| 书目名称 | The Greeks and Hedging Explained |
| 编辑 | Peter Leoni |
| 视频video | http://file.papertrans.cn/911/910939/910939.mp4 |
| 概述 | Hands on application explains hedging as it is applied in practice, not as is described in textbooks, allowing readers to better understand the trading floor.Need-to-know information with the most imp |
| 丛书名称 | Financial Engineering Explained |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2014 |
| 关键词 | Black-Scholes; Delta hedge; dynamic replication; The Greeks; Volatility; Gamma; Vega; Theta; Hedging; Skew; Sm |
| 版次 | 1 |
| doi | https://doi.org/10.1057/9781137350749 |
| isbn_softcover | 978-1-137-35073-2 |
| isbn_ebook | 978-1-137-35074-9 |
| copyright | Palgrave Macmillan, a division of Macmillan Publishers Limited 2014 |