{"product_id":"an-option-greeks-primer-building-intuition-with-delta-hedging-and-monte-carlo-simulation-using-excel-global-financial-markets-9781137371669","title":"An Option Greeks Primer Building Intuition with","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThis 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePART 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\u0026amp;L for a Call Option 5. Calculating Cash P\u0026amp;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 \u0026amp; Vanna 10. Hedging Higher Order Greeks 11. Reviewing the Solver Solution PART V: APPLICATIONS 12. Rebalancing, Implied Vol \u0026amp; Rho 13. Understanding Theta 14. Option Prices and Time to Expiry","brand":"Palgrave Macmillan","offers":[{"title":"Default Title","offer_id":49407204589911,"sku":"9781137371669","price":66.49,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781137371669.jpg?v=1730498557","url":"https:\/\/bookcurl.com\/products\/an-option-greeks-primer-building-intuition-with-delta-hedging-and-monte-carlo-simulation-using-excel-global-financial-markets-9781137371669","provider":"Book Curl","version":"1.0","type":"link"}