An Option Greeks Primer. Building Intuition with Delta Hedging and Monte Carlo Simulation Using Excel.
Jawwad Farid
€ 77.61
FREE Delivery in Ireland
Description for An Option Greeks Primer. Building Intuition with Delta Hedging and Monte Carlo Simulation Using Excel.
Paperback. 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. Series: Global Financial Markets. Num Pages: 246 pages, biography. BIC Classification: KFF; KFFH; KFFM; KJM; KJQ. Category: (G) General (US: Trade). Dimension: 235 x 155 x 15. Weight in Grams: 433.
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.
Product Details
Format
Paperback
Publication date
2014
Publisher
Palgrave Macmillan United Kingdom
Number of pages
246
Condition
New
Series
Global Financial Markets
Number of Pages
246
Place of Publication
Basingstoke, United Kingdom
ISBN
9781349475728
SKU
V9781349475728
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Jawwad Farid
Jawwad Farid has been building and implementing risk models since August 1998. Working with clients on four continents, he helps bankers, board members and regulators take a market-relevant approach to risk management. He is the founder of Alchemy Technologies, a risk consulting practice, and writes about risk and treasury products at FinanceTrainingCourse.com. Jawwad's expertise includes investment management, product development ... Read more
Reviews for An Option Greeks Primer. Building Intuition with Delta Hedging and Monte Carlo Simulation Using Excel.