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: Paperback
• Language: English
• ISBN: 1349475726
• ISBN13: 9781349475728
• Release Date: January 2015
• Publisher: Palgrave MacMillan
• Length: 246 Pages
• Weight: 0.87 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"