The Greeks And Hedging Explained
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The Greeks and Hedging Explained
Author | : Peter Leoni |
Publisher | : Springer |
Total Pages | : 145 |
Release | : 2014-05-29 |
Genre | : Business & Economics |
ISBN | : 1137350741 |
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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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