Options & Risk Analytics in Excel: Pricing Models, Greeks, and Monte Carlo Simulation: Build Option Pricing Models, Calculate Greeks, and Run Monte Carlo Risk Simulations Directly in Excel - Couverture souple

Livre 2 sur 3: The Excel Quant Toolkit

Preston, James; Kanegi, Takehiro

 
9798266298743: Options & Risk Analytics in Excel: Pricing Models, Greeks, and Monte Carlo Simulation: Build Option Pricing Models, Calculate Greeks, and Run Monte Carlo Risk Simulations Directly in Excel
Couverture souple
ISBN 13 : 9798266298743
Editeur : Independently published, 2025

Synopsis

Reactive Publishing

You don’t need Python or a quant terminal to analyze options risk, Excel is powerful enough to build a complete pricing and risk analytics toolkit. Options & Risk Analytics in Excel shows you how to transform a simple spreadsheet into a dynamic options laboratory for traders, analysts, and risk managers.

This hands-on guide walks you through building models from scratch, so you can price options, calculate Greeks, and run risk scenarios in real time, all with nothing more than Excel formulas and built-in tools.

Inside, you’ll learn how to:

  • Implement Black–Scholes & Binomial Models – Price European and American options with live inputs.

  • Calculate Greeks Dynamically – Delta, Gamma, Vega, Theta, and Rho with automatic recalculation.

  • Visualize Payoff Diagrams & Sensitivity Curves – Build interactive charts that update as market conditions change.

  • Monte Carlo Simulation – Model stock price paths and value exotic options using random simulations.

  • Portfolio-Level Risk Analysis – Aggregate Greeks across multiple positions to manage exposure.

  • Stress Testing & Scenario Analysis – See how PnL reacts to volatility spikes, rate changes, and time decay.

Whether you’re a trader looking to improve decision-making, a student learning options pricing, or a financial professional building risk dashboards, this book equips you with practical, Excel-based tools to understand and control options risk.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Independently published
Date d'édition
2025
Langue
anglais
ISBN 13 
9798266298743
Reliure
Broché
Nombre de pages
418
Éditeur
Munrow Danny
Coordonnées du fabricant
non disponible
Personne responsable
non disponible