The Greeks and Hedging Explained
| By: | Peter Leoni |
| Publisher: | Springer Nature |
| Print ISBN: | 9781137350732 |
| eText ISBN: | 9781137350749 |
| Edition: | 0 |
| Copyright: | 2014 |
| Format: | Reflowable |
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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.