The Greeks and Hedging Explained
Description
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.
Keywords
Business & EconomicsFinanceFinancial EngineeringCorporate FinanceInsuranceRisk Assessment & ManagementInvestments & SecuritiesManagement
2014Book
Author(s)Peter Leoni
PublisherPalgrave Macmillan UK
ISBN9781137350732
LanguageEnglish
