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

Farid, Jawwad

Softcover

ISBN 10: 1349475726 ISBN 13: 9781349475728

Verlag: Palgrave Macmillan, 2015

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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.

Details zur Ausgabe

• Verlag: Palgrave Macmillan
• Erscheinungsdatum: 2015
• Sprache: Englisch
• ISBN 10: 1349475726
• ISBN 13: 9781349475728
• Einband: Taschenbuch
• Auflage: 1
• Anzahl der Seiten: 280
• Kontakt zum Hersteller: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Deutschland