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The Greeks and Hedging Explained

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The Greeks and Hedging Explained - Leoni, Peter
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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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    • Title: The Greeks and Hedging Explained by Peter Leoni
    • Publisher: Springer Nature
    • Print ISBN: 9781137350732, 1137350733
    • eText ISBN: 9781137350749
    • Edition: 2014
    • Format: EPUB eBook
    $10.50
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