The Boy's Guide to Pricing & Hedging

5 Pages Posted: 17 Jan 2003

Date Written: 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

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

Emanuel Derman (Contact Author)

Columbia University ( email )

3022 Broadway
New York, NY 10027
United States
212 854 9883 (Phone)

HOME PAGE: http://www.emanuelderman.com

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
7,669
Abstract Views
16,982
rank
951
PlumX Metrics