An Option Greeks Primer Building Intuition with Delta Hedging and Monte Carlo Simulation Using Excel |
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| Author:
| Farid, Jawwad |
| Series title: | Global Financial Markets Ser. |
| ISBN: | 978-1-137-37167-6 |
| Publication Date: | Mar 2015 |
| Publisher: | Palgrave Macmillan
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| Book Format: | Ebook |
| List Price: | USD $62.00 |
Book 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.
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.