The Greeks and hedging explained

The Greeks and hedging explained

by Leoni, Peter

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Title Statements

  • Full title :The Greeks and hedging explained / Peter Leoni.

Edition Statements

  • Publication Date:2014.

Publication Statements

  • Publisher(s):Palgrave Macmillan
  • Place of Publication:Basingstoke, Hampshire
  • Language:eng
  • Publication Date:2014.

The Physical Object

  • Description:xiv, 130 pages : : illustrations ; : 24 cm

Edition Identifiers

  • ISBN:9781137350732, 1137350733
  • oclc:on1062194455
  • LC Classification:HG6024.A3
  • Dewey Decimal:332.64524

Table of Contents

Hedging contingent claims -- Delta hedging in the perfect world -- The balance between gamma and theta -- Trading is the answer to the unknown -- Vega as a crucial Greek -- The Greek approximation -- Volatility term structure -- Skew and smile.

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Subjects

Couverture (Finances) Derivative Securities Hedging (Finance) Instruments dérivés (Finances)

Writers

Leoni, Peter

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