SSRN Home Search and Download Papers Browse Abstract and Paper Submission Subscribe to Networks View Briefcase Top Papers Top Authors Top Institutions

 

Abstract

 


 


Download | Share | Email | Add to Briefcase | Buy Hard Copy

The Boy's Guide to Pricing & Hedging

Emanuel Derman
Columbia University


December 19, 2002



Abstract:     
There is often an unfortunate strain of pedantry running through the teaching of quantitative finance, one involving an excess of abstraction, formality, rigor and axiomatization that makes the subject unnecessarily daunting and difficult. This article contains a short guide to quantitative finance with a human face.

Keywords: quantitative finance, options, pricing, hedging, education

Working Paper Series

Date posted: January 17, 2003 ; Last revised: January 16, 2006

Suggested Citation

Derman, Emanuel, The Boy's Guide to Pricing & Hedging (December 19, 2002). Available at SSRN: http://ssrn.com/abstract=364760 or doi:10.2139/ssrn.364760


Export to: Export Citation What's this?

Contact Information

Emanuel Derman (Contact Author)
Columbia University ( email )
3022 Broadway
New York, NY 10027
United States
212 854 9883 (Phone)
HOME PAGE: www.ederman.com
Feedback to SSRN (Beta)


Paper statistics
Abstract Views: 7,552
Downloads: 3,652
Download Rank: 475

© 2009 Social Science Electronic Publishing, Inc. All Rights Reserved. Terms of Use  Privacy Policy
This page was served by apollo3 in 0.360 seconds.