An Option Greeks Primer

Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel

• Author(s): Jawwad Farid,
• Publisher: Springer
• Pages: 246
• ISBN_10: 1137371676
  ISBN_13: 9781137371676
  
• Language: en
• Categories: Business & Economics / Insurance / Risk Assessment & Management , Business & Economics / Corporate Finance / General , Business & Economics / Investments & Securities / General , Business & Economics / Business Mathematics , Business & Economics / Finance / General , Business & Economics / Management ,

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.