Dynamic hedging: managing vanilla and exotic options
Auteur :
Taleb, Nassim Nicholas
Éditeur :
John Wiley & Sons Inc
ISBN :
9780471152804
Date de publication :
23 janv. 1997
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
1056 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.