Cantitate/Preț
Produs
Total produse
Vezi coșul
An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel de Jawwad Farid

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

Autor Jawwad Farid
en Limba Engleză Hardback – 24 mar 2015
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.
Citește tot Restrânge

Toate formatele și edițiile

Toate formatele și edițiile Preț Express
Paperback (1) 43655 lei  6-8 săpt.
  Palgrave Macmillan UK – 2015 43655 lei  6-8 săpt.
Hardback (1) 51513 lei  3-5 săpt.
  Palgrave Macmillan UK – 24 mar 2015 51513 lei  3-5 săpt.

Din seria Global Financial Markets

  • 15% Private Equity Fund Investments: New Insights on Alignment of Interests, Governance, Returns and Forecasting
    Preț: 56864 lei
  • Private Equity Investing in Emerging Markets: Opportunities for Value Creation
    Preț: 34210 lei
  • Applied Financial Macroeconomics and Investment Strategy: A Practitioner’s Guide to Tactical Asset Allocation
    Preț: 33958 lei
  • 20% Financial Modeling: An Introductory Guide to Excel and VBA Applications in Finance
    Preț: 57868 lei
  • 18% The International Loan Documentation Handbook
    Preț: 33013 lei
  • 15% G.A.T.C.A.: A Practical Guide to Global Anti-Tax Evasion Frameworks
    Preț: 67884 lei
  • 15% Private Company Valuation: How Credit Risk Reshaped Equity Markets and Corporate Finance Valuation Tools
    Preț: 56944 lei
  • Investing in Asian Offshore Currency Markets: The Shift from Dollars to Renminbi
    Preț: 37874 lei
  • 15% The Front Office Manual: The Definitive Guide to Trading, Structuring and Sales
    Preț: 56864 lei
  • 15% OTC Derivatives: Bilateral Trading and Central Clearing: An Introduction to Regulatory Policy, Market Impact and Systemic Risk
    Preț: 48642 lei
  • 15% Integrated Bank Analysis and Valuation: A Practical Guide to the ROIC Methodology
    Preț: 48011 lei
  • 15% The International Corporate Governance System: Audit Roles and Board Oversight
    Preț: 52380 lei
  • 11% Commodity Market Trading and Investment: A Practitioners Guide to the Markets
    Preț: 48065 lei
  • Liquidity Risk: Managing Funding and Asset Risk
    Preț: 37319 lei
  • 18% The Complete Guide to Hedge Funds and Hedge Fund Strategies
    Preț: 71940 lei
  • Intelligent Investing: A Guide to the Practical and Behavioural Aspects of Investment Strategy
    Preț: 37413 lei
  • US Withholding Tax: Practical Implications of QI and FATCA
    Preț: 39236 lei
  • Strategy, Value and Risk: Industry Dynamics and Advanced Financial Management
    Preț: 40308 lei
  • Risk-Based Investment Management in Practice
    Preț: 38429 lei
  • US Withholding Tax: Practical Implications of QI and FATCA
    Preț: 37670 lei
  • Dark Pools: Off-Exchange Liquidity in an Era of High Frequency, Program, and Algorithmic Trading
    Preț: 37246 lei
  • 15% Credit Portfolio Management: A Practitioner's Guide to the Active Management of Credit Risks
    Preț: 56864 lei
  • Models at Work: A Practitioner's Guide to Risk Management
    Preț: 45707 lei
  • International Loan Documentation

Preț: 51513 lei

Preț vechi: 60604 lei
-15% Nou

Puncte Express: 773
Preț estimativ în valută:
9859€ • 10465$ • 8215£

Carte disponibilă

Livrare economică 06-20 decembrie

 Adaugă în coș

Wish list
Gift list
Am citit!
Adaugă în listă
Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9781137371669
ISBN-10: 1137371668
Pagini: 246
Ilustrații: XXXII, 246 p.
Dimensiuni: 155 x 235 x 25 mm
Greutate: 0.64 kg
Ediția:2015
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Seria Global Financial Markets

Locul publicării:London, United Kingdom

Cuprins

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

Notă biografică

Jawwad Farid has been building and implementing risk models since August 1998. Working with clients on four continents, he helps bankers, board members and regulators take a market-relevant approach to risk management. He is the founder of Alchemy Technologies, a risk consulting practice, and writes about risk and treasury products at FinanceTrainingCourse.com.

Jawwad's expertise includes investment management, product development and risk models. He has advised multiple due diligence teams on risk assessment in banking and insurance sectors, set up FX and commodity hedging desks, built fair value models for illiquid securities for FAS 157 disclosures, and helped a US$3 billion life insurance fund on allocation and bid patterns for 20- and 30-year bonds, ALM mismatch and fixed income strategy.

He has worked with the securities and banking regulator and the Asian Development Bank on assessing the state of the corporate bond market as well as issuing valuation opinions on cross currency swaps, participating forwards and contingent liabilities for Exchange Guarantee Funds in the region.

Jawwad is a Fellow Society of Actuaries (Schaumburg, IL), holds an MBA from Columbia Business School, and is a computer science graduate (NUCES FAST). He is an adjunct Faculty member at the SP Jain Global School of Management in Dubai and Singapore, where he teaches Risk Management, Derivative Pricing, Project Finance and Entrepreneurship.