The Greeks and hedging explained
著者
書誌事項
The Greeks and hedging explained
（Financial engineering explained）
Palgrave Macmillan, 2014
- : pbk
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注記
Includes bibliographical references (p. 124-128) and index
内容説明・目次
内容説明
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.
目次
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
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