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This book provides a much needed 'middle ground' for risk practitioners who need an in-depth understanding of risk management without excessive formulae or theory. Written to appeal to a broad but financially-minded audience, it provides coverage of risk management and the frame…
Risk Management's greatest failure has been its inability to simplify its factual presentation and connect with board and executive team members in a language that they can understand and relate to. By using simple well established tools, Models at Work takes readers through a j…
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 focu…
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 focu…
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 PA…
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 focu…
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 focu…