The Greeks and Hedging Explained

Download or Read eBook The Greeks and Hedging Explained PDF 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.
The Greeks and Hedging Explained
Author :
Publisher : Springer
Total Pages : 284
Release :
ISBN-10 : 9781137350749
ISBN-13 : 1137350741
Rating : 4/5 (49 Downloads)

Book Synopsis The Greeks and Hedging Explained by : Peter Leoni

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.


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