Leoni, Peter,

The Greeks and hedging explained / by Peter Leoni. - 1 online resource (152 pages). - Financial Engineering Explained . - Financial Engineering Explained .

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.

9781137350749


Science.