An Option Greeks Primer Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel
Description
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.
Keywords
Business & EconomicsFinanceFinancial Risk ManagementCorporate FinanceIndustriesFinancial ServicesBusiness MathematicsManagementMathematicsGame Theory
2015Book
Author(s)Jawwad Ahmed Farid
PublisherPalgrave Macmillan UK
ISBN9781137371669
LanguageEnglish
