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

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

Hardcover

Series: Global Financial Markets

Investing & Finance

ISBN10: 1137371668
ISBN13: 9781137371669
Publisher: Palgrave MacMillan
Published: Mar 24 2015
Pages: 246
Weight: 1.40
Height: 1.00 Width: 6.30 Depth: 9.30
Language: English
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.

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