An Option Greeks Primer: Building Intuition With Delta Hedging And Monte Carlo Simulation Using Excel (Global Financial Markets)

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.

• • Author: Jawwad Farid
• • Publisher: Palgrave Macmillan
• • Publication Date: Jan 01, 2015
• • Number of Pages: 278 pages
• • Language: English
• • Binding: Paperback
• • ISBN-10: 1349475726
• • ISBN-13: 9781349475728