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The Greeks and Hedging Explained

The Greeks and Hedging Explained

Peter Leoni

Format: Print Book

ISBN: 9781137350732

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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.

Publication Year: 2014
Imprint: Palgrave Macmillan UK
Format: P
Weight (Gram): 244





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