Greeks and hedging explained, the
Auteur :
Leoni, Peter
Éditeur :
Palgrave Macmillan
ISBN :
9781137350732
Date de publication :
29 mai 2014
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
244 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.