Option greeks primer, an: building intuition with delta hedging and monte carlo simulation using excel
Auteur :
Farid, Jawwad
Éditeur :
Palgrave Macmillan
ISBN :
9781349475728
Date de publication :
1 janv. 2015
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.