Compute, interpret and aggregate option Greeks in Python, and use scenario analysis and stress testing to understand how options portfolios respond to market moves.
Duration6 weeks
LevelIntermediate
Modules6
Lessons24
This course focuses on measuring and managing the sensitivities of options positions. You will compute delta, gamma, vega, theta and rho analytically and by finite differences, aggregate them across a portfolio, and study how they behave through time and across strikes. The second half covers scenario grids, stress testing, P&L attribution and the practical limits of Greek-based risk measures.
6 modules · 24 lessons · 6 weeks. Curriculum preview; the final syllabus may change before enrollment opens.
Build a Greeks engine that computes and aggregates sensitivities for a sample options portfolio
Simulate delta hedging at different rebalancing frequencies and report hedging error distributions
Produce a spot-and-volatility stress report with a P&L attribution breakdown
Quantzivo certificates are completion credentials issued by Quantzivo, not accredited qualifications. Courses teach technical and research skills; they do not promise investment returns or provide investment advice.
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