{"product_id":"options-risk-analytics-in-danny-munrow-9798266298743","title":"Options \u0026 Risk Analytics in Excel: Pricing Models, Greeks, and Monte Carlo Simulation: Build Option Pricing Models, Calculate Greeks, and Run Monte Ca","description":"\u003cb\u003eReactive Publishing\u003c\/b\u003e\u003cp\u003eYou don't need Python or a quant terminal to analyze options risk, Excel is powerful enough to build a complete pricing and risk analytics toolkit. \u003ci\u003eOptions \u0026amp; Risk Analytics in Excel\u003c\/i\u003e shows you how to transform a simple spreadsheet into a \u003cb\u003edynamic options laboratory\u003c\/b\u003e for traders, analysts, and risk managers.\u003c\/p\u003e\u003cp\u003eThis hands-on guide walks you through building models from scratch, so you can price options, calculate Greeks, and run risk scenarios in real time, all with nothing more than Excel formulas and built-in tools.\u003c\/p\u003e\u003cp\u003eInside, you'll learn how to: \u003c\/p\u003e\u003cul\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003eImplement Black-Scholes \u0026amp; Binomial Models\u003c\/b\u003e - Price European and American options with live inputs.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003eCalculate Greeks Dynamically\u003c\/b\u003e - Delta, Gamma, Vega, Theta, and Rho with automatic recalculation.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003eVisualize Payoff Diagrams \u0026amp; Sensitivity Curves\u003c\/b\u003e - Build interactive charts that update as market conditions change.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003eMonte Carlo Simulation\u003c\/b\u003e - Model stock price paths and value exotic options using random simulations.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003ePortfolio-Level Risk Analysis\u003c\/b\u003e - Aggregate Greeks across multiple positions to manage exposure.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003eStress Testing \u0026amp; Scenario Analysis\u003c\/b\u003e - See how PnL reacts to volatility spikes, rate changes, and time decay.\u003c\/p\u003e\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eWhether you're a trader looking to improve decision-making, a student learning options pricing, or a financial professional building risk dashboards, this book equips you with \u003cb\u003epractical, Excel-based tools\u003c\/b\u003e to understand and control options risk.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Danny Munrow,Takehiro Kanegi,James Preston\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9798266298743\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Independently Published\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/20\/2025\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 420\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.23lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.86d","brand":"Danny Munrow","offers":[{"title":"Paperback","offer_id":47637478670591,"sku":"9798266298743","price":34.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_5d4e0b40-6fee-40cc-8a1d-8fc97b902de8.jpg?v=1765116447","url":"https:\/\/www.whiterainbookhouse.com\/products\/options-risk-analytics-in-danny-munrow-9798266298743","provider":"WR Book House","version":"1.0","type":"link"}