The Greeks and Hedging Explained
(Sprache: Englisch)
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)...
Leider schon ausverkauft
versandkostenfrei
Buch
Fr. 44.90
inkl. MwSt.
- Kreditkarte, Paypal, Rechnungskauf
- 30 Tage Widerrufsrecht
Produktdetails
Produktinformationen zu „The Greeks and Hedging Explained “
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.
Klappentext zu „The Greeks and Hedging Explained “
Most books on financial derivatives focus on either the investment side of the business or on the mathematical models to price them. However, there is a huge gap between how quantitative researchers and analysts, and traders, structurers, and risk managers look at derivatives problems, and in how they respond.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. Taking the viewpoint of the front office practitioner, the book introduces the various option hedging strategies and the mathematics behind them in a concise but thorough manner. The book begins at an elementary level, with an introduction to the Black-Scholes formula (upon which most quantitative finance is built) from a practitioner perspective. The Greeks and Hedging Explained then develops the many themes that are omitted from many textbooks but which actually make up most of what happens in practice including the effect of day conventions, interest rates, and sticky deltas. The book features numerous illustrations, worked examples, and, where appropriate, highlights market conventions over academic assumption.
The Greeks and Hedging Explained is a welcome addition to the Financial Engineering Explained series and serves as a foundation text for some of the more complex titles in the series.
Inhaltsverzeichnis zu „The Greeks and Hedging Explained “
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
Autoren-Porträt von Peter Leoni
Peter Leoni
Bibliographische Angaben
- Autor: Peter Leoni
- 2014, 2014., 134 Seiten, Masse: 15,9 x 23,2 cm, Kartoniert (TB), Englisch
- Peter Leoni
- Verlag: Palgrave Macmillan
- ISBN-10: 1137350733
- ISBN-13: 9781137350732
Sprache:
Englisch
Kommentar zu "The Greeks and Hedging Explained"
0 Gebrauchte Artikel zu „The Greeks and Hedging Explained“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "The Greeks and Hedging Explained".
Kommentar verfassen