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Titlebook: The Greeks and Hedging Explained; Peter Leoni Book 2014 Palgrave Macmillan, a division of Macmillan Publishers Limited 2014 Black-Scholes.

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發(fā)表于 2025-3-21 18:28:12 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱The Greeks and Hedging Explained
編輯Peter Leoni
視頻videohttp://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
叢書名稱Financial Engineering Explained
圖書封面Titlebook: The Greeks and Hedging Explained;  Peter Leoni Book 2014 Palgrave Macmillan, a division of Macmillan Publishers Limited 2014 Black-Scholes.
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
關(guān)鍵詞Black-Scholes; Delta hedge; dynamic replication; The Greeks; Volatility; Gamma; Vega; Theta; Hedging; Skew; Sm
版次1
doihttps://doi.org/10.1057/9781137350749
isbn_softcover978-1-137-35073-2
isbn_ebook978-1-137-35074-9
copyrightPalgrave Macmillan, a division of Macmillan Publishers Limited 2014
The information of publication is updating

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Book 2014A 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.
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https://doi.org/10.1057/9781137350749Black-Scholes; Delta hedge; dynamic replication; The Greeks; Volatility; Gamma; Vega; Theta; Hedging; Skew; Sm
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Arbeits- und Sozialpolitik in Polent. There are large gender differences in the average reading performance in all three countries, disfavouring boys, especially low-performing boys from low SES home backgrounds. We find a huge and stable gap between minority and majority students’ reading achievement, even when corrected for SES. Ta
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