The Greeks and Hedging Explained
Author | : Peter Leoni |
Publisher | : Springer |
Total Pages | : 284 |
Release | : 2014-05-29 |
ISBN-10 | : 9781137350749 |
ISBN-13 | : 1137350741 |
Rating | : 4/5 (49 Downloads) |
Book Synopsis The Greeks and Hedging Explained by : Peter Leoni
Download or read book The Greeks and Hedging Explained written by Peter Leoni and published by Springer. This book was released on 2014-05-29 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.