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(
+29 | Interesting juncture: L/S Hedge Fund or MM Private Credit? | 5 | 15h | |
+19 | MM BD people make LSD/MSD $m?? | 25 | 6h | |
+19 | London HFs | 8 | 1d | |
+16 | Road to Working at a Hedge Fund? | 14 | 1d | |
+14 | Credit comps | 7 | 3h | |
+14 | Large HFs in SF / Bay Area | 10 | 2d | |
+13 | Fund Accountant @ HF | 7 | 4d | |
+12 | JD or CFA for Distressed Debt/Activism? | 2 | 2d | |
+9 | Junior Summer: Long Only AM vs High Yield Research at a BB | 1 | 6s | |
+9 | 10 years in EM sellside - want to relocate to US | 1 | 2d |
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.
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