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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

Paperback

Series: Global Financial Markets

Investing & Finance

ISBN10: 1349475726
ISBN13: 9781349475728
Publisher: Palgrave MacMillan
Published: Jan 1 2015
Pages: 246
Weight: 0.87
Height: 0.59 Width: 6.14 Depth: 9.21
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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