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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    Order before 4pm tomorrow for delivery by Wed 17 Jun 2026.

    A Paperback by Peter Leoni

    15 in stock


      View other formats and editions of The Greeks and Hedging Explained Financial Engineering Explained by Peter Leoni

      Publisher: Palgrave MacMillan UK
      Publication Date: 5/29/2014 12:00:00 AM
      ISBN13: 9781137350732, 978-1137350732
      ISBN10: 1137350733
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      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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