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The Greeks and Hedging Explained
Peter Leoni
出版Springer, 2014-05-29
主題Business & Economics / Finance / Financial EngineeringBusiness & Economics / Corporate Finance / GeneralBusiness & Economics / Insurance / Risk Assessment & ManagementBusiness & Economics / Investments & Securities / GeneralBusiness & Economics / Finance / GeneralBusiness & Economics / Management
ISBN11373507419781137350749
URLhttp://books.google.com.hk/books?id=ey7tAwAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋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.