The Greeks and Hedging Explained
Peter Leoni
Palgrave Macmillan, 2014
50,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781137350732
- ISBN-10
- 1137350733
- Publisher
- Palgrave Macmillan
- Year
- 2014
- Publication date
- 2014-05-29
- Pages
- 134
- Dimensions
- 235x156x9
- Weight
- 252