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WSO Free Modeling Series - Now Open Through
May 31, 2024
9 Free Financial Modeling Lessons
Get instant access to lessons taught by experienced private equity pros and bulge bracket investment bankers including financial statement modeling, DCF, M&A, LBO, Comps and Excel Modeling.
+Bonus: Get 27 financial modeling templates in swipe file
+Bonus: Get 27 financial modeling templates in swipe file
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.
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