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Description

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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Product Details

  • May 29, 2014 Pub Date:
  • 9781137350732 ISBN-13:
  • 1137350733 ISBN-10:
  • English Language