Documents How Traders Manage Their Exposures Chapter VI. Delta.

Slide 1How Traders Manage Their Exposures Chapter VI Slide 2 Delta Slide 3 Delta Slide 4 Delta: Example Example: The value of your portfolio is $117,000. One way of investigating…

Documents Measurement of Market Risk. Market Risk Directional risk Relative value risk Price risk Liquidity...

Slide 1Measurement of Market Risk Slide 2 Market Risk Directional risk Relative value risk Price risk Liquidity risk Type of measurements –scenario analysis –statistical…