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...
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
London
Palgrave Macmillan UK
2015, 2015
|
| Series: | Global Financial Markets series
|
| 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 |
|---|---|
| Physical Description: | XXXII, 246 p online resource |
| ISBN: | 9781137371676 |