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ISBN-10 : 0471152803
ISBN-13 : 978-0471152804
Publisher : N/A
Language : English
Number Of Pages : 215
Free Book - Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds option theory to fit the practitioner's environment. As a larger share of market exposure cannot be properly captured by mathematical models,...
Dynamic Hedging: Managing Vanilla and Exotic Options
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