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.
- ISBN:
- 9781137350732
- 9781137350732
-
Category:
- Budgeting & financial management
- Format:
- Paperback
- Publication Date:
-
29-05-2014
- Language:
- English
- Publisher:
- Palgrave Macmillan
- Country of origin:
- United Kingdom
- Pages:
- 134
- Dimensions (mm):
- 235x155x9mm
- Weight:
- 0.24kg
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