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

Posted By: DZ123

Jawwad Ahmed Farid, "An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel"
English | 2015 | ISBN: 1137371668 | PDF | pages: 279 | 29.2 mb

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.