Delta, Gamma, Cross Gamma using Finite Difference Method
When prices move the change in PnL can be explained by using the greeks and calculating Impact of Delta , Impact of Gamma , Impact of Cross Gamma.
Our Articles
Popular Posts
- Trailstone Integration Case Study
- Energy Risk Software Rankings 2022
- Video – Leveraging Technology for the Transitioning LNG Markets
- KWA Win All Technology Advisory Categories in 2021 Energy Risk Rankings
- System Upgrade for a Treasury Client
- Support Services
- Functional Optimisation in Findur
- Portfolio Optimisation Requirements Analysis
- LNG Storage in Spain and Regasification
- Closeouts
