Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel
by
Jawwad Farid
Language: English
Release Date: March 23, 2015
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.