Futures and Options Markets

  1. Option Sensitivities and Risk Management
    1. Understanding Volatility
      1. Historical Volatility
        1. Calculation Methods
          1. Annualization Techniques
          2. Implied Volatility
            1. Market Expectations
              1. Volatility Smile
                1. Volatility Surface
                2. Volatility Trading
                3. The Greeks
                  1. Delta
                    1. Price Sensitivity
                      1. Hedge Ratios
                        1. Delta Neutral Strategies
                        2. Gamma
                          1. Delta Sensitivity
                            1. Convexity Effects
                              1. Gamma Scalping
                              2. Theta
                                1. Time Decay
                                  1. Theta Strategies
                                    1. Weekend Effects
                                    2. Vega
                                      1. Volatility Sensitivity
                                        1. Vega Hedging
                                          1. Volatility Risk
                                          2. Rho
                                            1. Interest Rate Sensitivity
                                              1. Currency Options
                                              2. Minor Greeks
                                                1. Lambda
                                                  1. Epsilon
                                                    1. Vera
                                                  2. Portfolio Greeks
                                                    1. Aggregation Methods
                                                      1. Risk Management Applications
                                                        1. Dynamic Hedging
                                                          1. Greeks-Based Trading

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                                                        10. Option Pricing Models

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                                                        12. Advanced Derivative Instruments