By Jawwad Farid
This ebook presents a hands-on, sensible advisor 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 publication builds up a origin of data on uncomplicated quantitative finance innovations, earlier than relocating directly to clarify complex themes and ways for Delta, Gamma, Vega, Vanna, Volga, Theta and Rho. utilizing an Excel established Delta Hedging simulation version the ebook examines the influence of Greeks on choice buying and selling P&L and exhibits easy methods to hedge greater order Greeks and construct volatility surfaces.
The booklet will entice many within the funding banking area, from investors and possibility managers, to revenues and advertising and marketing groups inside of capital markets and FICCs teams who want a thorough yet now not overly quantitative knowing of choice Greeks.
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Additional 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