Dynamic hedging
managing vanilla and exotic options
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Word Count
126,500 words, Guess
Page Count
506 pages
Identifiers
- Open LibraryOL995658M
- ISBN-100471152803
- OCLC Control Number35198726
- OCLC Control Numberdynamichedgingma00tale
- Library of Congress Control Number96034283
and 2 more
- Goodreads204689
- LibraryThing733872
Classifications
- DDC332.64/5
- LCCHG6024.A3 T35 1997
Description
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.
Subjects
Series Statement
- Wiley series in financial engineering
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