An Option Greeks Primer — Building Intuition with Delta Hedging and Monte Carlo Simulation Using Excel

  • Authors
  • Jawwad Ahmed Farid

Part of the Global Financial Markets series book series (GFM)

Table of contents

  1. Front Matter
    Pages i-xxxii
  2. Refresher

    1. Front Matter
      Pages 1-1
    2. Jawwad Ahmed Farid
      Pages 3-18
    3. Jawwad Ahmed Farid
      Pages 19-58
  3. Delta Hedging

    1. Front Matter
      Pages 59-59
    2. Jawwad Ahmed Farid
      Pages 71-78
    3. Jawwad Ahmed Farid
      Pages 79-90
    4. Jawwad Ahmed Farid
      Pages 91-97
  4. Building Surfaces in Excel

    1. Front Matter
      Pages 99-99
    2. Jawwad Ahmed Farid
      Pages 101-108
    3. Jawwad Ahmed Farid
      Pages 109-124
    4. Jawwad Ahmed Farid
      Pages 125-129
  5. Hedging Higher-Order Greeks

    1. Front Matter
      Pages 131-131
    2. Jawwad Ahmed Farid
      Pages 133-145
    3. Jawwad Ahmed Farid
      Pages 146-157
    4. Jawwad Ahmed Farid
      Pages 158-178
  6. Applications

    1. Front Matter
      Pages 179-179
    2. Jawwad Ahmed Farid
      Pages 181-201
    3. Jawwad Ahmed Farid
      Pages 202-209

About this book

Introduction

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.

Keywords

derivatives Excel hedging mathematics modeling Option Prices Options Volatility

Bibliographic information

  • DOI https://doi.org/10.1057/9781137371676
  • Copyright Information The Editor(s) (if applicable) and The Author(s) 2015
  • Publisher Name Palgrave Macmillan, London
  • eBook Packages Palgrave Economics & Finance Collection
  • Print ISBN 978-1-349-47572-8
  • Online ISBN 978-1-137-37167-6
  • About this book