The Greeks and Hedging Explained (9781137350732)

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.

Product details

• Format Paperback | 134 pages
• Dimensions 155 x 235 x 12.7mm | 244g
• Publication date 26 Jun 2014
• Publisher Palgrave Macmillan
• Publication City/Country Basingstoke, United Kingdom
• Language English
• Edition Statement 2014 ed.
• Illustrations note XIV, 134 p.
• ISBN10 1137350733
• ISBN13 9781137350732
• Bestsellers rank 715,211

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