Home » CFA/FRM – Basics of Options Greeks Explained | Part 1(of 5) financial greeks

CFA/FRM – Basics of Options Greeks Explained | Part 1(of 5) financial greeks



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This Video lecture was recorded by our Lead Trainer for CFA, Mr. Utkarsh Jain, during one of his live Session in Pune (India).

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CFA/FRM - Basics of Options Greeks Explained | Part 1(of 5)

CFA/FRM – Basics of Options Greeks Explained | Part 1(of 5)

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CFA/FRM – Basics of Options Greeks Explained | Part 1(of 5)
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8 thoughts on “CFA/FRM – Basics of Options Greeks Explained | Part 1(of 5) financial greeks”

  1. Hi, the greeks are derivated from Black-Scholes Modell for simple european call or put option. I have two questions. 1. The BS formula tries to predict the extrinsic value, right? 2. How do you use the greeks in the practice to better predict the extrinsic value? I mean, one can make sensitivity anlysis, on how the option price would be, if price of underlying, or expiration of option change, however, the szenarios of changes in underlying or expiration are still inputted in the BS formula. How or do the greeks help to optimize the predicted value of the option, by introducing new terms in the BS formula? I think, they don't, but I am not sure. I thought, they are used only for sensitivity anlaysis. Is it so? Thank you for the answers!

  2. Sir I have a doubt on CFA membershiAfter clearing CFA all levels and If we do not apply for membership will our Level 1,2&3 pass certificates turn invalid? Please clarify the same. Thank You!

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