Dynamic Hedging
Managing Vanilla and Exotic Options
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.
Specificaties
ISBN/EAN | 9780471152804 |
Auteur | Nassim Nicholas Taleb |
Uitgever | Van Ditmar Boekenimport B.V. |
Taal | Engels |
Uitvoering | Gebonden in harde band |
Pagina's | 528 |
Lengte | 260.0 mm |
Breedte | 184.0 mm |