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Table of contents (15 chapters)
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Front Matter
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Refresher
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Front Matter
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Building Surfaces in Excel
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Front Matter
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Hedging Higher-Order Greeks
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Front Matter
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Applications
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Front Matter
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Keywords
About this book
About the author
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.
Bibliographic Information
Book Title: An Option Greeks Primer
Book Subtitle: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel
Authors: Jawwad Ahmed Farid
Series Title: Global Financial Markets
DOI: https://doi.org/10.1057/9781137371676
Publisher: Palgrave Macmillan London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s) 2015
Hardcover ISBN: 978-1-137-37166-9Published: 24 March 2015
Softcover ISBN: 978-1-349-47572-8Published: 01 January 2015
eBook ISBN: 978-1-137-37167-6Published: 23 March 2015
Series ISSN: 2946-3831
Series E-ISSN: 2946-384X
Edition Number: 1
Number of Pages: XXXII, 246
Topics: Risk Management, Business Finance, Investments and Securities, Business Mathematics, Capital Markets, Corporate Finance