The Greeks and Hedging Explained
Business & Finance, Finance & Investing, Corporate Finance, Finance
| Author: | Peter Leoni | ISBN: | 9781137350749 |
| Publisher: | Palgrave Macmillan UK | Publication: | May 29, 2014 |
| Imprint: | Palgrave Macmillan | Language: | English |
| Author: | Peter Leoni |
| ISBN: | 9781137350749 |
| Publisher: | Palgrave Macmillan UK |
| Publication: | May 29, 2014 |
| Imprint: | Palgrave Macmillan |
| Language: | English |
A practical guide to basic and intermediate hedging techniques for traders, structerers and risk management quants. This book fills a gap for a technical but not impenetrable guide to hedging options, and the 'Greek' (Theta, Vega, Rho and Lambda) -parameters that represent the sensitivity of derivatives prices.
A practical guide to basic and intermediate hedging techniques for traders, structerers and risk management quants. This book fills a gap for a technical but not impenetrable guide to hedging options, and the 'Greek' (Theta, Vega, Rho and Lambda) -parameters that represent the sensitivity of derivatives prices.
