Test your knowledge: Risk - Advanced level

Test your knowledge about risk management
Knowledge related Middle Office activities, models & processes is not only relevant for Risk Managers & Analysts, but supporting staff must also understand this in order to excel.
At this advanced level you are tested with respect to your skills, the application of knowledge and therefore practice

Theta describes the sensitivity of an option with respect to a change in:



Who developed the formula: (return - risk free rate)/volatility ?



Beta hedging is often NOT applied because of:



Rho describes the sensitivity of an option with respect to a change in:



Variance is:



What is referred to when 'worst case peformance' is mentioned?



A company is exposed to downside risk when:



Gamma describes the sensitivity of an option with respect to a change in:



A gas-fired power plant can be considered a sequence of:



Alpha is: