An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation Using Excel

by Jawwad Farid

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.

• Format: Hardcover
• Language: English
• ISBN: 1137371668
• ISBN13: 9781137371669
• Release Date: March 2015
• Publisher: Palgrave MacMillan
• Length: 246 Pages
• Weight: 1.40 lbs.
• Dimensions: 1.0" x 6.3" x 9.3"