Description

Book 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.

Table of Contents
1. Hedging Contingent Claims 2. Delta Hedging in the Perfect World 3. The Balance between Gamma and Theta 4. Trading is the Answer to the Unknown 5. Vega as a Crucial Greek 6. The Greek Approximation 7. Volatility Term Structure 8. Skew and Smile

The Greeks and Hedging Explained Financial Engineering Explained

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    A Paperback by Peter Leoni

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      Book details

      Publisher Palgrave MacMillan UK
      Published 5/29/2014 12:00:00 AM
      ISBN-13 9781137350732
      978-1137350732
      ISBN-10 1137350733
      Also in:
      Budgeting and financial management Corporate finance Hospitality and service industries

      Description

      Book 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.

      Table of Contents
      1. Hedging Contingent Claims 2. Delta Hedging in the Perfect World 3. The Balance between Gamma and Theta 4. Trading is the Answer to the Unknown 5. Vega as a Crucial Greek 6. The Greek Approximation 7. Volatility Term Structure 8. Skew and Smile

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