The Greeks and Hedging Explained

The Greeks and Hedging Explained

Autore: Peter Leoni
Editore: Palgrave Macmillan UK
Data di pubblicazione: 2014
ISBN: 9781137350732

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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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