Risk & Greeks

Delta, Gamma, Vega ladders, and scenario analysis — with actual computation, P&L attribution, model risk quantification, and VaR/ES.

4 modules~87 min total

Prerequisites

Derivatives Pricing (or Black-Scholes fundamentals)Basic probability

Modules

01

Analytical Greeks for European Options

Medium
Risk & GreeksBlack-ScholesGreeksP&L Decomposition
02

Numerical Differentiation and Bump-Reval

Medium
Risk & GreeksNumerical MethodsBump-RevalComplex-Step Differentiation
03

Portfolio Greeks Aggregation

Hard
Risk & GreeksPortfolio RiskVega LadderVannaVolga
04

Stressed Scenarios and Model Risk

Hard
Risk & GreeksScenario AnalysisModel RiskP&L AttributionVaR