Kontakt
Kako kupovati
Dostava
Savjetnik za kupnju
Greeks and Hedging Explained
Engleski
107 b
Do 30 dana za povrat
Kupci su kupili i
/
Meki uvez
34.85
€
Most books on financial derivatives focus on either the investment side of the business or on the mathematical models to price them. However, there is a gap between how quantitative researchers, analysts, structurers, risk managers and traders look and communicate on derivatives problems. In particular there often is a strong emphasis on pricing rather than hedging or risk management. 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. Taking the viewpoint of the front office practitioner, the book introduces the various option hedging strategies and the mathematics behind them in a concise but thorough manner. The book begins at an elementary level, with an introduction to the Black-Scholes formula (upon which most quantitative finance is built) from a practitioner perspective. The Greeks and Hedging Explained then develops the many themes that are omitted from many textbooks but which actually make up most of what happens in practice - including the effect of day conventions, interest rates and sticky deltas. The book features numerous illustrations, worked examples and, where appropriate, highlights market conventions over academic assumption. The Greeks and Hedging Explained is a welcome addition to the Financial Engineering Explained series and will serve as a foundation text for some of the more complex titles in the series.
Informacije o knjizi
Engleski
Poklonite ovu knjigu još danas
To je jednostavno
1 Dodajte knjigu u košaricu i odaberite isporuku kao poklon 2 Zauzvrat ćemo vam poslati kupon 3 Knjiga dolazi na adresu poklonoprimcaMoglo bi vas zanimati i
/
Tvrdi uvez
116.84
€
/
Meki uvez
7.69
€
/
Meki uvez
8.60
€
/
Meki uvez
30.80
€
/
Meki uvez
59.18
€
/
Meki uvez
20.26
€
Dobar dan! Ja sam Libroamiko, vaš književni savjetnik.
Kako vam mogu pomoći?