The Greeks and Hedging Explained

Autori

• Peter Leoni

Parametri

• 148 pagine
• 6 ore di lettura

• Economia e affari

Maggiori informazioni sul libro

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.

Lingua: Inglese

Pubblicato: 2014

(In brossura)