This class was created by Brainscape user Dan DePaulo. Visit their profile to learn more about the creator.
By:
Dan DePaulo
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Decks in this class (6)
Volatility Spreads
Straddle,
Strangle,
Butterfly
8
cards
Bull and Bear Spreads
Vertical spreads
1
cards
Risk Considerations
Delta risk directional,
Gamma risk curvature,
Vega risk volatility
6
cards
Risk Measurement
The delta,
The gamma,
The theta
5
cards
Risk Measures II
Implied delta,
Vanna,
Delta decay or charm
13
cards
Synthetics
Synthetics underlying,
Synthetic long call,
Synthetic short call
11
cards
More about
Derivs
- Class purpose General learning
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