Download Dynamic Hedging: Managing Vanilla and Exotic Options by Nassim Taleb Free Books Catalog

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Dynamic Hedging: Managing Vanilla and Exotic Options

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Dynamic Hedging: Managing Vanilla and Exotic Options

Name :

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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