An Option Greeks Primer

Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel

Jawwad Farid author

Format:Paperback

Publisher:Palgrave Macmillan

Published:1st Jan '15

Currently unavailable, and unfortunately no date known when it will be back

An Option Greeks Primer cover

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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.

ISBN: 9781349475728

Dimensions: unknown

Weight: 4277g

246 pages

1st ed. 2015