The Greeks and Hedging Explained

by Leoni, Peter
ISBN: 9781137350732
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Overview

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.
  • Format: Trade Paperback
  • Author: Leoni, Peter
  • ISBN: 9781137350732
  • Condition: New
  • Dimensions: 9.10 x 0.50
  • Number Of Pages: 134
  • Publication Year: 2014
Language: English