Automaticien - Delta V (H/F). Rattaché·e à l'équipe projet vos missions principales seront les suivantes : Assurer...
explanation decomposes the daily change in the value of security using a Taylor expansion into Delta (sensitivity to changes... product is sold and its risk is hedged daily using Delta and Vega hedging. The resulting PnL of this strategy provides insight...
et des grecques (Delta Gamma, Vega, Rho, Vanna, Volga, etc.) est réalisée à l'aide de différents modèles MX natifs, par formules...
of rates convexity and helps traders anticipate the need to re-hedge their delta positions when interest rates shift...