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.