The Boy's Guide to Pricing & Hedging
5 Pages Posted: 17 Jan 2003
Date Written: December 19, 2002
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
Suggested Citation: Suggested Citation
Derman, Emanuel, The Boy's Guide to Pricing & Hedging (December 19, 2002). Available at SSRN: https://ssrn.com/abstract=364760 or http://dx.doi.org/10.2139/ssrn.364760
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