An Option Greeks Primer

Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel

von Jawwad Farid

246 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• Reihe: Global Financial Markets
• ISBN: 9781137371669
• Sprache: Englisch
• Erscheinungsdatum: 24.03.2015
• Genre: Wirtschaft/Betriebswirtschaft
• Verlag: Palgrave Macmillan UK