By Jawwad Farid
This ebook offers a hands-on, useful consultant to delta hedging and Greeks, with a spotlight on instinct. Written by way of an skilled advisor, instructor and coach, it's written for the various practitioners who have to comprehend the myriad relationships among suggestions Greeks yet lack the PhD essential to penetrate a lot of the present literature. Written in available language, the e-book builds up a origin of data on easy quantitative finance techniques, ahead of relocating directly to clarify complex subject matters and methods for Delta, Gamma, Vega, Vanna, Volga, Theta and Rho. utilizing an Excel dependent Delta Hedging simulation version the booklet examines the influence of Greeks on alternative buying and selling P&L and indicates find out how to hedge greater order Greeks and construct volatility surfaces.
The publication will attract many within the funding banking enviornment, from investors and hazard managers, to revenues and advertising groups inside of capital markets and FICCs teams who desire a thorough yet now not overly quantitative figuring out of alternative Greeks.
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Extra info for An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel (Global Financial Markets)
An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel (Global Financial Markets) by Jawwad Farid