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Updated by Jawwad Farid on Apr 02, 2016
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Jawwad Farid Jawwad Farid
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Option Pricing and Trading

A collection of posts on option pricing models, Greeks and option trading mindset.

Selling exotic treasury products

Instances and examples of a range of exotic contracts such as Digital, Barrier, Asian (as well as Bermuda and Mid-Atlantic), Lookback, Quanto, Compound option, chooser options, Ladder and Shouts. All variations on contracts that allow a customer to do a hand full of things that we'd addressed earlier such as adding yield, limiting downside, providing structured protection, and reducing cost.

Online Risk Training workshop for MBA students

Follow Jawwad online as he teaches Risk Management to a group of MBA students in Dubai. Other than attending classes, review the lecture notes and study guides, play with the data used in the in class exercises and take Quizes and assessment to test your knowledge of risk management

Understanding N(d1) and N(d2) - Black Scholes probabilities.

An intuitive understanding of N(d2) using a simple way for deriving N(d2). Required reading for understanding the difference between N(d1) and N(d2).

Delta hedging options using Monte Carlo Simulations in Excel

A step by step approach to building Excel spreadsheets that shows how delta hedging options works using Monte Carlo simulation.

Understanding Option Greeks for your Sales and Trading Interview.

Delta, Gamma, Vega, Theta & Rho. Rather than focus on formula and derivations, we focus on behavior, pretty pictures and colored graphs.

Option Greeks. Option hedging using Excel. (Gamma, Vega)

Option Greeks. Four step lesson plan for Option Hedging using Excel. We hedge Gamma & Vega using cheaper out of money options using Excel Solver

Sales and Trading Interview Guide: Understanding Greeks - Preface - Finance Training Course

The challenge with this part of the language lies partly with the terminology (a range of Greek symbols), partly with the presentation (partial differential equation), with calculations (a combination of Greek symbols and partial differential equations) and with interpretation (can you please say that again in a language that we can all understand).

Potential Future Exposure. Calculating PFE for an IRS

Potential Future Exposure. Calculation case study and  illustrative example for PFE for a  simple Interest Rate Swap. 

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    Built my first spreadsheet model at 14. Hooked up with startups at 27. Now write, mentor, teach and experiment with fastest ways of losing obscene amounts of cash without gambling, banking, trading, alcohol or wheels.

    Bragging rights: 5 books, 4 continents, 1 cross border exit. Most recent published by Palgrave Macmillan, Models at Work and Options Greeks Primer.

    Current Focus: Scaling up my computational finance e-learning venture Risk, Simulation & Option Pricing Courses. (Official Motto: We teach rocket science to ordinary mortals.). Tell us how bad a job we are doing.

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