The Greeks and Hedging Explained

The Greeks and Hedging Explained - Financial Engineering Explained

2014

Paperback (29 May 2014)

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Synopsis

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.

Book information

ISBN: 9781137350732
Publisher: Palgrave Macmillan UK
Imprint: Palgrave Macmillan
Pub date:
Edition: 2014
DEWEY: 332.64524
DEWEY edition: 23
Language: English
Number of pages: xiv, 130
Weight: 252g
Height: 235mm
Width: 156mm
Spine width: 9mm