An Option Greeks Primer
Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel
Business & Finance, Industries & Professions, Insurance, Finance & Investing, Corporate Finance
| Author: | Jawwad Farid | ISBN: | 9781137371676 |
| Publisher: | Palgrave Macmillan UK | Publication: | March 23, 2015 |
| Imprint: | Palgrave Macmillan | Language: | English |
| Author: | Jawwad Farid |
| ISBN: | 9781137371676 |
| Publisher: | Palgrave Macmillan UK |
| Publication: | March 23, 2015 |
| Imprint: | Palgrave Macmillan |
| Language: | English |
This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.
This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.
