowledge of the Greeks and how sensitivity analysis can be effectuated, as well as how this allows to manage positions. In addition, the relationships between the risk parameters are clarified.

Course Contents

This course covers the following video lessons:

  1. Risk parameters
  2. Dynamic concepts
  3. Delta – Introduction
  4. Delta – Call Delta versus put Delta
  5. Delta – Sensitivity
  6. Delta – Long versus short position
  7. Delta – Portfolio management
  8. Delta – Relevant notes
  9. Delta – Hedge ratio
  10. Delta – Non-linear exposure vs. linear hedge
  11. Delta – Dynamics of Delta
  12. Theta – Introduction
  13. Theta – Portfolio management
  14. Vega – Introduction
  15. Vega – Portfolio management
  16. Rho
  17. Second order Greeks – Introduction
  18. Vanna
  19. Vomma
  20. Charm
  21. Veta
  22. Vera
  23. Gamma – Introduction
  24. Gamma – Characteristics
  25. Gamma – Rules of thumb
  26. Third order Greeks
  27. Application – Coherence – Delta
  28. Application – Coherence – Gamma, Vega & Theta
  29. Application – Coherence – The process of the underlying
  30. Application – Coherence – Greeks of a linear product
  31. Risks beyond Greeks – Liquidity risk
  32. Risks beyond Greeks – PIN risk
  33. Risks beyond Greeks – Fugit

This course also includes examination and certification.

Entrima has trained numerous professionals and certified thousands of learners, and counting

The in-company training services were very satisfying, amongst others, as they served the purpose of learning by debate and through exchange of thoughts.

Pieter Schuurs
Intercontinental Exchange | ICE Endex

The most positive element of ENTRIMA’s online learning services concerns the progressive (step-by-step) approach from simple to more complex concepts.

Ronan Haas
Eurelectric

The online learning services are based on a comprehensive curriculum with a wide variety of theoretical basics combined with a profound business knowledge. The courses provide an in-depth understanding of business relevant processes.

Mario Claeys
Uniper Global Commodities

ENTRIMA’s courses are very suitable for our employees; good quality content is what we look for.

Rob Veersma
Advisor | Global Energy Community

Really well structured and easy to follow content that is varied in delivery in order to keep the reader engaged. Looking forward to seeing more from the ENTRIMA in the future!

Erika Rabadia
Manager Trading Surveillance | Shell

The course provided a good explanation.

Mohammed Abi Afthab Olikathodi
Analyst Energy Data & Scenarios at Eurelectric

Content was good.

Maria Kramer
Operational Risk Management at Statkraft

Good illustrations

Nataly Trofimova
Head of Internal Audit at D.Trading

The most positive element of the course were the short informative lectures.

Olga Lysytsyna
Senior Consultant at E-Star

It is very informative and well described. The subtitles help.

Mohammed Abi Afthab Olikathodi
Analyst Energy Data & Scenarios at Eurelectric

ENTRIMA’s Learning Platform provides access to a rich variety of courses which is really valuable for a life-long learner. You can access the content anytime and very easily, using your time wisely to study and grow.

Onest-Dan Gheorghisor
Sr. Expert Energy Trading & Risk Management B2B & B2C Sales OVM Petrom