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The Greeks and Hedging Explained
- Editore:
Palgrave Macmillan
- Collana:
- Financial Engineering Explained
- EAN:
9781137350732
- ISBN:
1137350733
- Pagine:
- 134
- Formato:
- Paperback
- Lingua:
- Inglese
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Descrizione 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.
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