An Option Greeks Primer — Building Intuition with Delta Hedging and Monte Carlo Simulation Using Excel
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, marke...
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Format: | eBook |
Language: | English |
Published: |
London
Palgrave Macmillan UK
2015, 2015
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Series: | Global Financial Markets series
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Subjects: | |
Online Access: | |
Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Summary: | 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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Physical Description: | XXXII, 246 p online resource |
ISBN: | 9781137371676 |