Dynamic HedgingManaging Vanilla and Exotic Options
Nassim Nicholas Taleb - 1997-01-14 (publicado por primera vez en 1996)
Calificación de Goodreads
Discover a practical, real-world methodology for monitoring and managing risks associated with portfolio management. Dynamic Hedging is the only reference you'll need for exotic options hedging and arbitrage for professional traders and money managers. Written by a leading options trader and derivatives risk advisor, this book offers preventive risk management techniques to avoid catastrophic trading losses. Focus on the promise of ever larger profits and learn from the professionals, as institutional investors flock to a new generation of complex options contracts and derivatives.