An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel (Global Financial Markets)
Jawwad Farid
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Description for An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel (Global Financial Markets)
Hardcover. 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: 280 pages, 320 figures. BIC Classification: KFFM2. Category: (P) Professional & Vocational. Dimension: 242 x 165 x 25. Weight in Grams: 580.
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
Hardback
Publication date
2015
Publisher
Palgrave Macmillan
Condition
New
Series
Global Financial Markets
Number of Pages
246
Place of Publication
Basingstoke, United Kingdom
ISBN
9781137371669
SKU
V9781137371669
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-20
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
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