Gamma/Delta
Where is a good resource to learn about these greeks? I just got reamed in an interview and had no idea what they were (or that I was even suppose to know what they were(
Where is a good resource to learn about these greeks? I just got reamed in an interview and had no idea what they were (or that I was even suppose to know what they were(
| +39 | How much modeling do experienced HF analysts/PMs actually do? | 16 | 4h |
| +22 | Buy Side Credit - Seats / Guide | 8 | 1d |
| +18 | London buy side | 3 | 14h |
| +18 | Hedge Fund Pivot | 7 | 6h |
| +11 | Mid-career shift to buy side with niche background | 3 | 4d |
| +10 | Wfh / work remotely at MMs or SMs? | 6 | 4h |
| +4 | Atlantic Wolf Capital Closing? | 6 | 4h |
| +3 | How old is too old? | 3 | 2d |
| 0 | Walleye Capital | 1 | 2d |
| 0 | Hedge funds | 1 | 4d |
Career Resources
Traders, Guns and Money by Satyajit Das (sp?). This is the more entertaining option. He also wrote a derivatives textbook I skimmed once but it may be a bit overboard considering your needs.
The cheaper option (no pun intended) is probably to read wikipedia and investopedia.
check your school's library for a copy of Hull. its the clearest explanation of greeks i've seen and there are examples to practice with at the end of the chapter.
EDIT: Nevermind found others. There's 4 plus vega right?
4 greeks? yes, but there are many variations of the 5 main greeks.
Hull is the definitive word on derivatives. Every quant or derivatives trader has a copy on his shelf.
Saepe aut et vel commodi labore voluptatem repellendus. Amet nostrum consequatur totam asperiores. Qui recusandae vel ab culpa at. Sit amet repudiandae impedit vitae nesciunt porro ratione.
Et veniam et voluptas tempore. Quod atque vitae ut quaerat sed. Corporis aut et nesciunt delectus consequatur repudiandae. Sit dolor rerum neque iste.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...