Marroni, Leonardo

Pricing and Hedging Financial Derivatives: A Guide for Practitioners

Marroni, Leonardo - Pricing and Hedging Financial Derivatives: A Guide for Practitioners, ebook


Ebook, PDF with Adobe DRM
ISBN: 9781119954576
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Printing79 pages with an additional page accrued every 10 hours, capped at 79 pages
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The only guide focusing entirely on practical approaches to pricing and hedging derivatives

One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging—two critical topics for traders. What matters to practitioners is what happens on the trading floor—information only seasoned practitioners such as authors Marroni and Perdomo can impart.

  • Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets
  • Provides expert guidance on the development of structured products, supplemented with a range of practical examples
  • Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs
  • The Companion Website features all of the examples from the book in Excel complete with source code

Keywords: Introductory Finance,  , derivatives, derivatives trading, derivatives pricing, derivatives hedging, derivatives pricing techniques, derivatives pricing methods, derivatives pricing best practices, how to price derivatives, derivatives hedging techniques, derivatives hedging methods, derivatives hedging best practices, derivatives pricing guide, derivatives hedging guide, derivatives pricing in excel, derivatives hedging in excel

John Wiley and Sons, Inc.
Publication year
The Wiley Finance Series
Page amount
264 pages
Medicine, Health Care, Mode
Printed ISBN

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