The Greeks and hedging explained / by Peter Leoni.
Series: Financial Engineering ExplainedPublisher: London : Palgrave Macmillan UK, 2014Description: 1 online resource (152 pages)Content type:- text
- computer
- online resource
- 9781137350749
No physical items for this record
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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