Cover of Jawwad Farid: Option Greeks Primer

Jawwad Farid Option Greeks Primer

Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel

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Palgrave Macmillan UK

2015

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978-1-137-37167-6

1-137-37167-6

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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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