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Dear @bahung,
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Thank you very much for the idea to link the course description! The course description mentions Risk-neutral valuation, the Black Scholes Model, and hedging. This of course includes option valuation and Delta-hedging, which use the Greek Delta. But we also covered other Greeks in the course.
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hudde committed Feb 1, 2024
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Expand Up @@ -71,8 +71,10 @@ Shiny app, and with the computation of Greeks in jump diffusion models.

`greeks` has been applied to investigate the performance of Monte Carlo Greeks
for jump diffusion Models from [@Hudde:2023].
Furthermore, `greeks` is used in graduate courses in financial mathematics to
provide a better understanding of option prices and Greeks by interactive
Furthermore, `greeks` is used in graduate courses in financial mathematics (such
as
https://www.hs-koblenz.de/fileadmin/media/fb_mathematik-und-technik/Pruefungsamt-Dokumente/Modulhandbuch_Ma-AM_aktuell.pdf#page=32)
to provide a better understanding of option prices and Greeks by interactive
visualizations.
`greeks` is also suited for financial risk management purposes.

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