The Greeks and Hedging Explained

  • Peter┬áLeoni

Part of the Financial Engineering Explained book series (FEX)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Peter Leoni
    Pages 1-23
  3. Peter Leoni
    Pages 24-39
  4. Peter Leoni
    Pages 40-61
  5. Peter Leoni
    Pages 62-74
  6. Peter Leoni
    Pages 75-84
  7. Peter Leoni
    Pages 85-97
  8. Peter Leoni
    Pages 98-108
  9. Peter Leoni
    Pages 109-123
  10. Back Matter
    Pages 124-130

About this book


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.


Black-Scholes Delta hedge dynamic replication The Greeks Volatility Gamma Vega Theta Hedging Skew Smile Term Structure Trading derivatives Options Risk Management

Authors and affiliations

  • Peter┬áLeoni
    • 1
  1. 1.KU LeuvenBelgium

Bibliographic information