Leoni, Peter
The Greeks and Hedging Explained
Table of contents
1. Hedging Contingent Claims
Peter Leoni
2. Delta Hedging in the Perfect World
Peter Leoni
3. The Balance between Gamma and Theta
Peter Leoni
4. Trading Is the Answer to the Unknown
Peter Leoni
5. Vega as a Crucial Greek
Peter Leoni
6. The Greek Approximation
Peter Leoni
7. Volatility Term Structure
Peter Leoni
8. Skew and Smile
Peter Leoni
Keywords: Finance, Financial Engineering, Business Finance, Risk Management, Investments and Securities, Corporate Finance
- Author(s)
- Leoni, Peter
- Publisher
- Springer
- Publication year
- 2014
- Language
- en
- Edition
- 1
- Series
- Financial Engineering Explained
- Page amount
- 144 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9781137350749
- Printed ISBN
- 978-1-137-35073-2
