The Greeks and Hedging Explained

English, Peter Leoni, 2014
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Product details

Author information

Peter Leoni

Blurb

A practical guide to basic and intermediate hedging techniques for traders, structurers, 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.

Key specifications

topic
Economy & Law
Language
English
Author
Peter Leoni
Year
2014
Number of pages
134
Book cover
Paperback

General information

Item number
8701909
Publisher
Springer
Category
Reference books
Release date
14.5.2018

Book properties

topic
Economy & Law
Language
English
Author
Peter Leoni
Year
2014
Number of pages
134
Book cover
Paperback

Voluntary climate contribution

CO₂ emissions
0.35 kg
Climate contribution
CHF 0.11

30-day right of return if unopened
No warranty

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