The Greeks and Hedging Explained

By Peter Leoni

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.

• Format: Paperback
• Language: English
• ISBN: 1137350733
• ISBN13: 9781137350732
• Release Date: May 2014
• Publisher: Palgrave MacMillan
• Length: 134 Pages
• Weight: 0.50 lbs.
• Dimensions: 0.5" x 5.9" x 9.1"