Items related to An Option Greeks Primer: Building Intuition with Delta...

An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel - Softcover

Book 14 of 27: Global Financial Markets

Farid, Jawwad

 
9781349475711: An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel
Softcover
ISBN 10: 1349475718 ISBN 13: 9781349475711
Publisher: Palgrave Macmillan, 2015

This specific ISBN edition is currently not available.

Synopsis

PART I: REFRESHER 0. Notation and Terminology 1. Delta and Gamma PART II: DELTA HEDGING 2. A Simulation Model for Delta Hedging - European Call Options 3. Delta Hedging European Put Options 4. Calculating Cash P&L for a Call Option 5. Calculating Cash P&L for a Put Option PART III: BUILDING SURFACES IN EXCEL 6. Understanding Volatility 7. Building Volatility Surfaces 8. Forward Implied Volatilities PART IV: HEDGING HIGHER ORDER GREEKS 9. Vega, Volga & Vanna 10. Hedging Higher Order Greeks 11. Reviewing the Solver Solution PART V: APPLICATIONS 12. Rebalancing, Implied Vol & Rho 13. Understanding Theta 14. Option Prices and Time to Expiry

"synopsis" may belong to another edition of this title.

Publisher
Palgrave Macmillan
Publication date
2015
Language
English
ISBN 10 
1349475718
ISBN 13 
9781349475711
Binding
Paperback
Number of pages
284

Other Popular Editions of the Same Title

9781137371669: An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel (Global Financial Markets)

Featured Edition

ISBN 10:  1137371668 ISBN 13:  9781137371669
Publisher: Palgrave Macmillan, 2015
Hardcover