The Greeks and Hedging Explained, EBOOKI
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//-->The Greeks and Hedging ExplainedFinancial Engineering ExplainedAbout the seriesFinancial Engineering Explainedis a series of concise, practical guides to modern finance, focusing on key,technical areas of risk management and asset pricing. Written for practitioners, researchers and students,the series discusses a range of topics in a non-mathematical but highly intuitive way. Each self-containedvolume is dedicated to a specific topic and offers a thorough introduction with all the necessary depth, butwithout too much technical ballast. Where applicable, theory is illustrated with real world examples, withspecial attention to the numerical implementation.Series Editor:Wim Schoutens,Department of Mathematics, Catholic University of Leuven.Series Advisory Board:Peter Carr, Executive Director, NYU Mathematical Finance; Global Head of Market Modeling,Morgan Stanley.Ernst Eberlein, Department of Mathematical Stochastics, University of Freiburg.Matthias Scherer, Chair of Mathematical Finance, Technische Universität München.Titles in the series:Equity Derivatives Explained,Mohamed BouzoubaaThe Greeks and Hedging Explained,Peter LeoniForthcoming titles:Smile Pricing Explained,Peter AustingInterest Rates Explained Volume 1,Jörg KienitzInterest Rates Explained Volume 2,Jörg KienitzDependence Modeling Explained,Matthias Scherer and Jan-Frederik MaiSubmissions: Wim Schoutens – wim@schoutens.beFinancial Engineering Explained seriesSeries Standing Order ISBN: 978–1137–32733–8You can receive future titles in this series as they are published by placing a standing order. Please contactyour bookseller or, in case of difficulty, write to us at the address below with your name and address, thetitle of the series and the ISBN quoted above.Customer Services Department, Macmillan Distribution Ltd, Houndmills, Basingstoke, Hampshire RG216XS, EnglandThe Greeks and HedgingExplainedPeter LeoniKU Leuven, Belgium© Peter Leoni 2014All rights reserved. No reproduction, copy or transmission of thispublication may be made without written permission.No portion of this publication may be reproduced, copied or transmittedsave with written permission or in accordance with the provisions of theCopyright, Designs and Patents Act 1988, or under the terms of any licencepermitting limited copying issued by the Copyright Licensing Agency,Saffron House, 6–10 Kirby Street, London EC1N 8TS.Any person who does any unauthorized act in relation to this publicationmay be liable to criminal prosecution and civil claims for damages.The author has asserted his right to be identified as the author of this workin accordance with the Copyright, Designs and Patents Act 1988.First published 2014 byPALGRAVE MACMILLANPalgrave Macmillan in the UK is an imprint of Macmillan Publishers Limited,registered in England, company number 785998, of Houndmills, Basingstoke,Hampshire RG21 6XS.Palgrave Macmillan in the US is a division of St Martin’s Press LLC,175 Fifth Avenue, New York, NY 10010.Palgrave Macmillan is the global academic imprint of the above companiesand has companies and representatives throughout the world.Palgrave® and Macmillan® are registered trademarks in the United States,the United Kingdom, Europe and other countriesISBN: 978–1–137–35073–2This book is printed on paper suitable for recycling and made from fullymanaged and sustained forest sources. Logging, pulping and manufacturingprocesses are expected to conform to the environmental regulations of thecountry of origin.A catalogue record for this book is available from the British Library.A catalog record for this book is available from the Library of Congress.
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