Greeks and Hedging Explained
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Greeks and Hedging Explained
Leoni, Peter
Palgrave Macmillan
05/2014
134
Mole
Inglês
9781137350732
15 a 20 dias
244
Descrição não disponível.
1. Hedging Contingent Claims 2. Delta Hedging in the Perfect World 3. The Balance between Gamma and Theta 4. Trading is the Answer to the Unknown 5. Vega as a Crucial Greek 6. The Greek Approximation 7. Volatility Term Structure 8. Skew and Smile
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Black-Scholes;Delta hedge;dynamic replication;The Greeks;Volatility;Gamma;Vega;Theta;Hedging;Skew;Smile;Term Structure;Trading;derivatives;Options;Risk Management;investments and securities
1. Hedging Contingent Claims 2. Delta Hedging in the Perfect World 3. The Balance between Gamma and Theta 4. Trading is the Answer to the Unknown 5. Vega as a Crucial Greek 6. The Greek Approximation 7. Volatility Term Structure 8. Skew and Smile
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
