Market Risk Measurement: Beta, Option Greeks, and VaR
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Market Risk Measurement: Beta, Option Greeks, and VaR

Updated Jul 20, 2024

What you'll learn

  • Here we explore beta and the challenges involved in calculating. We also explore option price sensitivity measures.
Course Description

Market risk for equities is captured by beta, while for options, this risk is measured by the "Greeks", such as delta, gamma, and vega. Here we explore beta and the challenges involved in calculating. We also explore option price sensitivity measures.