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The Greeks and Hedging Explained (Repost)

Posted By: leonardo78
Date: 18 Feb 2018 05:55:39
The Greeks and Hedging Explained (Repost)

The Greeks and Hedging Explained by Peter Leoni
Language: English | 2014 | ISBN: 1137350733 | 134 pages | PDF | 1,06 MB

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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