Risk Management of Derivatives
Understand how to measure and manage the risk of derivatives with strong analytical training to help in your professional career.
This program has been upgraded. Enroll in one or more of the following replacements:
Learn now pay later with
To make it even easier to learn, you can finance your program through Affirm.
Loans offered through Affirm are available in the U.S. and Canada.
Module 1: Measuring the Risks of Derivatives used in Financial Risk Management
- The Greeks
- Delta and Gamma
- Gamma, Theta and Rho
Module 2: Value at Risk for Derivatives
- Options
- Futures
- Swaps
- Other structures
- Measuring credit risk of derivatives
- Examples, exercises and cases
Module 1: Managing the Risk of Derivatives
- Managing the Greeks
- Delta hedging
- Gamma hedging
- Vega hedging
Module 2: Managing Swaps
- Micro hedging
- Macro hedging
Module 3: Using Credit Derivatives
- Taxonomy of credit derivatives
- Managing risks with credit swaps, total return swaps, credit spread options
- Examples, exercises and cases