Dynamic hedging - Info and Reading Options
managing vanilla and exotic options
By Nassim Nicholas Taleb
"Dynamic hedging" was published by Wiley in 1997 - New York, it has 506 pages and the language of the book is English.
“Dynamic hedging” Metadata:
- Title: Dynamic hedging
- Author: Nassim Nicholas Taleb
- Language: English
- Number of Pages: 506
- Publisher: Wiley
- Publish Date: 1997
- Publish Location: New York
“Dynamic hedging” Subjects and Themes:
- Subjects: Options (Finance) - Hedging (Finance) - Derivative securities - Exotic options (Finance) - Risk assessment
Edition Specifications:
- Pagination: xx, 506 p. :
Edition Identifiers:
- The Open Library ID: OL995658M - OL3295027W
- Online Computer Library Center (OCLC) ID: 35198726
- Library of Congress Control Number (LCCN): 96034283
- ISBN-10: 0471152803
- All ISBNs: 0471152803
AI-generated Review of “Dynamic hedging”:
"Dynamic hedging" Description:
The Open Library:
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, noted option arbitrageur Nassim Taleb uniquely covers both on-model and off-model derivatives risks.
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