Annonce emploi AZ Delta

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... - Voir cette offre d'emploi

of rates convexity and helps traders anticipate the need to re-hedge their delta positions when interest rates shift... - Voir cette offre d'emploi

. In charge of daily calculation of each portfolio delta’s position (i.e. portfolio’s valuation sensibility to the market... dans le système. Valorisation quotidienne (MTM) de chaque produit dérivé en cours. Calcul quotidien des positions delta de chaque... - Voir cette offre d'emploi