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The Greeks and Hedging Explained

Financial Engineering Explained

By (author) Peter Leoni
Format: Paperback / softback
Publisher: Palgrave Macmillan, Basingstoke, United Kingdom
Published: 29th May 2014
Dimensions: w 152mm h 235mm d 6mm
Weight: 235g
ISBN-10: 1137350733
ISBN-13: 9781137350732
Barcode No: 9781137350732
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Synopsis
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.

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