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Manage Complex Option Portfolios: Simplifying Option Greeks – Part 3 | Webinar

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Complete Recording

Check out the complete recording of the webinar here:


Session Outline

  • Moving from individual option risks to portfolio risks
  • Analysing Multiple Underlying Portfolios
  • Building Scenario Management Tools for Analysing Complex Option Portfolios
  • Managing additional sources of risk like dividend and stock borrowing risks

About the Speaker

Rajib Ranjan Borah
Rajib has done his Bachelors in Computer Engineering from NIT, Surathkal and PGDM from IIM Calcutta. He is a National Biology Olympiad Finalist and has represented India in World Puzzle Championship Twice.Rajib leads the prop trading business for iRage as its CEO, focussing on strategy development, risk management, and internal processes. He is also a regular speaker on algorithmic trading conferences in Asia, America & Europe. Prior experiences – Quant research (Bloomberg, NY); High-frequency trading (Optiver, Amsterdam); Data analytics technology (Oracle); Business strategy for an investment firm & derivatives exchanges (PwC).


This event was conducted on:
Monday, 13th November 2017
8:30pm IST | 10:00am ET | 11:00pm SGT

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