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Dynamic Hedging: Managing Vanilla and Exotic Options - Wiley Finance
Nassim Nicholas Taleb
Dynamic Hedging: Managing Vanilla and Exotic Options - Wiley Finance
Nassim Nicholas Taleb
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.
528 pages, Illustrations
Media | Boeken Hardcover Book (Boek met harde rug en kaft) |
Vrijgegeven | 23 januari 1997 |
ISBN13 | 9780471152804 |
Uitgevers | John Wiley & Sons Inc |
Pagina's | 528 |
Afmetingen | 191 × 259 × 29 mm · 1,15 kg |
Taal en grammatica | Engels |
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