Financial Engineering Explained

Leoni, Peter

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2014-05-29

Format: Paperback

ISBN-13: 9781137350732

DOI: 10.1057/9781137350749

Dimensions: 235cm x155cm

Pages: 134